Description

Book Synopsis

1. Introduction to Modern C++23.- 2. Components of an Object-Oriented C++ Program.- 3. Option Payoff Hierarchies in C++.- 4. Generic Programming and Template Classes in C++.- 5. Introduction to the Standard Template Library (STL) in C++23.- 6. Function Objects in C++.- 7. Matrix Classes for Quantitative Finance.- 8. Numerical Linear Algebra in C++.- 9. Black Scholes and Pricing Fundamentals.- 10. Calculating the Greeks.- 11. European Options with Monte Carlo Simulation.- 12. Binomial and Trinomial Trees.- 13. Finite Difference Methods.- 14. Asian/Path-Dependent Options with Monte Carlo.- 15. Exotic Options.- 16. Implied Volatility.- 17. Stochastic Volatility.- 18. Random Number Generation and Statistical Distributions.- 19. Jump-Diffusion Models.- 20. Single Factor Interest Rate Models.- 21. Tree Building Procedures: BDT, Hull White Tree, Lognormal (Hull-White), Vasicek Cox-Ingersoll-Ross.- 22. Bermudan and Exotic Interest Rate Derivatives.- 23. Single Factor Black-Scholes with Finite Difference Methods.- 24. Two-Factor Models and the Heath-Jarrow-Morton Model.

Mastering Advanced Quantitative Finance with Modern C

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    A Paperback by Aaron De la Rosa

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      Book details

      Publisher Springer Nature
      Published 12 January 2026
      ISBN-13 9798868817922
      979-8868817922
      Also in:
      Programming and scripting languages: general

      Description

      Book Synopsis

      1. Introduction to Modern C++23.- 2. Components of an Object-Oriented C++ Program.- 3. Option Payoff Hierarchies in C++.- 4. Generic Programming and Template Classes in C++.- 5. Introduction to the Standard Template Library (STL) in C++23.- 6. Function Objects in C++.- 7. Matrix Classes for Quantitative Finance.- 8. Numerical Linear Algebra in C++.- 9. Black Scholes and Pricing Fundamentals.- 10. Calculating the Greeks.- 11. European Options with Monte Carlo Simulation.- 12. Binomial and Trinomial Trees.- 13. Finite Difference Methods.- 14. Asian/Path-Dependent Options with Monte Carlo.- 15. Exotic Options.- 16. Implied Volatility.- 17. Stochastic Volatility.- 18. Random Number Generation and Statistical Distributions.- 19. Jump-Diffusion Models.- 20. Single Factor Interest Rate Models.- 21. Tree Building Procedures: BDT, Hull White Tree, Lognormal (Hull-White), Vasicek Cox-Ingersoll-Ross.- 22. Bermudan and Exotic Interest Rate Derivatives.- 23. Single Factor Black-Scholes with Finite Difference Methods.- 24. Two-Factor Models and the Heath-Jarrow-Morton Model.

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