In this textbook the authors introduce the important concepts of the financial software domain, and motivate the use of an agile software engineering approach f

This book describes the principles of model building in financial engineering. It explains those models as designs and working implementations for Java-based ap

This text provides a thorough treatment of futures, 'plain vanilla' options and swaps as well as the use of exotic derivatives and interest rate options for spe

Today, software engineers need to know not only how to program effectively but also how to develop proper engineering practices to make their codebase sustainab

This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previ