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Options and Derivatives Programming in C++ Algorithms and Programming Techniques for the Financial Industry /

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 trad...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: OLIVEIRA, CARLOS (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berkeley, CA : Apress : Imprint: Apress, 2016.
Edición:1st ed. 2016.
Temas:
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.