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Practical C++20 financial programming : problem solving for quantitative finance, financial engineering, business, and economics /

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. P...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Oliveira, Carlos
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berkeley, CA : Apress, 2021.
Edición:2nd ed.
Temas:
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)

MARC

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505 0 |a Intro -- Table of Contents -- About the Author -- Introduction -- Chapter 1: The Fixed Income Market -- Fixed Income Overview -- Why Use C++ -- Calculating Simple Interest Rates -- Problem -- Solution -- How It Works -- Complete Code -- Sample Use -- Compound Interest -- Problem -- Solution -- How It Works -- Complete Code -- Sample Use -- Modeling Cash Flows -- Problem -- Solution -- Calculating Present Value -- Calculating Present Value in C++ -- Using STL Containers -- Complete Code -- Running the Code -- Modeling Bonds -- Problem -- Solution -- Complete Code -- Running the Code 
505 8 |a Further Reference -- Conclusion -- Chapter 2: The Equities Market -- Equities Market Concepts -- Market Participants -- Moving Average Calculation -- Problem -- Solution -- Complete Code -- Running the Code -- Calculating Volatility -- Problem -- Solution -- Complete Code -- Running the Code -- Computing Instrument Correlation -- Problem -- Solution -- Complete Code -- Running the Code -- Calculating Fundamental Indicators -- Problem -- Solution -- Complete Code -- Running the Code -- Conclusion -- Chapter 3: C++ Programming Techniques in Finance 
505 8 |a Calculating Interest Rates for Investment Instruments -- Solution -- Complete Code -- Running the Code -- Creating Financial Statement Objects -- Solution -- Smart Pointers -- Using Unique Pointers -- Complete Code -- Transferring Ownership -- Pitfalls of Unique Pointers -- Determining Credit Ratings -- Solution -- Using Shared Pointers -- Complete Code -- Using the auto Keyword -- Collecting Transaction Data -- Solution -- Exception Handling -- Complete Code -- Implementing Vector Operations -- Solution -- Operator Overloading -- Complete Code -- Conclusion 
505 8 |a Chapter 4: Common Libraries for Financial Applications -- Handling Analyst Recommendations -- Solution -- More About STL Vectors and Maps -- Complete Code -- Performing Time-Series Transformations -- Solution -- Using STL Algorithms -- Complete Code -- Running the Code -- Copying Transaction Files -- Solution -- Boost Libraries -- Complete Code -- Running the Code -- Handling Dates -- Solution -- Complete Code -- Running the Code -- Conclusion -- Chapter 5: Designing Numerical Classes -- Representing Matrices in C++ -- Solution -- Complete Code -- Using Templates to Calculate Factorials 
505 8 |a Solution -- Complete Code -- Running the Code -- Using C++20 Features to Compute Factorial -- Representing Calmar Ratios at Compile Time -- Solution -- Representing Calmar Ratios -- Complete Code -- Running the Code -- Generating Statistical Data -- Solution -- Probability Distributions -- Complete Code -- Running the Code -- Conclusion -- Chapter 6: Plotting Financial Data -- Plotting with Gnuplot -- Solution -- Complete Code -- Running the Code -- Plotting Data from a GUI -- Solution -- Complete Code -- Running the Code -- Conclusion -- Chapter 7: Linear Algebra 
500 |a Using Basic Linear Algebra Operations. 
520 |a 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. You will: 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. 
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