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Financial Modelling Using C++

This document lists recommended books for learning financial modelling at beginner, intermediate, and advanced levels using C++. For beginners, it recommends books on C++ design patterns, numerical methods, and an introduction to C++ for financial engineers. Intermediate books cover modelling derivatives and pricing financial instruments using C++. Advanced topics include quantitative finance, implementing derivatives models, Monte-Carlo methods, finite differences, and numerical methods using MATLAB.

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Prateek Bhatnagar
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505 views

Financial Modelling Using C++

This document lists recommended books for learning financial modelling at beginner, intermediate, and advanced levels using C++. For beginners, it recommends books on C++ design patterns, numerical methods, and an introduction to C++ for financial engineers. Intermediate books cover modelling derivatives and pricing financial instruments using C++. Advanced topics include quantitative finance, implementing derivatives models, Monte-Carlo methods, finite differences, and numerical methods using MATLAB.

Uploaded by

Prateek Bhatnagar
Copyright
© © All Rights Reserved
Available Formats
Download as TXT, PDF, TXT or read online on Scribd
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FINANCIAL MODELLING USING C++:

BEGINNER:

1. C++_Design
Patterns_and_Derivative
Pricing -- Mark Joshi
2. Numerical Methods using C++ -Marian kapinski
3. Introduction to C++ for Financial
Engineers -- Daniel Duffie
# INTERMEDIATE:
4. Modelling Derivatives using C++
-- Justin London.
5. Financial Instrument Pricing using
C++ -- Daniel Duffie
# ADVANCED:
6. Advanced quantitative Finance using C++
7. Implementing Derivatives Models using MATLAB-- Lewland
8. Monte-Carlo Methods in FE -Daniel Duffie
9. Finite Difference in C++ -- Daniel
Duffie.
10. Numerical Methods in Finance and Economics using MATLAB.

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