Options and Derivatives Programming in C++23 : Algorithms and Programming Techniques for the Financial Industry

Options and Derivatives Programming in C++23 Algorithms and Programming Techniques for the Financial Industry

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 derivative...

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Detalles Bibliográficos
Autor principal: Oliveira, Carlos (-)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Berkeley, CA : Apress 2023.
Edición:3rd ed. 2023.
Materias:
C++ (Computer program language)
Computer software.
Programming languages (Electronic computers)
Business enterprises > Finance.
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009786708606719
Tabla de Contenidos:
  • Chapter 1: Options Concept
  • Chapter 2: Financial Derivatives
  • Chapter 3: Basic Algorithms
  • Chapter 4: Object-Oriented Techniques
  • Chapter 5: Design Patterns for Options Processing
  • Chapter 6: C++ Template-Based Techniques
  • Chapter 7: STL for Derivative Programming
  • Chapter 8: Functional Programming Techniques
  • Chapter 9: Linear Algebra Algorithms
  • Chapter 10: Numerical Analysis Algorithms in C++
  • Chapter 11: Solving Models Based on Differential Equations
  • Chapter 12: Basic Models for Options Pricing
  • Chapter 13: Monte-Carlo Techniques for Options Pricing
  • Chapter 14: Back Testing Option Strategies
  • Chapter 15: Using C++ libraries for Finance
  • Chapter 16: Credit Derivatives
  • Chapter 17: Processing Financial Data.

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