£62.00

About as cheap as it gets — within 5% of the all-time low it hit 1 month ago.

£62 today · all-time low £62 (Sep 2026) · usually £64

Cambridge University Press Numerical Methods in Finance with C++ (Mastering Mathematical Finance)

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£63.99 £61.79 £62.27 £62.75 £63.23 £63.71 £64.19 25 July 2026 11 August 2026 28 August 2026 14 September 2026 02 October 2026
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Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
02 August 2012
Listed Since
04 February 2012

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