國立虎尾科技大學 |

Practical C++20 Financial Programming = Problem Solving for Quantitative Finance, Financial Engineering, Business, and Economics /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Practical C++20 Financial Programming/ by Carlos Oliveira.
Reminder of title:	Problem Solving for Quantitative Finance, Financial Engineering, Business, and Economics /
Author:	Oliveira, Carlos.
Description:	XXIII, 508 p. 31 illus.online resource. :
Contained By:	Springer Nature eBook
Subject:	Computer software. -
Online resource:	https://doi.org/10.1007/978-1-4842-6834-6
ISBN:	9781484268346

Practical C++20 Financial Programming = Problem 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. - 2nd ed. 2021. - XXIII, 508 p. 31 illus.online resource.

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

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

528062
Computer software.

LC Class. No.: QA76.75-.765

Dewey Class. No.: 004

Practical C++20 Financial Programming = Problem Solving for Quantitative Finance, Financial Engineering, Business, and Economics /
LDR:03567nam a22003855i 4500 001 1050104
003 DE-He213
005 20210622095116.0
007 cr nn 008mamaa
008 220103s2021 xxu| s |||| 0|eng d
020 $a 9781484268346 $9 978-1-4842-6834-6
024 7 $a 10.1007/978-1-4842-6834-6 $2 doi
035 $a 978-1-4842-6834-6
050 4 $a QA76.75-.765
072 7 $a U $2 bicssc
072 7 $a COM000000 $2 bisacsh
072 7 $a UX $2 thema
082 0 4 $a 004 $2 23
100 1 $a Oliveira, Carlos. $4 aut $4 http://id.loc.gov/vocabulary/relators/aut $3 1079718
245 1 0 $a Practical C++20 Financial Programming $h [electronic resource] : $b Problem Solving for Quantitative Finance, Financial Engineering, Business, and Economics / $c by Carlos Oliveira.
250 $a 2nd ed. 2021.
264 1 $a Berkeley, CA : $b Apress : $b Imprint: Apress, $c 2021.
300 $a XXIII, 508 p. 31 illus. $b online resource.
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
347 $a text file $b PDF $2 rda
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.
650 0 $a Computer software. $3 528062
650 0 $a Programming languages (Electronic computers). $3 1127615
650 0 $a Finance. $3 559073
650 0 $a Computer mathematics. $3 1199796
650 0 $a Applied mathematics. $3 1069907
650 0 $a Engineering mathematics. $3 562757
650 0 $a Business enterprises—Finance. $3 1253877
650 1 4 $a Professional Computing. $3 1115983
650 2 4 $a Programming Languages, Compilers, Interpreters. $3 669782
650 2 4 $a Finance, general. $3 1069041
650 2 4 $a Computational Mathematics and Numerical Analysis. $3 669338
650 2 4 $a Applications of Mathematics. $3 669175
650 2 4 $a Business Finance. $3 1069042
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer Nature eBook
776 0 8 $i Printed edition: $z 9781484268339
776 0 8 $i Printed edition: $z 9781484268353
856 4 0 $u https://doi.org/10.1007/978-1-4842-6834-6
912 $a ZDB-2-CWD
912 $a ZDB-2-SXPC
950 $a Professional and Applied Computing (SpringerNature-12059)
950 $a Professional and Applied Computing (R0) (SpringerNature-43716)