Options and Derivatives Programming in C++20: Algorithms and Programming Techniques for the Financial Industry (Paperback)

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: $1,900
  • 貴賓價: 9.5 折 $1,805
  • 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)

精通C++的功能，這些功能常用於編寫期權和衍生品的金融軟體，包括STL、模板、函數式編程和數值庫。本書還介紹了C++20和其他最新標準版本中引入的新功能：模組、概念、太空船運算子和智能指針。

您將探索如何使用所有主要工具和概念來建立量化金融的工作解決方案的實際範例。這些範例包括高級C++概念以及現代C++開發人員使用的基本建構庫，如STL和Boost，同時還利用面向對象和基於模板的編程知識。《C++期權和衍生品編程》為那些希望利用他們目前的編程知識，以便熟練掌握大型銀行、對沖基金和其他投資機構中使用的編程風格的讀者提供了巨大價值。本書以邏輯和結構化的方式介紹了書中涵蓋的主題，即使是初學者也能吸收最重要的主題和能力。

本書的目標是為那些需要簡潔的基於算法的書籍的讀者提供基本信息，通過有針對性的例子和即用解決方案。您將能夠直接應用這些概念和示例代碼來解決期權和衍生合約分析中遇到的一些常見問題。

您將學到什麼

- 發現C++在金融行業的期權和衍生品交易解決方案開發中的應用
- 理解期權和衍生品交易中的基本問題
- 能夠智能地談論信用违約掉期、外匯衍生品等
- 實現估值模型和交易策略
- 基於Black-Sholes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
- 認識並應用期權交易中最常見的設計模式

本書適合對象

對C++語言有一定經驗並希望將該知識應用於金融軟體開發的專業開發人員。

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Bloomberg LP和F-Squared Investments等金融公司開發了多個大型應用程序。Carlos Oliveira在佛羅里達大學獲得了運籌學和系統工程的博士學位，並在巴西聯邦大學（UFC）獲得了計算機科學的碩士學位，以及在巴西CEARÁ州立大學（UECE）獲得了計算機科學的學士學位。他還在組合優化領域進行了學術研究，並在金融、電信、計算生物學和物流等不同領域應用中發表了30多篇優化方面的學術論文，並撰寫了三本書，包括《實用C++金融編程》（Apress，2015年）。
更多信息，請訪問Twitter上的see@olivecarl。

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