This book is not about structured finance. It is about the intersection of financial engineering and object oriented programming. The book describes how to implement scalable financial engineering package for dealers or software vendors, translating financial notions such as option, strike price and implied volatility into objects, classes, inheritances, etc. It will primarily appeal to financial engineers, but IT professionals may also benefit. Some familiarity with financial engineering, object oriented programming and Java will be helpful ...

Trying to learn financial engineering but getting bogged down in theory? This book cuts through theory and has you implementing practical models, including Heston's (1993) model. Advanced math and theory is alluded to with little explanation, so be comfortable consulting original papers. But nothing beats having this book's VBA code by your side when you turn to those original papers! Yes it is cook-bookish, but it is practical and will get you implementing models ...

This is an introduction to C++ programming with examples drawn from financial engineering. If it is the only book you try to learn from, you will be lost. It doesn't cover basics, such as development environments. It pretty much assumes you have recent experience coding in other languages, as the learning curve is steep. Also, it doesn't so much explain C++ as illustrate with sample code. Still, as a supplement to another book (is there a C++ for Dummies book?), this might be nice for its financial engineering focus ...