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Practical C++20 financial programmin...

Oliveira, Carlos.

Practical C++20 financial programmingproblem solving for quantitative finance, financial engineering, business, and economics /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Practical C++20 financial programmingby Carlos Oliveira.
Reminder of title:	problem solving for quantitative finance, financial engineering, business, and economics /
Author:	Oliveira, Carlos.
Published:	Berkeley, CA :Apress :2021.
Description:	xxiii, 508 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	C++ (Computer program language)
Online resource:	https://doi.org/10.1007/978-1-4842-6834-6
ISBN:	9781484268346$q(electronic bk.)

Practical C++20 financial programmingproblem solving for quantitative finance, financial engineering, business, and economics /
Oliveira, Carlos.

Practical C++20 financial programmingproblem solving for quantitative finance, financial engineering, business, and economics /[electronic resource] :by Carlos Oliveira. - Second edition. - Berkeley, CA :Apress :2021. - xxiii, 508 p. :ill., digital ;24 cm.

1. The Fixed-Income Market -- 2. The Equities Market -- 3. C++ Programming Techniques in Finance -- 4. Common Libraries for Financial Applications -- 5. Designing Numerical Classes -- 6. Plotting Financial Data -- 7. Linear Algebra -- 8. Interpolation -- 9. Calculating Roots of Equations -- 10. Numerical Integration -- 11. Solving ODEs and PDEs -- 12. Optimization -- 13. Asset and Portfolio Optimization -- 14. Monte Carlo Methods -- 15. Extending Financial Libraries -- 16. Using C++ with R and Maxima -- 17. Multithreading -- Appendix A. Features of C++20.

Apply C++ to programming problems in the financial industry using this hands-on book, updated for C++20. It explains those aspects of the language that are more frequently used in writing financial software, including the Standard Template Library (STL), templates, and various numerical libraries. Practical C++20 Financial Programming also describes many of the important problems in financial engineering that are part of the day-to-day work of financial programmers in large investment banks and hedge funds. The author has extensive experience in the New York City financial industry that is now distilled into this handy guide. Focus is on providing working solutions for common programming problems. Examples are plentiful and provide value in the form of ready-to-use solutions that you can immediately apply in your day-to-day work. You'll see examples of matrix manipulations, curve fitting, histogram generation, numerical integration, and differential equation analysis, and you'll learn how all these techniques can be applied to some of the most common areas of financial software development. These areas include performance price forecasting, optimizing investment portfolios, and more. The book style is quick and to-the-point, delivering a refreshing view of what one needs to master in order to thrive as a C++ programmer in the financial industry. You will: Cover aspects of C++ especially relevant to financial programming Write working solutions to commonly encountered problems in finance Design efficient, numerical classes for use in finance, as well as to use those classes provided by Boost and other libraries.

ISBN: 9781484268346$q(electronic bk.)

Standard No.: 10.1007/978-1-4842-6834-6doiSubjects--Topical Terms:

181958
C++ (Computer program language)

LC Class. No.: QA76.73.C153

Dewey Class. No.: 005.133

Practical C++20 financial programmingproblem solving for quantitative finance, financial engineering, business, and economics /
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505 0 $a 1. The Fixed-Income Market -- 2. The Equities Market -- 3. C++ Programming Techniques in Finance -- 4. Common Libraries for Financial Applications -- 5. Designing Numerical Classes -- 6. Plotting Financial Data -- 7. Linear Algebra -- 8. Interpolation -- 9. Calculating Roots of Equations -- 10. Numerical Integration -- 11. Solving ODEs and PDEs -- 12. Optimization -- 13. Asset and Portfolio Optimization -- 14. Monte Carlo Methods -- 15. Extending Financial Libraries -- 16. Using C++ with R and Maxima -- 17. Multithreading -- Appendix A. Features of C++20.
520 $a Apply C++ to programming problems in the financial industry using this hands-on book, updated for C++20. It explains those aspects of the language that are more frequently used in writing financial software, including the Standard Template Library (STL), templates, and various numerical libraries. Practical C++20 Financial Programming also describes many of the important problems in financial engineering that are part of the day-to-day work of financial programmers in large investment banks and hedge funds. The author has extensive experience in the New York City financial industry that is now distilled into this handy guide. Focus is on providing working solutions for common programming problems. Examples are plentiful and provide value in the form of ready-to-use solutions that you can immediately apply in your day-to-day work. You'll see examples of matrix manipulations, curve fitting, histogram generation, numerical integration, and differential equation analysis, and you'll learn how all these techniques can be applied to some of the most common areas of financial software development. These areas include performance price forecasting, optimizing investment portfolios, and more. The book style is quick and to-the-point, delivering a refreshing view of what one needs to master in order to thrive as a C++ programmer in the financial industry. You will: Cover aspects of C++ especially relevant to financial programming Write working solutions to commonly encountered problems in finance Design efficient, numerical classes for use in finance, as well as to use those classes provided by Boost and other libraries.
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