rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Options and Derivatives Programming in C++
    sub title: Algorithms and Programming Techniques for the Financial Industry
  name:
    name part: OLIVEIRA, CARLOS.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: xxu
    date issued: 2016
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XXIII, 260 p. 26 illus., 18 illus. in color. online resource.
  abstract: 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 trading techniques using financial derivatives have been used at banks, hedge funds, and pension funds. Because of stringent performance characteristics, most of these trading systems are developed using C++ as the main implementation language. Options and Derivatives Programming in C++ covers features that are frequently used to write financial software for options and derivatives, including the STL, templates, functional programming, and support for numerical libraries. New features introduced in the C++11 and C++14 standard are also covered: lambda functions, automatic type detection, custom literals, and improved initialization strategies for C++ objects. Readers will enjoy the how-to examples covering all the major tools and concepts used to build working solutions for quantitative finance. It includes advanced C++ concepts as well as the basic building libraries used by modern C++ developers, such as the STL and Boost, while also leveraging knowledge of object-oriented and template-based programming. Options and Derivatives Programming in C++ provides a great value for readers who are trying to use their current programming knowledge in order to become proficient in the style of programming used in large banks, hedge funds, and other investment institutions. The topics covered in the book are introduced in a logical and structured way and even novice programmers will be able to absorb the most important topics and competencies.
  table of contents: 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.
  note: by CARLOS OLIVEIRA.
  subject:
    topic: Computer science
  subject:
    topic: Programming languages (Electronic computers)
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Statistics
  subject:
    topic: Computer Science
  subject:
    topic: Programming Languages, Compilers, Interpreters
  subject:
    topic: Quantitative Finance
  subject:
    topic: Statistics for Business/Economics/Mathematical Finance/Insurance
  classification: QA76.7-76.73
  classification: QA76.76.C65
  classification: 005.13
  related item:
    title info:
      title: Springer eBooks
  identifier: 9781484218143
  identifier: http://dx.doi.org/10.1007/978-1-4842-1814-3
  record info:
    record creation date: 160930
    record change date: 20160930075559.0
    record identifier: 978-1-4842-1814-3