Professional Documents
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I. Introduc on:
Excep on handling
BLAS and LAPACK: standard libraries for linear algebra rou nes
Boost libraries: addi onal mathema cs func onali es (sta s cs, random numbers)
Finite difference methods: solving differen al equa ons for pricing models
Books: "C++ for Quan ta ve Finance" by Yves Hilpisch, "Advanced Quan ta ve Finance with C++" by
Alonso Pena
This outline is a star ng point and can be adapted based on your specific needs and interests.
The level of detail can be adjusted based on your exis ng knowledge of C++ and quan ta ve finance.
Consider focusing on specific financial instruments or models relevant to your area of interest.
Emphasize prac cal examples and code implementa on to solidify your understanding.
I hope this outline provides a helpful framework for your journey into C++ for quan ta ve finance.
Remember, prac ce and con nuous learning are crucial for mastering this powerful tool in the finance
world.