Building Financial Risk Management Applications with C++

Risk Management

I wanted to bring to all of your attention a great book authored by Dr. Robert Brooks, the Wallace D. Malone, Jr. Endowed Chair of Financial Management at The University of Alabama and program coordinator of the Master in Finance program. It is designed for students interested in programming and financial modeling in C++.

The book is written for those without any prior knowledge of C++ or programming in it which makes it ideal for masters students looking to expand their toolkit. This would be extremely helpful for anyone thinking about going into trading, risk or something more quantitative.

Here is the official description of 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.”

You can check it out on Amazon.


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