University of Cebu-Banilad Library catalog › Details for: Options and derivatives programming in C++23 : algorithms and programming techniques for the financial industry /

Normal view MARC view ISBD view

Options and derivatives programming in C++23 : algorithms and programming techniques for the financial industry / Carlos Oliveira.

By: Oliveira, Carlos [author. ]Material type: Text

TextPublisher: USA : Apress, c2023Edition: Third editionDescription: xxiv, 299 pages : illustrations (black and white) ; 26 cmContent type: text Media type: unmediated Carrier type: volume ISBN: 9781484298268 [paperback]Subject(s): Software | Business enterprises finance | C++ (computer program language) | Computer software

Contents:

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.

Summary: "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. 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. 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

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings ( 1 )
Title notes ( 6 )
Comments ( 0 )

Item type	Current location	Call number	Status	Date due	Barcode
Subject Reference	College Annex Library Subject Reference	005.133 Ol41 2023 (Browse shelf)	Available		3UCBL000028704

Browsing College Annex Library shelves, Shelving location: Subject Reference Close shelf browser

Previous								Next
Previous	005.12 L15 2024 Software design /	005.133 Af96 2023 Computer science : a structured programming approach in C /	005.133 C99 2021 Introduction to programming with C++ for engineers /	005.133 Ol41 2023 Options and derivatives programming in C++23 : algorithms and programming techniques for the financial industry /	005.1332 Sh86 2024 Beginner's guide to learn programming languages /	005.14 T41 2023 Software testing and user experience /	005.4 C67 2024 Operating systems lab /	Next

Includes index.

"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.

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.

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