000			03862nam a22003497a 4500
003			OSt
005			20250519103325.0
008			250519b |||||||| |||| 00| 0 eng d
020			_a9781484298268 [paperback]
040			_aUniversity of Cebu-Banilad _cUniversity of Cebu-Banilad
100			_aOliveira, Carlos, _eauthor.
245			_aOptions and derivatives programming in C++23 : _balgorithms and programming techniques for the financial industry / _cCarlos Oliveira.
250			_aThird edition.
260			_aUSA : _bApress, _cc2023.
300			_axxiv, 299 pages : _billustrations (black and white) ; _c26 cm.
336			_2rdacontent _atext
337			_2rdamedia _aunmediated
338			_2rdacarrier _avolume
504			_aIncludes index.
505			_aChapter 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			_a"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
521			_aAdult
541			_aPurchased _xBrigoli, Darlyne _yCollege of Computer Engineering _zComputer Engineering
546			_aText in English
650			_aSoftware
650			_a Business enterprises finance
650			_aC++ (computer program language)
650			_aComputer software
942			_2ddc _cBK
998			_cJanna [new] _d05/19/2025
999			_c13592 _d13592