ABSTRACT

This chapter gives some suggestions of the next steps you may want to take to develop your skills as a quant.

You have reached a point in your development as a C++ programmer where it no longer makes sense to write everything from scratch. It is time to learn some C++ libraries. Useful libraries for financial mathematics include:

(i) The standard library. We introduced some of the most useful features in Chapter 18, but it pays to be familiar with the entire library. There are excellent online resources as well as books such as [8].