Options and Derivatives Programming in C++: Algorithms and Programming Techniques for the Financial Industry
暫譯: C++ 選擇權與衍生品程式設計:金融業的演算法與程式技術

Carlos Oliveira

  • 出版商: Apress
  • 出版日期: 2016-09-30
  • 售價: $1,770
  • 貴賓價: 9.5$1,682
  • 語言: 英文
  • 頁數: 288
  • 裝訂: Paperback
  • ISBN: 1484218132
  • ISBN-13: 9781484218136
  • 相關分類: C++ 程式語言Algorithms-data-structures
  • 海外代購書籍(需單獨結帳)

商品描述

Learn how C++ is used in the development of solutions for options and derivatives trading in the financial industry. As an important part of the financial industry, options and derivatives trading has become increasingly sophisticated. Advanced trading techniques using financial derivatives have been used at banks, hedge funds, and pension funds. Because of stringent performance characteristics, most of these trading systems are developed using C++ as the main implementation language.

Options and Derivatives Programming in C++ covers features that are frequently used to write financial software for options and derivatives, including the STL, templates, functional programming, and support for numerical libraries. New features introduced in the C++11 and C++14 standard are also covered: lambda functions, automatic type detection, custom literals, and improved initialization strategies for C++ objects.

Readers will enjoy the how-to examples covering all the major tools and concepts used to build working solutions for quantitative finance. It includes advanced C++ concepts as well as the basic building libraries used by modern C++ developers, such as the STL and Boost, while also leveraging knowledge of object-oriented and template-based programming.

Options and Derivatives Programming in C++ provides a great value for readers who are trying to use their current programming knowledge in order 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 in a logical and structured way and even novice programmers will be able to absorb the most important topics and competencies.

What You Will Learn

  • 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 also using 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
  • Save time by using the latest C++ features such as the STL and the Boost libraries

Who 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. This book is written with the goal of reaching readers who need a concise, algorithms-based book, providing basic information through well-targeted examples and ready to use solutions. Readers will be able to directly apply the concepts and sample code to some of the most common problems faced in the analysis of options and derivative contracts.


商品描述(中文翻譯)

學習 C++ 如何在金融業的選擇權和衍生品交易解決方案開發中被使用。作為金融業的重要組成部分,選擇權和衍生品交易變得越來越複雜。銀行、對沖基金和退休基金已經使用了先進的金融衍生品交易技術。由於對性能特性的嚴格要求,這些交易系統大多使用 C++ 作為主要實現語言。

《C++ 選擇權與衍生品程式設計》涵蓋了撰寫選擇權和衍生品金融軟體時經常使用的特性,包括 STL、模板、函數式程式設計以及對數值庫的支援。書中還涵蓋了 C++11 和 C++14 標準中引入的新特性:lambda 函數、自動類型檢測、自定義字面量以及改進的 C++ 物件初始化策略。

讀者將會喜歡涵蓋所有主要工具和概念的實作範例,這些工具和概念用於構建量化金融的可行解決方案。它包括高級 C++ 概念以及現代 C++ 開發者使用的基本建構庫,如 STL 和 Boost,同時也利用了物件導向和基於模板的程式設計知識。

《C++ 選擇權與衍生品程式設計》對於那些希望利用現有程式設計知識,熟悉大型銀行、對沖基金及其他投資機構所使用的程式設計風格的讀者來說,提供了極大的價值。書中涵蓋的主題以邏輯和結構化的方式介紹,即使是初學者也能吸收最重要的主題和能力。

您將學到的內容:
- 掌握選擇權和衍生品交易中的基本問題
- 能夠智能地討論信用違約掉期、外匯衍生品等
- 實現估值模型和交易策略
- 基於 Black-Scholes 模型構建定價算法,並使用二項式和微分方程方法
- 使用線性代數技術運行量化金融算法
- 辨識並應用選擇權交易中最常見的設計模式
- 通過使用最新的 C++ 特性,如 STL 和 Boost 庫,節省時間

本書適合對象:
有一定 C++ 語言經驗的專業開發者,希望將這些知識應用於金融軟體開發。本書的目標是針對需要簡明、基於算法的書籍的讀者,通過精心設計的範例和現成的解決方案提供基本資訊。讀者將能夠直接將概念和範例代碼應用於分析選擇權和衍生品合約中最常見的問題。

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