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商品描述
Beginning C++ for Financial Analysts is a primer for financial analysts and quantitative finance students who know finance but lack programming. Because most computational finance programs are written in C++, acquiring a pertinent subset of C++ programming skills is essential to success in the lucrative and burgeoning labor market for quants.
Beginning C++ for Financial Analysts teaches financial practitioners and students precisely what they need to know to use C++ to do routine financial computations such as valuing complex exotic options by Monte Carlo simulation. As opposed to being a book for programmers who want to tailor their skills to work in the finance industry, this book is for those with financial backgrounds who are novice programmers. Its coverage of the C++ language but is limited to what quants need in their daily work, and its approach is hands-on tutorial. Lessons start from the presumption of zero knowledge and progress step by step through familiar examples from computational finance.
Readers with a financial background will learn how to use modern C++11 to perform standard financial computations, including the following:
商品描述(中文翻譯)
《金融分析師的C++入門》是一本為金融分析師和量化金融學生準備的入門書籍,這些人對金融有了解,但缺乏程式設計能力。由於大多數計算金融的程式都是用C++編寫,因此掌握相關的C++程式設計技能對於在這個利潤豐厚且不斷增長的量化市場中取得成功至關重要。
《金融分析師的C++入門》教導金融從業人員和學生所需的C++知識,以便進行常規的金融計算,例如通過蒙地卡羅模擬來評估複雜的外部選擇權。這本書並不是為了那些希望調整技能以在金融行業工作的程式設計師,而是針對那些具有金融背景但仍是初學者的程式設計師。它對C++語言的涵蓋僅限於量化分析師在日常工作中所需的內容,並且採用實作教學的方式。課程從零基礎開始,逐步通過計算金融中的熟悉範例進行學習。
具有金融背景的讀者將學會如何使用現代C++11來執行標準的金融計算,包括以下內容: