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Building Financial Risk Management Applications with C++

Building Financial Risk Management Applications with C++

          
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About the Book

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 express their innovative ideas using elementary C++. As a consequence, this work should provide an aid to the professional computer programmer in their quest to understand quantitative finance.
About the Author: Robert Brooks (Bob) is the Wallace D. Malone, Jr. Endowed Chair of Financial Management at The University of Alabama, founding partner of BlueCreek Investment Partners, LLC, a money management firm, and president of Financial Risk Management, LLC, a derivatives consulting firm (www.frmhelp.com). He is the author of approximately 70 articles appearing in the Journal of Financial and Quantitative Analysis, Journal of Banking and Finance, Journal of Fixed Income, and others. Further, he the co-author of An Introduction to Derivatives and Risk and Risk Management (Seventh, Eighth, and Ninth Editions) with Don Chance and has authored a book titled Building Financial Derivatives Applications with C++. Bob has been quoted in The Wall Street Journal, Bloomberg News and The Bond Buyer as well as testifying at a subcommittee hearing of the U. S. House of Representatives in Washington, D.C. and testifying at a field hearing of the SEC in Birmingham, Alabama. Bob has consulted with major public utilities, energy companies, auditing firms, corporations, investment bankers, elected municipal officials, and commercial bankers regarding managing financial risks, derivatives valuation and software development. Bob also conducts professional development seminars on various aspects of financial risk management, including energy derivatives valuation and energy risk management.


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Product Details
  • ISBN-13: 9781478350750
  • Publisher: Createspace Independent Publishing Platform
  • Publisher Imprint: Createspace Independent Publishing Platform
  • Depth: 32
  • Language: English
  • Returnable: N
  • Spine Width: 20 mm
  • Width: 203 mm
  • ISBN-10: 147835075X
  • Publisher Date: 11 Jan 2013
  • Binding: Paperback
  • Height: 254 mm
  • No of Pages: 390
  • Series Title: English
  • Weight: 770 gr


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