國立虎尾科技大學 |

Options and Derivatives Programming in C++ = Algorithms and Programming Techniques for the Financial Industry /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Options and Derivatives Programming in C++/ by CARLOS OLIVEIRA.
Reminder of title:	Algorithms and Programming Techniques for the Financial Industry /
Author:	OLIVEIRA, CARLOS.
Description:	XXIII, 260 p. 26 illus., 18 illus. in color.online resource. :
Contained By:	Springer Nature eBook
Subject:	Programming languages (Electronic computers). -
Online resource:	https://doi.org/10.1007/978-1-4842-1814-3
ISBN:	9781484218143

Options and Derivatives Programming in C++ = Algorithms and Programming Techniques for the Financial Industry /
OLIVEIRA, CARLOS.

Options and Derivatives Programming in C++Algorithms and Programming Techniques for the Financial Industry /[electronic resource] :by CARLOS OLIVEIRA. - 1st ed. 2016. - XXIII, 260 p. 26 illus., 18 illus. in color.online resource.

Chapter 1: Options Concepts -- Chapter 2: Financial Derivatives -- Chapter 3: Basic 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 Option Pricing -- Chapter 13: Monte-Carlo Methods -- Chapter 14: Using C++ Libraries for Finance.-Chapter 15: Credit Derivatives.

This is a hands-on book for programmers wanting to learn how C++ is used in the development of solutions for options and derivatives trading in the financial industry. As an important part of the financial industry, options and derivatives trading has become increasingly sophisticated. Advanced trading techniques using financial derivatives have been used at banks, hedge funds, and pension funds. Because of stringent performance characteristics, most of these trading systems are developed using C++ as the main implementation language. Options and Derivatives Programming in C++ covers features that are frequently used to write financial software for options and derivatives, including the STL, templates, functional programming, and support for numerical libraries. New features introduced in the C++11 and C++14 standard are also covered: lambda functions, automatic type detection, custom literals, and improved initialization strategies for C++ objects. Readers will enjoy the how-to examples covering all the major tools and concepts used to build working solutions for quantitative finance. It includes advanced C++ concepts as well as the basic building libraries used by modern C++ developers, such as the STL and Boost, while also leveraging knowledge of object-oriented and template-based programming. Options and Derivatives Programming in C++ provides a great value for readers who are trying to use their current programming knowledge in order to become proficient in the style of programming used in large banks, hedge funds, and other investment institutions. The topics covered in the book are introduced in a logical and structured way and even novice programmers will be able to absorb the most important topics and competencies.

ISBN: 9781484218143

Standard No.: 10.1007/978-1-4842-1814-3doiSubjects--Topical Terms:

1127615
Programming languages (Electronic computers).

LC Class. No.: QA76.7-76.73

Dewey Class. No.: 005.13

Options and Derivatives Programming in C++ = Algorithms and Programming Techniques for the Financial Industry /
LDR:03807nam a22004095i 4500 001 980576
003 DE-He213
005 20200706201631.0
007 cr nn 008mamaa
008 201211s2016 xxu| s |||| 0|eng d
020 $a 9781484218143 $9 978-1-4842-1814-3
024 7 $a 10.1007/978-1-4842-1814-3 $2 doi
035 $a 978-1-4842-1814-3
050 4 $a QA76.7-76.73
050 4 $a QA76.76.C65
072 7 $a UMX $2 bicssc
072 7 $a COM051010 $2 bisacsh
072 7 $a UMX $2 thema
072 7 $a UMC $2 thema
082 0 4 $a 005.13 $2 23
100 1 $a OLIVEIRA, CARLOS. $e author. $4 aut $4 http://id.loc.gov/vocabulary/relators/aut $3 1273301
245 1 0 $a Options and Derivatives Programming in C++ $h [electronic resource] : $b Algorithms and Programming Techniques for the Financial Industry / $c by CARLOS OLIVEIRA.
250 $a 1st ed. 2016.
264 1 $a Berkeley, CA : $b Apress : $b Imprint: Apress, $c 2016.
300 $a XXIII, 260 p. 26 illus., 18 illus. in color. $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 Chapter 1: Options Concepts -- Chapter 2: Financial Derivatives -- Chapter 3: Basic 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 Option Pricing -- Chapter 13: Monte-Carlo Methods -- Chapter 14: Using C++ Libraries for Finance.-Chapter 15: Credit Derivatives.
520 $a This is a hands-on book for programmers wanting to learn how C++ is used in the development of solutions for options and derivatives trading in the financial industry. As an important part of the financial industry, options and derivatives trading has become increasingly sophisticated. Advanced trading techniques using financial derivatives have been used at banks, hedge funds, and pension funds. Because of stringent performance characteristics, most of these trading systems are developed using C++ as the main implementation language. Options and Derivatives Programming in C++ covers features that are frequently used to write financial software for options and derivatives, including the STL, templates, functional programming, and support for numerical libraries. New features introduced in the C++11 and C++14 standard are also covered: lambda functions, automatic type detection, custom literals, and improved initialization strategies for C++ objects. Readers will enjoy the how-to examples covering all the major tools and concepts used to build working solutions for quantitative finance. It includes advanced C++ concepts as well as the basic building libraries used by modern C++ developers, such as the STL and Boost, while also leveraging knowledge of object-oriented and template-based programming. Options and Derivatives Programming in C++ provides a great value for readers who are trying to use their current programming knowledge in order to become proficient in the style of programming used in large banks, hedge funds, and other investment institutions. The topics covered in the book are introduced in a logical and structured way and even novice programmers will be able to absorb the most important topics and competencies.
650 0 $a Programming languages (Electronic computers). $3 1127615
650 0 $a Economics, Mathematical . $3 1253712
650 0 $a Statistics . $3 1253516
650 1 4 $a Programming Languages, Compilers, Interpreters. $3 669782
650 2 4 $a Quantitative Finance. $3 669372
650 2 4 $a Statistics for Business, Management, Economics, Finance, Insurance. $3 1211158
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer Nature eBook
776 0 8 $i Printed edition: $z 9781484218136
776 0 8 $i Printed edition: $z 9781484218150
856 4 0 $u https://doi.org/10.1007/978-1-4842-1814-3
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)