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Practical C++ Financial Programming

Authors: Oliveira, Carlos

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  • Practical C++ Financial Programming is a hands-on book for programmers wanting to thrive in the financial industry

Buy this book

eBook 56,99 €
price for Spain (gross)
  • ISBN 978-1-4302-6716-4
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 72,79 €
price for Spain (gross)
  • ISBN 978-1-4302-6715-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this book

Practical C++ Financial Programming is a hands-on book for programmers wanting to apply C++ to programming problems in the financial industry. The book explains those aspects of the language that are more frequently used in writing financial software, including the STL, templates, and various numerical libraries. The book 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 learn to design efficient, numerical classes for use in finance, as well as to use those classes provided by Boost and other libraries. 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. 

  • Covers aspects of C++ especially relevant to financial programming.
  • Provides working solutions to commonly-encountered problems in finance.
  • Delivers in a refreshing and easy style with a strong focus on the practical.

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 Practical C++ Financial Programming (Apress, 2015).

Table of contents (18 chapters)

  • The Fixed Income Market

    Oliveira, Carlos

    Pages 1-24

    Preview Buy Chapter 30,19 €
  • The Equities Market

    Oliveira, Carlos

    Pages 25-53

    Preview Buy Chapter 30,19 €
  • C++ Programming Techniques in Finance

    Oliveira, Carlos

    Pages 55-82

    Preview Buy Chapter 30,19 €
  • Common Libraries for Financial Applications

    Oliveira, Carlos

    Pages 83-110

    Preview Buy Chapter 30,19 €
  • Designing Numerical Classes

    Oliveira, Carlos

    Pages 111-135

    Preview Buy Chapter 30,19 €

Buy this book

eBook 56,99 €
price for Spain (gross)
  • ISBN 978-1-4302-6716-4
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 72,79 €
price for Spain (gross)
  • ISBN 978-1-4302-6715-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules

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Bibliographic Information

Bibliographic Information
Book Title
Practical C++ Financial Programming
Authors
Copyright
2015
Publisher
Apress
Copyright Holder
Carlos Oliveira
eBook ISBN
978-1-4302-6716-4
DOI
10.1007/978-1-4302-6716-4
Softcover ISBN
978-1-4302-6715-7
Edition Number
1
Number of Pages
XXIII, 396
Number of Illustrations
32 b/w illustrations
Topics