Practical C++ Financial Programming (Paperback)
暫譯: 實用 C++ 財務程式設計 (平裝本)

Carlos Oliveira

Practical C++ Financial Programming (Paperback)
  • 出版商: Apress
  • 出版日期: 2015-02-18
  • 售價: $3,180
  • 貴賓價: 9.5 折 $3,021
  • 語言: 英文
  • 頁數: 396
  • 裝訂: Paperback
  • ISBN: 1430267151
  • ISBN-13: 9781430267157
  • 相關分類: C++ 程式語言

    • 海外代購書籍(需單獨結帳)

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商品描述

Practical C++ Financial Programming is a hands-on book for programmers wanting to apply C++ to programming problems in the financial industry. The book explains those aspects of the language that are more frequently used in writing financial software, including the STL, templates, and various numerical libraries. The book 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 learn to design efficient, numerical classes for use in finance, as well as to use those classes provided by Boost and other libraries. 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. 
  • Covers aspects of C++ especially relevant to financial programming.
  • Provides working solutions to commonly-encountered problems in finance.
  • Delivers in a refreshing and easy style with a strong focus on the practical.

What you’ll learn

  • Understand the fundamental problem types in the financial market.
  • Design algorithms to solve financial programming problems.
  • Extend C++ through Python extensions and LUA modules.
  • Employ third-party numeric libraries such as those from Boost.
  • Properly engage key C++ features such as templates and exception handling.
  • Benefit from new features in C++14, such as auto variables and closures.

Who this book is for

Practical C++ Financial Programming is for professionals or advanced students who have interest in learning C++ financial programming, especially in preparation for a professional career. Readers should have a working-knowledge of programming in C, C++, or some other C-like language. The book is also useful to current practitioners at financial institutions as a ready-reference to common development problems and techniques.

Table of Contents

  1. The Fixed-Income Market
  2. The Equities Market
  3. C++ Programming Techniques in Finance
  4. Common Libraries for Financial Code
  5. Designing Numerical Classes
  6. Plotting Financial Data
  7. Linear Algebra
  8. Interpolation
  9. Calculating Roots of Equations
  10. Numerical Integration
  11. Solving Partial Differential Equations
  12. Algorithm Optimization
  13. Portfolio Optimization
  14. Monte Carlo Methods for Equity markets
  15. Extending Financial Libraries
  16. C++ with R and Octave
  17. Multithreading
  18. Appendix A: C++14 Features

商品描述(中文翻譯)

《實用 C++ 財務程式設計》是一本針對希望將 C++ 應用於金融業程式問題的程式設計師的實作書籍。該書解釋了在撰寫金融軟體時更常用的語言特性，包括 STL、模板以及各種數值庫。書中還描述了許多金融工程中重要的問題，這些問題是大型投資銀行和對沖基金的金融程式設計師日常工作的一部分。作者在紐約市金融業擁有豐富的經驗，這些經驗現在被提煉成這本實用指南。

本書重點在於提供針對常見程式問題的可行解決方案。範例豐富，並以即用的解決方案形式提供價值，讓您可以立即應用於日常工作中。您將學會設計高效的數值類別以用於金融，並使用 Boost 和其他庫提供的類別。您將看到矩陣操作、曲線擬合、直方圖生成、數值積分和微分方程分析的範例，並學習如何將這些技術應用於金融軟體開發中最常見的領域，包括績效價格預測、投資組合優化等。本書風格簡潔明瞭，提供了在金融業作為 C++ 程式設計師所需掌握的知識的清新視角。

- 涵蓋與金融程式設計特別相關的 C++ 方面。
- 提供針對金融中常見問題的可行解決方案。
- 以清新且易於理解的風格呈現，強調實用性。

您將學到的內容：
- 理解金融市場中的基本問題類型。
- 設計算法以解決金融程式設計問題。
- 通過 Python 擴展和 LUA 模組擴展 C++。
- 使用第三方數值庫，例如 Boost 的庫。
- 正確使用 C++ 的關鍵特性，如模板和例外處理。
- 受益於 C++14 中的新特性，如自動變數和閉包。

本書適合對學習 C++ 財務程式設計感興趣的專業人士或高級學生，特別是為了準備專業職業。讀者應具備 C、C++ 或其他類似 C 語言的程式設計基礎知識。本書對於金融機構的現職從業人員也非常有用，作為常見開發問題和技術的即時參考。

目錄：
1. 固定收益市場
2. 股票市場
3. C++ 在金融中的程式設計技術
4. 財務程式碼的常用庫
5. 設計數值類別
6. 繪製金融數據
7. 線性代數
8. 插值
9. 計算方程的根
10. 數值積分
11. 解決偏微分方程
12. 算法優化
13. 投資組合優化
14. 股票市場的蒙地卡羅方法
15. 擴展金融庫
16. C++ 與 R 和 Octave
17. 多執行緒
18. 附錄 A：C++14 特性

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