Options and derivatives programming in C++20 : algorithms and programming techniques for the financial industry

Options and derivatives programming in C++20 algorithms and programming techniques for the financial industry

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, sp...

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Detalles Bibliográficos
Otros Autores: Oliveira, Carlos A. S., author (author)
Formato: Libro electrónico
Idioma:Inglés
Publicado: New York : Apress [2020]
Edición:Second edition
Materias:
C++ (Computer program language)
Options (Finance) > Data processing.
Derivative securities > Data processing.
Business enterprises > Finance.
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009631311206719
Tabla de Contenidos:
  • 1: Options Concepts
  • 2: Financial Derivatives
  • 3: Basic C++ Algorithms.-4: Object-Oriented Techniques
  • 5: Design Patterns for Options Processing
  • 6: Template-Based Techniques
  • 7: STL for Derivatives Programming
  • 8: Functional Programming Techniques
  • 9: Linear Algebra Algorithms
  • 10: Algorithms for Numerical Analysis
  • 11: Models Based on Differential Equations
  • 12: Basic Models for Options Pricing
  • 13: Monte Carlo Methods
  • 14: Using C++ Libraries for Finance
  • Appendix A: Features of C++20.

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