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Options and Derivatives Programming in C++

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Options and Derivatives Programming in C++

CARLOS OLIVEIRA (Taschenbuch, Englisch)

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Beschreibung

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.What You Will Learn Grasp the fundamental problems in options and derivatives trading Converse intelligently about credit default swaps, Forex derivatives, and more Implement valuation models and trading strategies Build pricing algorithms around the Black-Sholes Model, and also using the Binomial and Differential Equations methods Run quantitative finance algorithms using linear algebra techniques Recognize and apply the most common design patterns used in options trading Save time by using the latest C++ features such as the STL and the Boost libraries Who This Book Is For Professional developers who have some experience with the C++ language and would like to leverage that knowledge into financial software development. This book is written with the goal of reaching readers who need a concise, algorithms-based book, providing basic information through well-targeted examples and ready to use solutions. Readers will be able to directly apply the concepts and sample code to some of the most common problems faced in the analysis of options and derivative contracts. Weniger zeigen

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Produktinformationen

Technische Daten

Erscheinungsdatum

30.09.2016

Sprache

Englisch

EAN

9781484218136, 9781484218136

Herausgeber

APRESS

Sonderedition

Nein

Autor

CARLOS OLIVEIRA

Seitenanzahl

260

Einbandart

Taschenbuch

Buch Untertitel

Algorithms and Programming Techniques for the Financial Industry

Schlagwörter

Derivatives, Credit Default Swaps, Back Testing, Quantitative Finance, Options, Monte-Carlo, Forex derivatives, Credit Derivatives, Machine trading, Black-Sholes, Trading

Thema-Inhalt

UMX - Programmier- und Skriptsprachen, allgemein UMC - Compiler und Übersetzer KF - Finanz- und Rechnungswesen PBT - Wahrscheinlichkeitsrechnung und Statistik K - Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management

Inhaltsverzeichnis

Chapter 1: Options ConceptsChapter 2: Financial DerivativesChapter 3: Basic AlgorithmsChapter 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 AnalysisChapter 11: Models Based on Differential EquationsChapter 12: Basic Models for Option PricingChapter 13: Monte-Carlo MethodsChapter 14: Using C++ Libraries for FinanceChapter 15: Credit Derivatives

Höhe

254 mm

Breite

17.8 cm

Warnhinweise und Sicherheitsinformationen

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