Options and Derivatives Programming in C++20

Algorithms and Programming Techniques for the Financial Industry

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. Les mer
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Paperback
Legg i
Paperback
Legg i
Vår pris: 445,-

(Paperback) Fri frakt!
Leveringstid: Sendes innen 7 virkedager
På grunn av Brexit-tilpasninger og tiltak for å begrense covid-19 kan det dessverre oppstå forsinket levering.

Om boka

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.



What You Will Learn





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

Who This Book Is For



Professional developers who have some experience with the C++ language and would like to leverage that knowledge into financial software development.



Fakta

Innholdsfortegnelse

1: Options Concepts2: Financial Derivatives3: Basic C++ Algorithms4: Object-Oriented Techniques5: Design Patterns for Options Processing6: Template-Based Techniques7: STL for Derivatives Programming8: Functional Programming Techniques9: Linear Algebra Algorithms10: Algorithms for Numerical Analysis11: Models Based on Differential Equations12: Basic Models for Options Pricing13: Monte Carlo Methods14: Using C++ Libraries for FinanceAppendix A: Features of C++20

Om forfatteren

Carlos Oliveira works in the area of quantitative finance, with more than ten years of experience in creating scientific and financial models in C++. During his career, Carlos has developed several large-scale applications for financial companies such as Bloomberg LP and F-Squared Investments. Carlos Oliveira obtained a PhD in operations research and systems engineering from the University of Florida, an MSc in computer science from UFC (Brazil), and a BSc in computer science from UECE (Brazil). He has also performed academic research in the field of combinatorial optimization, with applications in diverse areas such as finance, telecommunications, computational biology, and logistics. Carlos has written more than 30 academic papers on optimization, and authored three books, including Practical C++ Financial Programming (Apress, 2015).
For more, visit see@olivecarl on Twitter.