عنوان

Options and derivatives programming in C++ /

(Number (ISBN

1484218140

(Number (ISBN

9781484218143

Erroneous ISBN

1484218132

Erroneous ISBN

9781484218136

Number

dltt

Title Proper

Options and derivatives programming in C++ /

General Material Designation

[Book]

First Statement of Responsibility

Carlos Oliveira

Specific Material Designation and Extent of Item

1 online resource.

Series Title

The expert's voice in C++

Text of Note

Includes index

Text of Note

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

0

Text of Note

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

International Standard Book Number

9781484218136

C++ (Computer program language)

COM-- 051070

Number

Edition

Class number

Oliveira, Carlos A. S.

Ohio Library and Information Network.

Date of Transaction

20201222103219.9

Cataloguing Rules (Descriptive Conventions))

pn

Electronic name

[Book]

270410

Y