MARC details
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| fixed length control field |
02912nam a22002297a 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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220818b2022 |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781484276693 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
004 OLI-C |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Oliveira, Carlos |
| 245 ## - TITLE STATEMENT |
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| Title |
Options and derivatives programming in C++20 : |
| Remainder of title |
algorithms and programming techniques for the financial industry / |
| Statement of responsibility, etc. |
Carlos Oliveira |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc. |
New York |
| Name of publisher, distributor, etc. |
Apress |
| Date of publication, distribution, etc. |
2022 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
393p. |
| 365 ## - TRADE PRICE |
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| Price type code |
INR |
| Price amount |
1599.00 |
| 500 ## - GENERAL NOTE |
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| General note |
Master the features of C++ that are frequently used to write financial software for options and derivatives, including the STL, templates, functional programming, and numerical libraries. This book also covers new features introduced in C++20 and other recent standard releases: modules, concepts, spaceship operators, and smart pointers. You will explore how-to examples covering all the primary tools and ideas used to build working solutions for quantitative finance. These include advanced C++ concepts and the basic building libraries used by modern C++ developers, such as the STL and Boost while leveraging the knowledge of object-oriented and template-based programming. Options and Derivatives Programming in C++ provides great value for readers trying to use their current programming knowledge 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 logically and structured, and even novice programmers will be able to absorb the most essential issues and competencies. This book is written to reach readers who need a concise, algorithms-based book, providing critical information through well-targeted examples and ready-to-use solutions. You will be able to directly apply the concepts and sample code to some of the most common problems faced in analysing options and derivative contracts what You Will Learn Discover how C++ is used to develop solutions for options and derivatives trading in the financial industry. Grasp the fundamental problems in options and derivatives trading Converse intelligently about credit default swaps, Forex derivatives, and more Implement valuation models and trading strategies, Build pricing algorithms around the Black-Sholes model, and use the binomial and differential equations methods. Run quantitative finance algorithms using linear algebra techniques. Recognize and apply the most common design patterns used in options trading. This Book Is For Professional developers who have some experience with the C++ language and would like to leverage that knowledge into financial software development. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Business enterprises--Finance |
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Computer software |
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Programming languages (Electronic computers) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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Algorithms |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
C++ (Computer program language) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Options (Finance)--Data processing |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Computers |
| 952 ## - LOCATION AND ITEM INFORMATION (KOHA) |
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| Withdrawn status |
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