Options and derivatives programming in C++ : algorithms and programming techniques for the financial industry /

Providing basic information through well-targeted examples and ready to use concepts and sample code, this how-to resource shows how C++ is used in the development of solutions for options and derivatives trading in the financial industry. --

Bibliographic Details
Call Number:Libro Electrónico
Main Author: Oliveira, Carlos A. S. (Author)
Format: Electronic eBook
Language:Inglés
Published: [New York, New York] : Apress, [2016]
Series:Expert's voice in C++.
Subjects:
C++ (Computer program language)
Options (Finance)
Derivative securities.
C++ (Langage de programmation)
Options (Finances)
Instruments dérivés (Finances)
Finance & accounting.
Probability & statistics.
Programming & scripting languages: general.
Mathematics > Applied.
Business & Economics > Statistics.
Computers > Programming Languages > General.
Online Access:Texto completo (Requiere registro previo con correo institucional)
Table of Contents:
  • 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.

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