This text provides readers with a foundation in the key methods and models of quantitative finance. Through an approach based on C++ classes and templates, the text highlights the basic principles common to various methods and models while the algorithmic implementation guides readers to a more thorough, hands-on understanding. It also presents recipes and extensible code building blocks for some of the most widespread methods in risk management and option pricing. C++ code and other materials are available on the author's website.
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