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Practical C++ Financial Programming

  • Authors
  • Carlos Oliveira

Table of contents

  1. Front Matter
    Pages i-xxviii
  2. Carlos Oliveira
    Pages 1-24
  3. Carlos Oliveira
    Pages 25-53
  4. Carlos Oliveira
    Pages 55-82
  5. Carlos Oliveira
    Pages 83-110
  6. Carlos Oliveira
    Pages 111-135
  7. Carlos Oliveira
    Pages 137-153
  8. Carlos Oliveira
    Pages 155-170
  9. Carlos Oliveira
    Pages 171-181
  10. Carlos Oliveira
    Pages 183-201
  11. Carlos Oliveira
    Pages 203-219
  12. Carlos Oliveira
    Pages 221-236
  13. Carlos Oliveira
    Pages 237-254
  14. Carlos Oliveira
    Pages 255-272
  15. Carlos Oliveira
    Pages 273-290
  16. Carlos Oliveira
    Pages 291-311
  17. Carlos Oliveira
    Pages 313-324
  18. Carlos Oliveira
    Pages 325-342
  19. Carlos Oliveira
    Pages 343-357
  20. Back Matter
    Pages 359-365

About this book

Introduction

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.

Bibliographic information