Supporting your high street Find out how »
Basket Image


Numerical Methods in Finance with C++, Paperback / softback Book

Numerical Methods in Finance with C++ Paperback / softback

Part of the Mastering Mathematical Finance series


Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical techniques and programming skills they need.

The authors start from scratch, so the reader does not need any previous experience of C++.

Beginning with straightforward option pricing on binomial trees, the book gradually progresses towards more advanced topics, including nonlinear solvers, Monte Carlo techniques for path-dependent derivative securities, finite difference methods for partial differential equations, and American option pricing by solving a linear complementarity problem.

Further material, including solutions to all exercises and C++ code, is available online.

The book is ideal preparation for work as an entry-level quant programmer and it gives readers the confidence to progress to more advanced skill sets involving C++ design patterns as applied in finance.


  • Format: Paperback / softback
  • Pages: 175 pages, Worked examples or Exercises; 15 Line drawings, unspecified
  • Publisher: Cambridge University Press
  • Publication Date:
  • Category: Finance
  • ISBN: 9780521177160

Other Formats



Free Home Delivery

on all orders

Pick up orders

from local bookshops

Also in the Mastering Mathematical Finance series   |  View all