Practical C++20 Financial Programming
eBook - ePub

Practical C++20 Financial Programming

Problem Solving for Quantitative Finance, Financial Engineering, Business, and Economics

  1. English
  2. ePUB (mobile friendly)
  3. Available on iOS & Android
eBook - ePub

Practical C++20 Financial Programming

Problem Solving for Quantitative Finance, Financial Engineering, Business, and Economics

About this book

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. Practical C++20 Financial Programming also describes many of the important problems in financial engineering that are part of the day-to-day work of financial programmers in large investment banks and hedge funds. The author has extensive experience in the New York City financial industry that is now distilled into this handy guide.

Focus is on providing working solutions for common programming problems. Examples are plentiful and provide value in the form of ready-to-use solutions that you can immediately apply in your day-to-day work. You'll see examples of matrix manipulations, curve fitting, histogram generation, numerical integration, and differential equation analysis, and you'll learn how all these techniques can be applied to some of the most common areas of financial software development.

These areas include performance price forecasting, optimizing investment portfolios, and more. The book style is quick and to-the-point, delivering a refreshing view of what one needs to master in order to thrive as a C++ programmer in the financial industry.

What You Will Learn

  • Cover aspects of C++ especially relevant to financial programming
  • Write working solutions to commonly encountered problems in finance
  • Design efficient, numerical classes for use in finance, as well as to use those classes provided by Boost and other libraries

Who This Book Is For

Those who are new to programming for financial applications using C++, but should have some previous experience with C++.

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Yes, you can access Practical C++20 Financial Programming by Carlos Oliveira in PDF and/or ePUB format, as well as other popular books in Computer Science & Corporate Finance. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Apress
Year
2021
Print ISBN
9781484268339
eBook ISBN
9781484268346

Table of contents

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