Options and Derivatives Programming in C++ : Algorithms and Programming Techniques for the Financial Industry

Options and Derivatives Programming in C++ Algorithms and Programming Techniques for the Financial Industry

This is a hands-on book for programmers wanting to 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 trad...

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Detalles Bibliográficos
Autor principal: OLIVEIRA, CARLOS. author (author)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Berkeley, CA : Apress 2016.
Edición:1st ed. 2016.
Colección:Expert's voice in C++.
Materias:
Programming languages (Electronic computers).
Economics, Mathematical .
Statistics .
Programming Languages, Compilers, Interpreters.
Quantitative Finance.
Statistics for Business, Management, Economics, Finance, Insurance.
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629864906719
Tabla de Contenidos:
  • Chapter 1: Options Concepts
  • Chapter 2: Financial Derivatives
  • Chapter 3: Basic Algorithms
  • Chapter 4: Object-Oriented Techniques
  • Chapter 5: Design Patterns for Options Processing
  • Chapter 6: Template-Based Techniques
  • Chapter 7: STL for Derivatives Programming
  • Chapter 8: Functional Programming Techniques
  • Chapter 9: Linear Algebra Algorithms
  • Chapter 10: Algorithms for Numerical Analysis
  • Chapter 11: Models Based on Differential Equations
  • Chapter 12: Basic Models for Option Pricing
  • Chapter 13: Monte-Carlo Methods
  • Chapter 14: Using C++ Libraries for Finance.-Chapter 15: Credit Derivatives.

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