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

• Κύριος συγγραφέας: OLIVEIRA, CARLOS (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berkeley, CA : Apress : Imprint: Apress, 2016.
• Θέματα: Computer science.; Programming languages (Electronic computers).; Economics, Mathematical.; Statistics.; Computer Science.; Programming Languages, Compilers, Interpreters.; Quantitative Finance.; Statistics for Business/Economics/Mathematical Finance/Insurance.

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 trad...

Πίνακας περιεχομένων:

• 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.