Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical techniques and programming skills they need. The authors start from scratch, so the reader does not need any previous experience of C++. Beginning with straightforward option pricing on binomial trees, the book...

If you design applications, or if you build, test, or document solutions, you need this book. If your applications are Web-based or Win32-based, you need this book. Finally, if you are currently learning or building Microsoft .NET Framework–based applications, you need this book. In short, if you are involved in building...

The growing interest in data mining is motivated by a common problem across disciplines: how does one store, access, model, and ultimately describe and understand very large data sets? Historically, different aspects of data mining have been addressed independently by different disciplines. This is the first truly...

The number of models available in neural network literature is quite large. Very often the treatment is mathematical and complex. This book provides illustrative examples in C++ that the reader can use as a basis for further experimentation. A key to learning about neural networks to appreciate their inner workings is to experiment. Neural...