TY  - BOOK
AU  - Oliveira, Carlos
TI  - Options and derivatives programming in C++20: algorithms and programming techniques for the financial industry 
SN  - 9781484276693
U1  - 004 OLI-C 
PY  - 2022///
CY  - New York
PB  - Apress
KW  - Business enterprises--Finance
KW  - Computer software
KW  - Programming languages (Electronic computers)
KW  - Algorithms
KW  - C++ (Computer program language)
KW  - Options (Finance)--Data processing
KW  - Computers
N1  - 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
ER  -