Quantitative Finance: An Object-Oriented Approach in C++ (Chapman & Hall/CRC Financial Mathematics Series)

4 avg rating
( 1 ratings by Goodreads )
 
9781584884798: Quantitative Finance: An Object-Oriented Approach in C++ (Chapman & Hall/CRC Financial Mathematics Series)
View all copies of this ISBN edition:
 
 

Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++.

Through an approach based on C++ classes and templates, the text highlights the basic principles common to various methods and models while the algorithmic implementation guides readers to a more thorough, hands-on understanding. By moving beyond a purely theoretical treatment to the actual implementation of the models using C++, readers greatly enhance their career opportunities in the field.

The book also helps readers implement models in a trading or research environment. It presents recipes and extensible code building blocks for some of the most widespread methods in risk management and option pricing.

Web Resource
The author’s website provides fully functional C++ code, including additional C++ source files and examples. Although the code is used to illustrate concepts (not as a finished software product), it nevertheless compiles, runs, and deals with full, rather than toy, problems. The website also includes a suite of practical exercises for each chapter covering a range of difficulty levels and problem complexity.

"synopsis" may belong to another edition of this title.

Review:

"... a comprehensive, dual-perspective introduction to quantitative finance methods. By providing implementation details alongside theory, Schlögl ensures that one is never overemphasized at the expense of the other. All of the code described is reusable and reliant on only a small number of external libraries, meaning that this book is an invaluable resource to students and professionals in the field alike."
Computing Reviews, March 2015

"I recommend Erik Schlogl’s new book to all those interested in model implementation. From quasi-random sequences to HJM to the Excel interface, with full C++ code, there is something here for everyone."
―Jim Gatheral, Presidential Professor, Baruch College, CUNY

"If 25 years ago I had started in finance using C instead of Visual Basic, perhaps now I might be approximating Prof. Schlogl’s balanced and professional C++ framework for pricing financial derivatives. From interacting with quants writing production code I have learnt that several years’ experience with C++ can be dangerous as the possibility of writing incomprehensible (to others) abstract code becomes attractive. In this respect Prof. Schlogl strikes just the right balance between using the full power of C++ to encapsulate, concentrate, and abstract code, while remaining comprehensible. His book thoroughly outlines a framework, including procedures and libraries, for constructing the various building blocks of pricing systems for financial derivatives. Users implementing his sort of framework can be confident their code will be understood, and that it can be maintained and revised without dating. It is one of the dozen or so books that ought to be on every financial quant’s bookshelf; if only I had had it earlier!"
―Alan Brace, Senior Quantitative Analyst in Market Risk, National Australia Bank, and Adjunct Professor, Quantitative Finance Research Centre, University Technology of Sydney

"While some view quantitative finance as just another playground for beautiful mathematical theories, it is ultimately a very practical discipline where one’s success is more often than not measured by the quality, speed, and accuracy of computer code written to solve real-world problems. Quantitative Finance: An Object-Oriented Approach in C++ embraces this pragmatic view wholeheartedly to great success. The three core competencies of a successful quant: firm grasp of theory, strong command of numerical methods, and software design and development skills are taught in parallel, inseparable in the book as they are in the real world. A fantastic resource for students looking to become quants, the book sets a standard on how practically relevant quantitative finance should be taught. Those already in the field will also no doubt learn a thing or two on how to represent common financial constructs as logical and reusable software components."
―Vladimir V. Piterbarg, Head of Quantitative Analytics, Barclays

"Students and practitioners of quantitative analysis have long wanted a detailed exposition of computational finance that includes implementation details and quality C++ code. Their desires are no longer unrequited―this book contains a clear and careful discussion of many of the key derivatives pricing models together with object-oriented C++ code. Substantial discussion of the design choices made is also included. I believe that this book is destined to be part of every financial engineer’s toolkit."
―Professor Mark Joshi, University of Melbourne

About the Author:

Erik Schlögl currently is Professor and Director of the Quantitative Finance Research Centre at the University of Technology, Sydney (UTS), Australia. Erik received his doctorate in Economics from the University of Bonn, Germany, for work on term structure models and the pricing of fixed income derivatives and has gained broad-based experience in computational financial engineering. He has consulted for financial institutions and software developers in Europe, Australia and in the US. His research interests cover a broad area of quantitative finance, in particular model calibration, interest rate term structure modelling, credit risk and the integration of multiple sources of risk. He has published articles in a number of international journals, including Finance & Stochastics, Quantitative Finance, Risk and the Journal of Economic Dynamics and Control. In addition to UTS, he held positions at the University of New South Wales, Australia, and the University of Bonn, Germany.

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

Schlogl, Erik
Published by CRC Press LLC
ISBN 10: 1584884797 ISBN 13: 9781584884798
New Quantity Available: 1
Seller:
TextbookRush
(Grandview Heights, OH, U.S.A.)
Rating
[?]

Book Description CRC Press LLC. Condition: Brand New. Ships SAME or NEXT business day. We Ship to APO/FPO addr. Choose EXPEDITED shipping and receive in 2-5 business days within the United States. See our member profile for customer support contact info. We have an easy return policy. Seller Inventory # 43443265

More information about this seller | Contact this seller

Buy New
50.45
Convert Currency

Add to Basket

Shipping: 3.01
Within U.S.A.
Destination, Rates & Speeds

2.

Erik Schlogl
Published by Taylor Francis Inc, United States (2013)
ISBN 10: 1584884797 ISBN 13: 9781584884798
New Hardcover Quantity Available: 10
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Taylor Francis Inc, United States, 2013. Hardback. Condition: New. Language: English . Brand New Book. Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++. Through an approach based on C++ classes and templates, the text highlights the basic principles common to various methods and models while the algorithmic implementation guides readers to a more thorough, hands-on understanding. By moving beyond a purely theoretical treatment to the actual implementation of the models using C++, readers greatly enhance their career opportunities in the field. The book also helps readers implement models in a trading or research environment. It presents recipes and extensible code building blocks for some of the most widespread methods in risk management and option pricing. Web ResourceThe author s website provides fully functional C++ code, including additional C++ source files and examples. Although the code is used to illustrate concepts (not as a finished software product), it nevertheless compiles, runs, and deals with full, rather than toy, problems. The website also includes a suite of practical exercises for each chapter covering a range of difficulty levels and problem complexity. Seller Inventory # AA69781584884798

More information about this seller | Contact this seller

Buy New
62.74
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

Erik Schlogl
ISBN 10: 1584884797 ISBN 13: 9781584884798
New Quantity Available: 1
Seller:
Speedy Hen LLC
(Sunrise, FL, U.S.A.)
Rating
[?]

Book Description Condition: New. Bookseller Inventory # ST1584884797. Seller Inventory # ST1584884797

More information about this seller | Contact this seller

Buy New
62.88
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

4.

Erik Schlogl
Published by Taylor Francis Inc, United States (2013)
ISBN 10: 1584884797 ISBN 13: 9781584884798
New Hardcover Quantity Available: 10
Seller:
Book Depository International
(London, United Kingdom)
Rating
[?]

Book Description Taylor Francis Inc, United States, 2013. Hardback. Condition: New. Language: English . Brand New Book. Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++. Through an approach based on C++ classes and templates, the text highlights the basic principles common to various methods and models while the algorithmic implementation guides readers to a more thorough, hands-on understanding. By moving beyond a purely theoretical treatment to the actual implementation of the models using C++, readers greatly enhance their career opportunities in the field. The book also helps readers implement models in a trading or research environment. It presents recipes and extensible code building blocks for some of the most widespread methods in risk management and option pricing. Web ResourceThe author s website provides fully functional C++ code, including additional C++ source files and examples. Although the code is used to illustrate concepts (not as a finished software product), it nevertheless compiles, runs, and deals with full, rather than toy, problems. The website also includes a suite of practical exercises for each chapter covering a range of difficulty levels and problem complexity. Seller Inventory # AA69781584884798

More information about this seller | Contact this seller

Buy New
64.21
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Erik Schlogl (author)
Published by Taylor and Francis 2013-11-19, Boca Raton, Fla. |London (2013)
ISBN 10: 1584884797 ISBN 13: 9781584884798
New Hardcover Quantity Available: > 20
Seller:
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description Taylor and Francis 2013-11-19, Boca Raton, Fla. |London, 2013. hardback. Condition: New. Seller Inventory # 9781584884798

More information about this seller | Contact this seller

Buy New
58.99
Convert Currency

Add to Basket

Shipping: 6
From United Kingdom to U.S.A.
Destination, Rates & Speeds

6.

Schlogl, Erik
Published by Taylor & Francis Inc (2013)
ISBN 10: 1584884797 ISBN 13: 9781584884798
New Hardcover First Edition Quantity Available: 1
Rating
[?]

Book Description Taylor & Francis Inc, 2013. Condition: New. Suitable for professionals, this title covers the key methods and models of quantitative finance from the perspective of their implementation in C++. It introduces computational finance in a pragmatic manner, focusing on practical implementation. Series Editor(s): Dempster, M. A. H.; Madan, Dilip B. Series: Chapman & Hall/CRC Financial Mathematics Series. Num Pages: 354 pages, 30 black & white illustrations, 27 black & white tables. BIC Classification: PB. Category: (G) General (US: Trade). Dimension: 156 x 236 x 26. Weight in Grams: 688. . 2013. 1st Edition. Hardcover. . . . . . Seller Inventory # V9781584884798

More information about this seller | Contact this seller

Buy New
72.59
Convert Currency

Add to Basket

Shipping: FREE
From Ireland to U.S.A.
Destination, Rates & Speeds

7.

Erik Schlogl
Published by Chapman and Hall/CRC (2013)
ISBN 10: 1584884797 ISBN 13: 9781584884798
New Hardcover Quantity Available: 1
Seller:
Ria Christie Collections
(Uxbridge, United Kingdom)
Rating
[?]

Book Description Chapman and Hall/CRC, 2013. Condition: New. book. Seller Inventory # ria9781584884798_rkm

More information about this seller | Contact this seller

Buy New
69.13
Convert Currency

Add to Basket

Shipping: 3.87
From United Kingdom to U.S.A.
Destination, Rates & Speeds

8.

SCHLOGL, ERIK
Published by Chapman and Hall/CRC (2013)
ISBN 10: 1584884797 ISBN 13: 9781584884798
New Hardcover Quantity Available: 1
Seller:
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description Chapman and Hall/CRC, 2013. Hardback. Condition: NEW. 9781584884798 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. For all enquiries, please contact Herb Tandree Philosophy Books directly - customer service is our primary goal. Seller Inventory # HTANDREE0404448

More information about this seller | Contact this seller

Buy New
66
Convert Currency

Add to Basket

Shipping: 8
From United Kingdom to U.S.A.
Destination, Rates & Speeds

9.

Schlogl, Erik
Published by Chapman and Hall/CRC
ISBN 10: 1584884797 ISBN 13: 9781584884798
New Hardcover Quantity Available: 1
Seller:
WFL
(Holtsville, NY, U.S.A.)
Rating
[?]

Book Description Chapman and Hall/CRC. Hardcover. Condition: New. 1584884797 Brand New ,Original Book , Direct from Source , Express 6-8 business days worldwide delivery. Seller Inventory # DG#IJ98968

More information about this seller | Contact this seller

Buy New
70.35
Convert Currency

Add to Basket

Shipping: 3.70
Within U.S.A.
Destination, Rates & Speeds

10.

Schlogl, Erik
Published by Taylor & Francis Inc
ISBN 10: 1584884797 ISBN 13: 9781584884798
New Hardcover Quantity Available: 1
Seller:
Kennys Bookstore
(Olney, MD, U.S.A.)
Rating
[?]

Book Description Taylor & Francis Inc. Condition: New. Suitable for professionals, this title covers the key methods and models of quantitative finance from the perspective of their implementation in C++. It introduces computational finance in a pragmatic manner, focusing on practical implementation. Series Editor(s): Dempster, M. A. H.; Madan, Dilip B. Series: Chapman & Hall/CRC Financial Mathematics Series. Num Pages: 354 pages, 30 black & white illustrations, 27 black & white tables. BIC Classification: PB. Category: (G) General (US: Trade). Dimension: 156 x 236 x 26. Weight in Grams: 688. . 2013. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland. Seller Inventory # V9781584884798

More information about this seller | Contact this seller

Buy New
75.56
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book