Options and Derivatives Programming in C++23: Algorithms and Programming Techniques for the Financial Industry
暫譯: C++23 選擇權與衍生品程式設計：金融業的演算法與程式技術

Oliveira, Carlos

Options and Derivatives Programming in C++23: Algorithms and Programming Techniques for the Financial Industry
  • 出版商: Apress
  • 出版日期: 2023-11-01
  • 售價: $2,060
  • 貴賓價: 9.5 折 $1,957
  • 語言: 英文
  • 頁數: 299
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 1484298268
  • ISBN-13: 9781484298268
  • 相關分類: C++ 程式語言、Algorithms-data-structures

    • 海外代購書籍(需單獨結帳)

相關主題

商品描述

This book is a hands-on guide for programmers who want to learn how C++ is used to develop solutions for options and derivatives trading in the financial industry. It explores the main algorithms and programming techniques used in implementing systems and solutions for trading options and derivatives. This updated edition will bring forward new advances in C++ software language and libraries, with a particular focus on the new C++23 standard.

The book starts by covering C++ language features that are frequently used to write financial software for options and derivatives. These features include the STL (standard template library), generic templates, functional programming, and support for numerical code. Examples include additional support for lambda functions with simplified syntax, improvements in automatic type detection for templates, custom literals, modules, constant expressions, and improved initialization strategies for C++ objects. This book also provides how-to examples that cover all the major tools and concepts used to build working solutions for quantitative finance. It discusses how to create bug-free and efficient applications, leveraging the knowledge of object-oriented and template-based programming. It has two new chapters covering backtesting option strategies and processing financial data.. It introduces the topics covered in the book in a logical and structured way, with lots of examples that will bring them to life.

Options and Derivatives Programming in C++23 has been written with the goal of reaching readers who are looking for a concise, algorithms-based book that provides basic information through well-targeted examples and ready to use solutions.

What You Will Learn

  • Gain insight into the fundamental challenges of the options and derivatives market
  • Master the features of the C++ language used in quantitative financial programming
  • Understand quantitative finance algorithms for options and derivatives
  • Build pricing algorithms around the Black-Scholes model, and use binomial and differential equations methods

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)

這本書是一本實用指南，專為希望學習如何使用 C++ 開發金融業選擇權和衍生品交易解決方案的程式設計師而設。它探討了在實現選擇權和衍生品交易系統及解決方案中使用的主要演算法和程式設計技術。這個更新版將介紹 C++ 軟體語言和函式庫的新進展，特別著重於新的 C++23 標準。

本書首先涵蓋了經常用於撰寫選擇權和衍生品金融軟體的 C++ 語言特性。這些特性包括 STL（標準模板庫）、泛型模板、函數式程式設計以及對數值程式碼的支援。範例包括對簡化語法的 lambda 函數的額外支援、模板的自動類型檢測改進、自定義字面量、模組、常數表達式以及 C++ 物件的初始化策略改進。本書還提供了涵蓋所有主要工具和概念的實作範例，用於構建量化金融的可行解決方案。它討論了如何創建無錯誤且高效的應用程式，利用物件導向和基於模板的程式設計知識。書中新增了兩個章節，涵蓋選擇權策略的回測和金融數據處理。它以邏輯和結構化的方式介紹書中涵蓋的主題，並提供大量範例使其生動化。

《C++23 中的選擇權和衍生品程式設計》旨在吸引尋找簡明、基於演算法的書籍的讀者，通過針對性的範例和可立即使用的解決方案提供基本資訊。

您將學到的內容：
- 獲得對選擇權和衍生品市場基本挑戰的深入了解
- 精通用於量化金融程式設計的 C++ 語言特性
- 理解選擇權和衍生品的量化金融演算法
- 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

本書適合對象：
有一定 C++ 語言經驗的專業開發人員，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 data science, with more than 15 years of experience in creating scientific, quantitative and financial models with C++. During his career, Carlos has developed several large-scale applications for companies such as Amazon and Bloomberg LP. 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 four books, including Practical C++20 Financial Programming (Apress, 2020).

作者簡介(中文翻譯)

Carlos Oliveira 在資料科學領域工作，擁有超過 15 年的經驗，專注於使用 C++ 創建科學、定量和金融模型。在他的職業生涯中，Carlos 為亞馬遜（Amazon）和彭博社（Bloomberg LP）等公司開發了幾個大型應用程式。Carlos Oliveira 獲得佛羅里達大學（University of Florida）運籌學和系統工程的博士學位，巴西聯邦大學（UFC）計算機科學的碩士學位，以及巴西州立大學（UECE）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，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，並著有四本書籍，包括 Practical C++20 Financial Programming（Apress, 2020）。

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