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

Options and derivatives programming ...

Oliveira, Carlos.

Linked to FindBook

Google Book

Amazon

博客來

Options and derivatives programming in C++23 = algorithms and programming techniques for the financial industry /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Options and derivatives programming in C++23/ by Carlos Oliveira.
Reminder of title:	algorithms and programming techniques for the financial industry /
Author:	Oliveira, Carlos.
Published:	Berkeley, CA :Apress : : 2023.,
Description:	xxiv, 299 p. :ill., digital ;24 cm.
[NT 15003449]:	Chapter 1: Options Concept -- Chapter 2: Financial Derivatives -- Chapter 3: Basic Algorithms -- Chapter 4: Object-Oriented Techniques -- Chapter 5: Design Patterns for Options Processing -- Chapter 6: C++ Template-Based Techniques -- Chapter 7: STL for Derivative Programming -- Chapter 8: Functional Programming Techniques -- Chapter 9: Linear Algebra Algorithms -- Chapter 10: Numerical Analysis Algorithms in C++ -- Chapter 11: Solving Models Based on Differential Equations -- Chapter 12: Basic Models for Options Pricing -- Chapter 13: Monte-Carlo Techniques for Options Pricing -- Chapter 14: Back Testing Option Strategies -- Chapter 15: Using C++ libraries for Finance -- Chapter 16: Credit Derivatives -- Chapter 17: Processing Financial Data.
Contained By:	Springer Nature eBook
Subject:	Business enterprises - Finance. -
Online resource:	https://doi.org/10.1007/978-1-4842-9827-5
ISBN:	9781484298275

Options and derivatives programming in C++23 = algorithms and programming techniques for the financial industry /
Oliveira, Carlos.

Options and derivatives programming in C++23algorithms and programming techniques for the financial industry /[electronic resource] :by Carlos Oliveira. - Third edition. - Berkeley, CA :Apress :2023. - xxiv, 299 p. :ill., digital ;24 cm.

Chapter 1: Options Concept -- Chapter 2: Financial Derivatives -- Chapter 3: Basic Algorithms -- Chapter 4: Object-Oriented Techniques -- Chapter 5: Design Patterns for Options Processing -- Chapter 6: C++ Template-Based Techniques -- Chapter 7: STL for Derivative Programming -- Chapter 8: Functional Programming Techniques -- Chapter 9: Linear Algebra Algorithms -- Chapter 10: Numerical Analysis Algorithms in C++ -- Chapter 11: Solving Models Based on Differential Equations -- Chapter 12: Basic Models for Options Pricing -- Chapter 13: Monte-Carlo Techniques for Options Pricing -- Chapter 14: Back Testing Option Strategies -- Chapter 15: Using C++ libraries for Finance -- Chapter 16: Credit Derivatives -- Chapter 17: Processing Financial Data.

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. You will: Gain insight into the fundamental challenges of the options and derivatives market Master the features of the C++ language used in quantitative financial programming Understand quantitative finance algorithms for options and derivatives Build pricing algorithms around the Black-Scholes model, and use binomial and differential equations methods.

ISBN: 9781484298275

Standard No.: 10.1007/978-1-4842-9827-5doiSubjects--Topical Terms:

646686
Business enterprises
--Finance.

LC Class. No.: QA76.73.C153

Dewey Class. No.: 005.133

Options and derivatives programming in C++23 = algorithms and programming techniques for the financial industry /
LDR:03898nmm a2200337 a 4500 001 2335785
003 DE-He213
005 20231031180742.0
006 m d
007 cr nn 008maaau
008 240402s2023 cau s 0 eng d
020 $a 9781484298275 $q (electronic bk.)
020 $a 9781484298268 $q (paper)
024 7 $a 10.1007/978-1-4842-9827-5 $2 doi
035 $a 978-1-4842-9827-5
040 $a GP $c GP
041 0 $a eng
050 4 $a QA76.73.C153
072 7 $a UMX $2 bicssc
072 7 $a COM000000 $2 bisacsh
072 7 $a UMX $2 thema
082 0 4 $a 005.133 $2 23
090 $a QA76.73.C153 $b O48 2023
100 1 $a Oliveira, Carlos. $3 2139725
245 1 0 $a Options and derivatives programming in C++23 $h [electronic resource] : $b algorithms and programming techniques for the financial industry / $c by Carlos Oliveira.
250 $a Third edition.
260 $a Berkeley, CA : $b Apress : $b Imprint: Apress, $c 2023.
300 $a xxiv, 299 p. : $b ill., digital ; $c 24 cm.
505 0 $a Chapter 1: Options Concept -- Chapter 2: Financial Derivatives -- Chapter 3: Basic Algorithms -- Chapter 4: Object-Oriented Techniques -- Chapter 5: Design Patterns for Options Processing -- Chapter 6: C++ Template-Based Techniques -- Chapter 7: STL for Derivative Programming -- Chapter 8: Functional Programming Techniques -- Chapter 9: Linear Algebra Algorithms -- Chapter 10: Numerical Analysis Algorithms in C++ -- Chapter 11: Solving Models Based on Differential Equations -- Chapter 12: Basic Models for Options Pricing -- Chapter 13: Monte-Carlo Techniques for Options Pricing -- Chapter 14: Back Testing Option Strategies -- 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. You will: Gain insight into the fundamental challenges of the options and derivatives market Master the features of the C++ language used in quantitative financial programming Understand quantitative finance algorithms for options and derivatives Build pricing algorithms around the Black-Scholes model, and use binomial and differential equations methods.
650 0 $a Business enterprises $x Finance. $3 646686
650 0 $a C++ (Computer program language) $3 527229
650 0 $a Computer software. $3 560056
650 0 $a Programming languages (Electronic computers) $3 606806
650 1 4 $a Programming Language. $3 3538935
650 2 4 $a Compilers and Interpreters. $3 3592044
650 2 4 $a Design and Analysis of Algorithms. $3 3538532
650 2 4 $a Algorithms. $3 536374
650 2 4 $a Theory and Algorithms for Application Domains. $3 3594704
650 2 4 $a Corporate Finance. $2 swd $3 1655050
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer Nature eBook
856 4 0 $u https://doi.org/10.1007/978-1-4842-9827-5
950 $a Professional and Applied Computing (SpringerNature-12059)