rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Quantitative Finance
  name:
    name part: Schlogl, Erik
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Safari, an O'Reilly Media Company
  type of resource: text
  genre: Electronic books.
  origin info:
    place:
      place term: xx
    date issued: 2013
    edition: 1st edition.
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (354 pages)
  abstract: 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.
  note: Schlogl, Erik.
  note: Electronic resource.
  note: Electronic reproduction. Boston, MA : Safari, Available via World Wide Web. 2013.
  note: Mode of access: World Wide Web.
  identifier: 9781439897959
  identifier: 9781584884798
  identifier: 1439897964
  identifier: 9781439897966
  identifier: 9781420010428
  identifier: 1584884797
  identifier: 1420010425
  identifier: 9781498785549
  identifier: 1498785549
  identifier: https://proxy.library.tamu.edu/login
  record info:
    record creation date: 201113
    record change date: 20260128183657.0
    record identifier: in00004263127