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Options and derivatives programming ...

Oliveira, Carlos.

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Options and derivatives programming in C++ = algorithms and programming techniques for the financial industry /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Options and derivatives programming in C++/ by Carlos Oliveira.
其他題名:	algorithms and programming techniques for the financial industry /
作者:	Oliveira, Carlos.
出版者:	Berkeley, CA :Apress : : 2016.,
面頁冊數:	xxiii, 260 p. :ill., digital ;24 cm.
內容註:	Chapter 1: Options Concepts -- Chapter 2: Financial Derivatives -- Chapter 3: Basic Algorithms -- Chapter 4: Object-Oriented Techniques -- Chapter 5: Design Patterns for Options Processing -- Chapter 6: Template-Based Techniques -- Chapter 7: STL for Derivatives Programming -- Chapter 8: Functional Programming Techniques -- Chapter 9: Linear Algebra Algorithms -- Chapter 10: Algorithms for Numerical Analysis -- Chapter 11: Models Based on Differential Equations -- Chapter 12: Basic Models for Option Pricing -- Chapter 13: Monte-Carlo Methods -- Chapter 14: Using C++ Libraries for Finance -- Chapter 15: Credit Derivatives.
Contained By:	Springer eBooks
標題:	C++ (Computer program language) -
電子資源:	http://dx.doi.org/10.1007/978-1-4842-1814-3
ISBN:	9781484218143$q(electronic bk.)

Options and derivatives programming in C++ = algorithms and programming techniques for the financial industry /
Oliveira, Carlos.

Options and derivatives programming in C++algorithms and programming techniques for the financial industry /[electronic resource] :by Carlos Oliveira. - Berkeley, CA :Apress :2016. - xxiii, 260 p. :ill., digital ;24 cm.

Chapter 1: Options Concepts -- Chapter 2: Financial Derivatives -- Chapter 3: Basic Algorithms -- Chapter 4: Object-Oriented Techniques -- Chapter 5: Design Patterns for Options Processing -- Chapter 6: Template-Based Techniques -- Chapter 7: STL for Derivatives Programming -- Chapter 8: Functional Programming Techniques -- Chapter 9: Linear Algebra Algorithms -- Chapter 10: Algorithms for Numerical Analysis -- Chapter 11: Models Based on Differential Equations -- Chapter 12: Basic Models for Option Pricing -- Chapter 13: Monte-Carlo Methods -- Chapter 14: Using C++ Libraries for Finance -- Chapter 15: Credit Derivatives.

This is a hands-on book for programmers wanting to learn how C++ is used in the development of solutions for options and derivatives trading in the financial industry. As an important part of the financial industry, options and derivatives trading has become increasingly sophisticated. Advanced trading techniques using financial derivatives have been used at banks, hedge funds, and pension funds. Because of stringent performance characteristics, most of these trading systems are developed using C++ as the main implementation language. Options and Derivatives Programming in C++ covers features that are frequently used to write financial software for options and derivatives, including the STL, templates, functional programming, and support for numerical libraries. New features introduced in the C++11 and C++14 standard are also covered: lambda functions, automatic type detection, custom literals, and improved initialization strategies for C++ objects. Readers will enjoy the how-to examples covering all the major tools and concepts used to build working solutions for quantitative finance. It includes advanced C++ concepts as well as the basic building libraries used by modern C++ developers, such as the STL and Boost, while also leveraging knowledge of object-oriented and template-based programming. Options and Derivatives Programming in C++ provides a great value for readers who are trying to use their current programming knowledge in order to become proficient in the style of programming used in large banks, hedge funds, and other investment institutions. The topics covered in the book are introduced in a logical and structured way and even novice programmers will be able to absorb the most important topics and competencies.

ISBN: 9781484218143$q(electronic bk.)

Standard No.: 10.1007/978-1-4842-1814-3doiSubjects--Topical Terms:

527229
C++ (Computer program language)

LC Class. No.: QA76.73.C153

Dewey Class. No.: 005.133

Options and derivatives programming in C++ = algorithms and programming techniques for the financial industry /
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520 $a This is a hands-on book for programmers wanting to learn how C++ is used in the development of solutions for options and derivatives trading in the financial industry. As an important part of the financial industry, options and derivatives trading has become increasingly sophisticated. Advanced trading techniques using financial derivatives have been used at banks, hedge funds, and pension funds. Because of stringent performance characteristics, most of these trading systems are developed using C++ as the main implementation language. Options and Derivatives Programming in C++ covers features that are frequently used to write financial software for options and derivatives, including the STL, templates, functional programming, and support for numerical libraries. New features introduced in the C++11 and C++14 standard are also covered: lambda functions, automatic type detection, custom literals, and improved initialization strategies for C++ objects. Readers will enjoy the how-to examples covering all the major tools and concepts used to build working solutions for quantitative finance. It includes advanced C++ concepts as well as the basic building libraries used by modern C++ developers, such as the STL and Boost, while also leveraging knowledge of object-oriented and template-based programming. Options and Derivatives Programming in C++ provides a great value for readers who are trying to use their current programming knowledge in order to become proficient in the style of programming used in large banks, hedge funds, and other investment institutions. The topics covered in the book are introduced in a logical and structured way and even novice programmers will be able to absorb the most important topics and competencies.
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