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The book Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++.



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This course introduces mathematical and statistical techniques used in the finance industry. These techniques will be applied to problems that are relevant in Accounting, Economics, Finance and Financial Planning, with a specific focus on the Quantitative Methods body of knowledge recommended by Chartered Financial Analyst (CFA).

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Quantitative Methods in Finance Covers topics from a review of basic financial mathematics such as simple and compound interest and the time value of money, to complex statistical techniques such as generalized autoregressive conditional heteroskedasticity (GARCH) - …

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Compared to the "Financial Risk Analysis and Management" Certificate, the "Quantitative Methods in Finance" focus is tailored more broadly toward Financial Portfolio Managers and Analysts focused on a comprehensive introduction to statistical financial modeling, time series forecasting, and quantitative trading strategies.

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