東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Options and derivatives programming ...

Oliveira, Carlos.

FindBook

Google Book

Amazon

博客來

Options and derivatives programming in C++20 = 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++20/ 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 : : 2020.,
面頁冊數:	xxiv, 393 p. :ill., digital ;24 cm.
內容註:	1: Options Concepts -- 2: Financial Derivatives -- 3: Basic C++ Algorithms -- 4: Object-Oriented Techniques -- 5: Design Patterns for Options Processing -- 6: Template-Based Techniques -- 7: STL for Derivatives Programming -- 8: Functional Programming Techniques -- 9: Linear Algebra Algorithms -- 10: Algorithms for Numerical Analysis -- 11: Models Based on Differential Equations -- 12: Basic Models for Options Pricing -- 13: Monte Carlo Methods -- 14: Using C++ Libraries for Finance -- Appendix A: Features of C++20.
Contained By:	Springer Nature eBook
標題:	C++ (Computer program language) -
電子資源:	https://doi.org/10.1007/978-1-4842-6315-0
ISBN:	9781484263150

Options and derivatives programming in C++20 = algorithms and programming techniques for the financial industry /
Oliveira, Carlos.

Options and derivatives programming in C++20algorithms and programming techniques for the financial industry /[electronic resource] :by Carlos Oliveira. - Second edition. - Berkeley, CA :Apress :2020. - xxiv, 393 p. :ill., digital ;24 cm.

1: Options Concepts -- 2: Financial Derivatives -- 3: Basic C++ Algorithms -- 4: Object-Oriented Techniques -- 5: Design Patterns for Options Processing -- 6: Template-Based Techniques -- 7: STL for Derivatives Programming -- 8: Functional Programming Techniques -- 9: Linear Algebra Algorithms -- 10: Algorithms for Numerical Analysis -- 11: Models Based on Differential Equations -- 12: Basic Models for Options Pricing -- 13: Monte Carlo Methods -- 14: Using C++ Libraries for Finance -- Appendix A: Features of C++20.

Master the features of C++ that are frequently used to write financial software for options and derivatives, including the STL, templates, functional programming, and numerical libraries. This book also covers new features introduced in C++20 and other recent standard releases: modules, concepts, spaceship operators, and smart pointers. You will explore how-to examples covering all the major tools and concepts used to build working solutions for quantitative finance. These include 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. This book is written with the goal of reaching readers who need a concise, algorithms-based book, providing basic information through well-targeted examples and ready-to-use solutions. You will be able to directly apply the concepts and sample code to some of the most common problems faced in the analysis of options and derivative contracts. You will: Discover how C++ is used in the development of solutions for options and derivatives trading in the financial industry Grasp the fundamental problems in options and derivatives trading Converse intelligently about credit default swaps, Forex derivatives, and more Implement valuation models and trading strategies Build pricing algorithms around the Black-Sholes model, and also using the binomial and differential equations methods Run quantitative finance algorithms using linear algebra techniques Recognize and apply the most common design patterns used in options trading.

ISBN: 9781484263150

Standard No.: 10.1007/978-1-4842-6315-0doiSubjects--Topical Terms:

527229
C++ (Computer program language)

LC Class. No.: QA76.73.C153

Dewey Class. No.: 005.133

Options and derivatives programming in C++20 = algorithms and programming techniques for the financial industry /
LDR:03663nmm a2200337 a 4500 001 2256700
003 DE-He213
005 20210204172309.0
006 m d
007 cr nn 008maaau
008 220420s2020 cau s 0 eng d
020 $a 9781484263150 $q (electronic bk.)
020 $a 9781484263143 $q (paper)
024 7 $a 10.1007/978-1-4842-6315-0 $2 doi
035 $a 978-1-4842-6315-0
040 $a GP $c GP
041 0 $a eng
050 4 $a QA76.73.C153
072 7 $a U $2 bicssc
072 7 $a COM000000 $2 bisacsh
072 7 $a UX $2 thema
082 0 4 $a 005.133 $2 23
090 $a QA76.73.C153 $b O48 2020
100 1 $a Oliveira, Carlos. $3 2139725
245 1 0 $a Options and derivatives programming in C++20 $h [electronic resource] : $b algorithms and programming techniques for the financial industry / $c by Carlos Oliveira.
250 $a Second edition.
260 $a Berkeley, CA : $b Apress : $b Imprint: Apress, $c 2020.
300 $a xxiv, 393 p. : $b ill., digital ; $c 24 cm.
505 0 $a 1: Options Concepts -- 2: Financial Derivatives -- 3: Basic C++ Algorithms -- 4: Object-Oriented Techniques -- 5: Design Patterns for Options Processing -- 6: Template-Based Techniques -- 7: STL for Derivatives Programming -- 8: Functional Programming Techniques -- 9: Linear Algebra Algorithms -- 10: Algorithms for Numerical Analysis -- 11: Models Based on Differential Equations -- 12: Basic Models for Options Pricing -- 13: Monte Carlo Methods -- 14: Using C++ Libraries for Finance -- Appendix A: Features of C++20.
520 $a Master the features of C++ that are frequently used to write financial software for options and derivatives, including the STL, templates, functional programming, and numerical libraries. This book also covers new features introduced in C++20 and other recent standard releases: modules, concepts, spaceship operators, and smart pointers. You will explore how-to examples covering all the major tools and concepts used to build working solutions for quantitative finance. These include 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. This book is written with the goal of reaching readers who need a concise, algorithms-based book, providing basic information through well-targeted examples and ready-to-use solutions. You will be able to directly apply the concepts and sample code to some of the most common problems faced in the analysis of options and derivative contracts. You will: Discover how C++ is used in the development of solutions for options and derivatives trading in the financial industry Grasp the fundamental problems in options and derivatives trading Converse intelligently about credit default swaps, Forex derivatives, and more Implement valuation models and trading strategies Build pricing algorithms around the Black-Sholes model, and also using the binomial and differential equations methods Run quantitative finance algorithms using linear algebra techniques Recognize and apply the most common design patterns used in options trading.
650 0 $a C++ (Computer program language) $3 527229
650 0 $a Computer software. $3 560056
650 0 $a Programming languages (Electronic computers) $3 606806
650 0 $a Business enterprises $x Finance. $3 646686
650 1 4 $a Professional Computing. $3 3201325
650 2 4 $a Programming Languages, Compilers, Interpreters. $3 891123
650 2 4 $a Theory of Computation. $3 892514
650 2 4 $a Algorithms. $3 536374
650 2 4 $a Business Finance. $3 2162280
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer Nature eBook
856 4 0 $u https://doi.org/10.1007/978-1-4842-6315-0
950 $a Professional and Applied Computing (SpringerNature-12059)