Options and Derivatives Programming in C++: Algorithms and Programming Techniques for the Financial Industry - Brossura

OLIVEIRA, CARLOS

Brossura

ISBN 10: 1484218132 ISBN 13: 9781484218136

Casa editrice: Apress, 2016

Riassunto

Algorithms and Programming Techniques for the Financial Industry

Su questo libro

Informazioni sull'autore

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 L.P. 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).

Dalla quarta di copertina

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.

Dettagli dell'edizione

• Editore: Apress
• Data di pubblicazione: 2016
• Lingua: Inglese
• ISBN 10: 1484218132
• ISBN 13: 9781484218136
• Rilegatura: Copertina flessibile
• Numero edizione: 1
• Numero di pagine: 288
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile