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Options and derivatives programming in C++

Author: Carlos A S Oliveira
Publisher: [Berkeley] : Apress, [2016] ©2016
Series: Expert's voice in C++.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Oliveira, Carlos A. S.
Options and derivatives programming in C.
[Berkeley] : Apress, [2016]
(OCoLC)935185582
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Carlos A S Oliveira
ISBN: 9781484218143 1484218140
OCLC Number: 959836335
Notes: Includes index.
Description: 1 online resource.
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.
Series Title: Expert's voice in C++.
Responsibility: Carlos Oliveira.

Abstract:

Algorithms and Programming Techniques for the Financial Industry  Read more...

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