Options and Derivatives Programming in C++20: Algorithms and Programming Techniques for the Financial Industry (Paperback)
暫譯: C++20 選擇權與衍生品程式設計：金融業的演算法與程式技術 (平裝本)

Oliveira, Carlos

Options and Derivatives Programming in C++20: Algorithms and Programming Techniques for the Financial Industry (Paperback)
  • 出版商: Apress
  • 出版日期: 2020-10-28
  • 售價: $1,930
  • 貴賓價: 9.5 折 $1,834
  • 語言: 英文
  • 頁數: 393
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 1484263146
  • ISBN-13: 9781484263143
  • 相關分類: C++ 程式語言、Algorithms-data-structures

    • 海外代購書籍(需單獨結帳)

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商品描述

 

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 major tools and concepts used to build working solutions for quantitative finance. These include 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.

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. You 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.

 

What You Will Learn

  • Discover how C++ is used in the development of 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 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

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.

 

 

 

 

商品描述(中文翻譯)

掌握 C++ 中經常用於撰寫金融軟體的功能，特別是針對選擇權和衍生品的應用，包括 STL、模板、函數式編程和數值庫。本書還涵蓋了 C++20 中引入的新特性以及其他最近的標準版本：模組、概念、太空船運算子和智能指標。

您將探索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工作解決方案。這些包括進階的 C++ 概念以及現代 C++ 開發者使用的基本建構庫，如 STL 和 Boost，同時也利用物件導向和基於模板的編程知識。《C++ 中的選擇權與衍生品編程》為那些希望利用現有編程知識，熟練掌握大型銀行、對沖基金和其他投資機構所使用的編程風格的讀者提供了極大的價值。本書所涵蓋的主題以邏輯和結構化的方式介紹，即使是初學者也能夠吸收最重要的主題和能力。

本書的寫作目標是針對需要一本簡明、基於演算法的書籍的讀者，通過針對性的範例和現成的解決方案提供基本資訊。您將能夠直接將概念和範例代碼應用於分析選擇權和衍生合約中最常見的問題。

您將學到的內容：

- 探索 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
- 理解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
- 實施估值模型和交易策略
- 圍繞 Black-Scholes 模型構建定價演算法，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演算法
- 辨識並應用在選擇權交易中最常見的設計模式

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。

作者簡介

Carlos Oliveira works in the area of quantitative finance, with more than ten years of experience in creating scientific and financial models in C++. During his career, Carlos has developed several large-scale applications for financial companies such as Bloomberg LP and F-Squared Investments. Carlos Oliveira obtained a PhD in operations research and systems engineering from the University of Florida, an MSc in computer science from UFC (Brazil), and a BSc in computer science from UECE (Brazil). He has also performed academic research in the field of combinatorial optimization, with applications in diverse areas such as finance, telecommunications, computational biology, and logistics. Carlos has written more than 30 academic papers on optimization, and authored three books, including Practical C++ Financial Programming (Apress, 2015).
For more, visit see@olivecarl on Twitter.

作者簡介(中文翻譯)

Carlos Oliveira 在量化金融領域工作，擁有超過十年的 C++ 科學和金融模型創建經驗。在他的職業生涯中，Carlos 為金融公司如 Bloomberg LP 和 F-Squared Investments 開發了幾個大型應用程式。Carlos Oliveira 獲得佛羅里達大學的運籌學和系統工程博士學位，巴西聯邦大學 (UFC) 的計算機科學碩士學位，以及巴西州立大學 (UECE) 的計算機科學學士學位。他還在組合優化領域進行了學術研究，應用於金融、電信、計算生物學和物流等多個領域。Carlos 已發表超過 30 篇有關優化的學術論文，並著有三本書籍，包括 Practical C++ Financial Programming (Apress, 2015)。

欲了解更多，請訪問 Twitter 上的 see@olivecarl。

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