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Practical C++20 Financial Programming

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

Authors: Oliveira, Carlos

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  • An expert-driven book on financial programming, updated for C++20
  • An examples-packed book to get you started and working faster
  • Written by an expert with ten+ years experience in quantitative programming with C++
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Buy this book

eBook 29,99 €
price for Germany (gross)
  • ISBN 978-1-4842-6834-6
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 40,65 €
price for Germany (gross)
  • ISBN 978-1-4842-6833-9
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
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++.

About the authors

Carlos Oliveira works in the area of quantitative finance, with more than ten years of experience in creating scientific and financial models in C++. During his career, Carlos has developed several large-scale applications for financial companies such as Bloomberg L.P. and F-Squared Investments. Carlos Oliveira obtained a PhD in operations research and systems engineering from the University of Florida, an MSc in computer science from UFC (Brazil), and a BSc in computer science from UECE (Brazil). He has also performed academic research in the field of combinatorial optimization, with applications in diverse areas such as finance, telecommunications, computational biology, and logistics. Carlos has written more than 30 academic papers on optimization, and authored three books, including Options and Derivatives Programming in C++20 (Apress, 2020).

Table of contents (17 chapters)

Table of contents (17 chapters)

Buy this book

eBook 29,99 €
price for Germany (gross)
  • ISBN 978-1-4842-6834-6
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 40,65 €
price for Germany (gross)
  • ISBN 978-1-4842-6833-9
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock

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Bibliographic Information

Bibliographic Information
Book Title
Practical C++20 Financial Programming
Book Subtitle
Problem Solving for Quantitative Finance, Financial Engineering, Business, and Economics
Authors
Copyright
2021
Publisher
Apress
Copyright Holder
Carlos Oliveira
eBook ISBN
978-1-4842-6834-6
DOI
10.1007/978-1-4842-6834-6
Softcover ISBN
978-1-4842-6833-9
Edition Number
2
Number of Pages
XXIII, 508
Number of Illustrations
31 b/w illustrations
Topics