| 000 -LEADER |
|---|
| fixed length control field |
03862nam a22003497a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20250519103325.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
250519b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781484298268 [paperback] |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
University of Cebu-Banilad |
| Transcribing agency |
University of Cebu-Banilad |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Oliveira, Carlos, |
| Relator term |
author. |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Options and derivatives programming in C++23 : |
| Remainder of title |
algorithms and programming techniques for the financial industry / |
| Statement of responsibility, etc |
Carlos Oliveira. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
Third edition. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
USA : |
| Name of publisher, distributor, etc |
Apress, |
| Date of publication, distribution, etc |
c2023. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxiv, 299 pages : |
| Other physical details |
illustrations (black and white) ; |
| Dimensions |
26 cm. |
| 336 ## - CONTENT TYPE |
|---|
| Source |
rdacontent |
| Content type term |
text |
| 337 ## - MEDIA TYPE |
|---|
| Source |
rdamedia |
| Media type term |
unmediated |
| 338 ## - CARRIER TYPE |
|---|
| Source |
rdacarrier |
| Carrier type |
volume |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes index. |
| 505 ## - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 1: Options concepts -- Chapter 2: Financial derivatives -- Chapter 3: Basic C++ 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 options pricing -- Chapter 13 Monte carlo methods -- Chapter 14: Backtesting trading strategies in C++ -- Chapter 15: Using C++ libraries for finance -- Chapter 16: Credit derivatives -- Chapter 17: Processing financial data. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
"This book is a hands-on guide for programmers who want to learn how C++ is used to develop solutions for options and derivatives trading in the financial industry. It explores the main algorithms and programming techniques used in implementing systems and solutions for trading options and derivatives. This updated edition will bring forward new advances in C++ software language and libraries, with a particular focus on the new C++23 standard.<br/><br/>The book starts by covering C++ language features that are frequently used to write financial software for options and derivatives. These features include the STL (standard template library), generic templates, functional programming, and support for numerical code. Examples include additional support for lambda functions with simplified syntax, improvements in automatic type detection for templates, custom literals, modules, constant expressions, and improved initialization strategies for C++ objects. This book also provides how-to examples that cover all the major tools and concepts used to build working solutions for quantitative finance. It discusses how to create bug-free and efficient applications, leveraging the knowledge of object-oriented and template-based programming. It has two new chapters covering backtesting option strategies and processing financial data.. It introduces the topics covered in the book in a logical and structured way, with lots of examples that will bring them to life.<br/><br/>Options and Derivatives Programming in C++23 has been written with the goal of reaching readers who are looking for a concise, algorithms-based book that provides basic information through well-targeted examples and ready to use solutions." --Provided by the publisher |
| 521 ## - TARGET AUDIENCE NOTE |
|---|
| Target audience note |
Adult |
| 541 ## - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| Source of acquisition |
Purchased |
| Deans/Chairperson |
Brigoli, Darlyne |
| Department |
College of Computer Engineering |
| Subject Category |
Computer Engineering |
| 546 ## - LANGUAGE NOTE |
|---|
| Language note |
Text in English |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Software |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Business enterprises finance |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
C++ (computer program language) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Computer software |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Type of record |
Book |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| Encoded by |
Janna [new] |
| Date encoded |
05/19/2025 |
