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Advanced Quantitative Finance with C++

Advanced Quantitative Finance with C++ by Alonso Peña
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The book takes the reader through a fast but structured crash-course in quantitative finance, from theory to practice. If you are a quantitative analyst, risk manager, actuary, or a professional working in the field of quantitative finance and want a quick hands-on introduction to the pricing of financial derivatives, this book is ideal for you. You should be familiar with the basic programming concepts and C++ programming language. You should also be acquainted with calculus of undergraduate level.
Packt Publishing; June 2014
ISBN 9781782167235
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Title: Advanced Quantitative Finance with C++
Author: Alonso Peña