000			02912nam a22002297a 4500
008			220818b2022 |||||||| |||| 00| 0 eng d
020			_a9781484276693
082			_a004 OLI-C
100			_aOliveira, Carlos
245			_aOptions and derivatives programming in C++20 : _balgorithms and programming techniques for the financial industry / _cCarlos Oliveira
260			_aNew York _bApress _c2022
300			_a393p.
365			_aINR _b1599.00
500			_aMaster 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			_aBusiness enterprises--Finance
650			_aComputer software
650			_aProgramming languages (Electronic computers)
650			_aAlgorithms
650			_aC++ (Computer program language)
650			_aOptions (Finance)--Data processing
650			_aComputers
999			_c80181 _d80181