Practical C++20 Financial Programming Problem Solving for Quantitative Finance, Financial Engineering, Business, and Economics

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. P...

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Detalles Bibliográficos
Otros Autores:	Oliveira, Carlos A. S., author (author)
Formato:	Libro electrónico
Idioma:	Inglés
Publicado:	Berkeley, CA : Apress 2021.
Edición:	2nd ed. 2021.
Materias:	Programming languages (Electronic computers). Compilers (Computer programs). Finance. Mathematics > Data processing. Social sciences > Mathematics. Business enterprises > Finance. Programming Language. Compilers and Interpreters. Financial Economics. Computational Mathematics and Numerical Analysis. Mathematics in Business, Economics and Finance. Corporate Finance.
Ver en Biblioteca Universitat Ramon Llull:	https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009631748406719

Tabla de Contenidos:

1. The Fixed-Income Market
2. The Equities Market
3. C++ Programming Techniques in Finance
4. Common Libraries for Financial Applications
5. Designing Numerical Classes
6. Plotting Financial Data
7. Linear Algebra
8. Interpolation
9. Calculating Roots of Equations
10. Numerical Integration
11. Solving ODEs and PDEs
12. Optimization
13. Asset and Portfolio Optimization
14. Monte Carlo Methods
15. Extending Financial Libraries
16. Using C++ with R and Maxima
17. Multithreading
Appendix A. Features of C++20.

Practical C++20 Financial Programming Problem Solving for Quantitative Finance, Financial Engineering, Business, and Economics

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