There are numerous good books related to quantitative finance. There are also numerous good books related to programming in C++. The goal here is to bridge the gap between quantitative finance and C++. In many ways C++ has gotten both easier and harder over the past several years. We focus only on the easier techniques in C++. We do not attempt to provide state-of-the-art C++ programming. Rather we provide elementary techniques that are easy for the non-computer programming professional to understand. Specifically, we seek to aid the professional quantitative finance person in their quest to...
There are numerous good books related to quantitative finance. There are also numerous good books related to programming in C++. The goal here is to b...