東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Practical C++20 financial programmin...

Oliveira, Carlos.

Linked to FindBook

Google Book

Amazon

博客來

Practical C++20 financial programming = problem solving for quantitative finance, financial engineering, business, and economics /

Record Type:	Electronic resources : 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.
Published:	Berkeley, CA :Apress : : 2021.,
Description:	xxiii, 508 p. :ill., digital ;24 cm.
[NT 15003449]:	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.
Contained By:	Springer Nature eBook
Subject:	C++ (Computer program language) -
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. - 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

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

527229
C++ (Computer program language)

LC Class. No.: QA76.73.C153

Dewey Class. No.: 005.133

Practical C++20 financial programming = problem solving for quantitative finance, financial engineering, business, and economics /
LDR:03303nmm a2200337 a 4500 001 2239477
003 DE-He213
005 20210719140854.0
006 m d
007 cr nn 008maaau
008 211111s2021 cau s 0 eng d
020 $a 9781484268346 $q (electronic bk.)
020 $a 9781484268339 $q (paper)
024 7 $a 10.1007/978-1-4842-6834-6 $2 doi
035 $a 978-1-4842-6834-6
040 $a GP $c GP
041 0 $a eng
050 4 $a QA76.73.C153
072 7 $a U $2 bicssc
072 7 $a COM000000 $2 bisacsh
072 7 $a UX $2 thema
082 0 4 $a 005.133 $2 23
090 $a QA76.73.C153 $b O48 2021
100 1 $a Oliveira, Carlos. $3 2139725
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 Second edition.
260 $a Berkeley, CA : $b Apress : $b Imprint: Apress, $c 2021.
300 $a xxiii, 508 p. : $b ill., digital ; $c 24 cm.
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 C++ (Computer program language) $3 527229
650 0 $a Finance $x Computer programs. $3 542900
650 1 4 $a Professional Computing. $3 3201325
650 2 4 $a Programming Languages, Compilers, Interpreters. $3 891123
650 2 4 $a Finance, general. $3 2162279
650 2 4 $a Computational Mathematics and Numerical Analysis. $3 891040
650 2 4 $a Applications of Mathematics. $3 890893
650 2 4 $a Business Finance. $3 2162280
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer Nature eBook
856 4 0 $u https://doi.org/10.1007/978-1-4842-6834-6
950 $a Professional and Applied Computing (SpringerNature-12059)