Practical C++20 Financial Programming: Problem Solving for Quantitative Finance, Financial Engineering, Business, and Economics
暫譯: 實用 C++20 財務程式設計：量化金融、金融工程、商業與經濟問題解決
Oliveira, Carlos
- 出版商: Apress
- 出版日期: 2021-04-02
- 售價: $2,050
- 貴賓價: 9.5 折 $1,948
- 語言: 英文
- 頁數: 508
- 裝訂: Quality Paper - also called trade paper
- ISBN: 1484268334
- ISBN-13: 9781484268339
-
相關分類:
C++ 程式語言、經濟學 Economy
海外代購書籍(需單獨結帳)
商品描述
Apply C++ to programming problems in the financial industry using this hands-on book, updated for C++20. It explains those aspects of the language that are more frequently used in writing financial software, including the Standard Template Library (STL), templates, and various numerical libraries. Practical C++20 Financial Programming 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 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.
What You Will Learn
- Cover aspects of C++ especially relevant to financial programming
- Write working solutions to commonly encountered problems in finance
- Design efficient, numerical classes for use in finance, as well as to use those classes provided by Boost and other libraries
Who This Book Is For
Those who are new to programming for financial applications using C++, but should have some previous experience with C++.
商品描述(中文翻譯)
應用 C++ 解決金融業的程式設計問題，這本實用的書籍已更新至 C++20。它解釋了在撰寫金融軟體時更常用的語言特性，包括標準模板庫 (Standard Template Library, STL)、模板以及各種數值庫。《實用 C++20 金融程式設計》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設計問題的可行解決方案。範例豐富，提供即用的解決方案，您可以立即應用於日常工作中。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。
這些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，提供了對於在金融業中作為 C++ 程式設計師所需掌握的知識的清新視角。
您將學到的內容：
- 涵蓋與金融程式設計特別相關的 C++ 方面
- 為金融中常見的問題撰寫可行的解決方案
- 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
本書適合對使用 C++ 進行金融應用程式設計的新手，但應該具備一些 C++ 的先前經驗。
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 L.P. 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 Options and Derivatives Programming in C++20 (Apress, 2020).
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 L.P. 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 Options and Derivatives Programming in C++20 (Apress, 2020)。
