Practical C 20 Financial Programming PDF Download
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| Author | : Carlos Oliveira |
| Publisher | : Apress |
| Total Pages | : |
| Release | : 2021-04-13 |
| Genre | : Computers |
| ISBN | : 9781484268339 |
Download Practical C++20 Financial Programming Book in PDF, ePub and Kindle
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. What You Will Learn 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 Who This Book Is For Those who are new to programming for financial applications using C++, but should have some previous experience with C++.
| Author | : Carlos Oliveira |
| Publisher | : Apress |
| Total Pages | : 382 |
| Release | : 2015-03-12 |
| Genre | : Computers |
| ISBN | : 143026716X |
Download Practical C++ Financial Programming Book in PDF, ePub and Kindle
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.
| Author | : Carlos Oliveira |
| Publisher | : Apress |
| Total Pages | : |
| Release | : 2021-02-18 |
| Genre | : Computers |
| ISBN | : 9781484263143 |
Download Options and Derivatives Programming in C++20 Book in PDF, ePub and Kindle
Master the features of C++ that are frequently used to write financial software for options and derivatives, including the STL, templates, functional programming, and numerical libraries. This book also covers new features introduced in C++20 and other recent standard releases: modules, concepts, spaceship operators, and smart pointers. You will explore how-to examples covering all the major tools and concepts used to build working solutions for quantitative finance. These include advanced C++ concepts as well as the basic building libraries used by modern C++ developers, such as the STL and Boost, while also leveraging knowledge of object-oriented and template-based programming. Options and Derivatives Programming in C++ provides a great value for readers who are trying to use their current programming knowledge in order to become proficient in the style of programming used in large banks, hedge funds, and other investment institutions. The topics covered in the book are introduced in a logical and structured way and even novice programmers will be able to absorb the most important topics and competencies. This book is written with the goal of reaching readers who need a concise, algorithms-based book, providing basic information through well-targeted examples and ready-to-use solutions. You will be able to directly apply the concepts and sample code to some of the most common problems faced in the analysis of options and derivative contracts. What You Will Learn Discover how C++ is used in the development of solutions for options and derivatives trading in the financial industry Grasp the fundamental problems in options and derivatives trading Converse intelligently about credit default swaps, Forex derivatives, and more Implement valuation models and trading strategies Build pricing algorithms around the Black-Sholes model, and also using the binomial and differential equations methods Run quantitative finance algorithms using linear algebra techniques Recognize and apply the most common design patterns used in options trading Who This Book Is For Professional developers who have some experience with the C++ language and would like to leverage that knowledge into financial software development.
| Author | : Carlos Oliveira |
| Publisher | : Apress |
| Total Pages | : 0 |
| Release | : 2023-11-23 |
| Genre | : Computers |
| ISBN | : 9781484298268 |
Download Options and Derivatives Programming in C++23 Book in PDF, ePub and Kindle
This book is a hands-on guide for programmers who want to learn how C++ is used to develop solutions for options and derivatives trading in the financial industry. It explores the main algorithms and programming techniques used in implementing systems and solutions for trading options and derivatives. This updated edition will bring forward new advances in C++ software language and libraries, with a particular focus on the new C++23 standard. The book starts by covering C++ language features that are frequently used to write financial software for options and derivatives. These features include the STL (standard template library), generic templates, functional programming, and support for numerical code. Examples include additional support for lambda functions with simplified syntax, improvements in automatic type detection for templates, custom literals, modules, constant expressions, and improved initialization strategies for C++ objects. This book also provides how-to examples that cover all the major tools and concepts used to build working solutions for quantitative finance. It discusses how to create bug-free and efficient applications, leveraging the knowledge of object-oriented and template-based programming. It has two new chapters covering backtesting option strategies and processing financial data.. It introduces the topics covered in the book in a logical and structured way, with lots of examples that will bring them to life. Options and Derivatives Programming in C++23 has been written with the goal of reaching readers who are looking for a concise, algorithms-based book that provides basic information through well-targeted examples and ready to use solutions. What You Will Learn Gain insight into the fundamental challenges of the options and derivatives market Master the features of the C++ language used in quantitative financial programming Understand quantitative finance algorithms for options and derivatives Build pricing algorithms around the Black-Scholes model, and use binomial and differential equations methods Who This Book Is For Professional developers who have some experience with the C++ language and would like to leverage that knowledge into financial software development.
| Author | : CARLOS OLIVEIRA |
| Publisher | : Apress |
| Total Pages | : 273 |
| Release | : 2016-09-30 |
| Genre | : Computers |
| ISBN | : 1484218140 |
Download Options and Derivatives Programming in C++ Book in PDF, ePub and Kindle
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 trading techniques using financial derivatives have been used at banks, hedge funds, and pension funds. Because of stringent performance characteristics, most of these trading systems are developed using C++ as the main implementation language. Options and Derivatives Programming in C++ covers features that are frequently used to write financial software for options and derivatives, including the STL, templates, functional programming, and support for numerical libraries. New features introduced in the C++11 and C++14 standard are also covered: lambda functions, automatic type detection, custom literals, and improved initialization strategies for C++ objects. Readers will enjoy the how-to examples covering all the major tools and concepts used to build working solutions for quantitative finance. It includes advanced C++ concepts as well as the basic building libraries used by modern C++ developers, such as the STL and Boost, while also leveraging knowledge of object-oriented and template-based programming. Options and Derivatives Programming in C++ provides a great value for readers who are trying to use their current programming knowledge in order to become proficient in the style of programming used in large banks, hedge funds, and other investment institutions. The topics covered in the book are introduced in a logical and structured way and even novice programmers will be able to absorb the most important topics and competencies. What You Will Learn Grasp the fundamental problems in options and derivatives trading Converse intelligently about credit default swaps, Forex derivatives, and more Implement valuation models and trading strategies Build pricing algorithms around the Black-Sholes Model, and also using the Binomial and Differential Equations methods Run quantitative finance algorithms using linear algebra techniques Recognize and apply the most common design patterns used in options trading Save time by using the latest C++ features such as the STL and the Boost libraries Who This Book Is For Professional developers who have some experience with the C++ language and would like to leverage that knowledge into financial software development. This book is written with the goal of reaching readers who need a concise, algorithms-based book, providing basic information through well-targeted examples and ready to use solutions. Readers will be able to directly apply the concepts and sample code to some of the most common problems faced in the analysis of options and derivative contracts.
| Author | : Philip Joyce |
| Publisher | : |
| Total Pages | : |
| Release | : 2020 |
| Genre | : |
| ISBN | : 9781484261293 |
Download Practical Numerical C Programming Book in PDF, ePub and Kindle
| Author | : Lewis Van Winkle |
| Publisher | : Packt Publishing Ltd |
| Total Pages | : 467 |
| Release | : 2019-05-13 |
| Genre | : Computers |
| ISBN | : 1789344085 |
Download Hands-On Network Programming with C Book in PDF, ePub and Kindle
A comprehensive guide to programming with network sockets, implementing internet protocols, designing IoT devices, and much more with C Key FeaturesApply your C and C++ programming skills to build powerful network applicationsGet to grips with a variety of network protocols that allow you to load web pages, send emails, and do much moreWrite portable network code for Windows, Linux, and macOSBook Description Network programming enables processes to communicate with each other over a computer network, but it is a complex task that requires programming with multiple libraries and protocols. With its support for third-party libraries and structured documentation, C is an ideal language to write network programs. Complete with step-by-step explanations of essential concepts and practical examples, this C network programming book begins with the fundamentals of Internet Protocol, TCP, and UDP. You'll explore client-server and peer-to-peer models for information sharing and connectivity with remote computers. The book will also cover HTTP and HTTPS for communicating between your browser and website, and delve into hostname resolution with DNS, which is crucial to the functioning of the modern web. As you advance, you'll gain insights into asynchronous socket programming and streams, and explore debugging and error handling. Finally, you'll study network monitoring and implement security best practices. By the end of this book, you'll have experience of working with client-server applications and be able to implement new network programs in C. The code in this book is compatible with the older C99 version as well as the latest C18 and C++17 standards. You'll work with robust, reliable, and secure code that is portable across operating systems, including Winsock sockets for Windows and POSIX sockets for Linux and macOS. What you will learnUncover cross-platform socket programming APIsImplement techniques for supporting IPv4 and IPv6Understand how TCP and UDP connections work over IPDiscover how hostname resolution and DNS workInterface with web APIs using HTTP and HTTPSExplore Simple Mail Transfer Protocol (SMTP) for electronic mail transmissionApply network programming to the Internet of Things (IoT)Who this book is for If you're a developer or a system administrator who wants to get started with network programming, this book is for you. Basic knowledge of C programming is assumed.
| Author | : Antoine Savine |
| Publisher | : John Wiley & Sons |
| Total Pages | : 592 |
| Release | : 2018-11-20 |
| Genre | : Mathematics |
| ISBN | : 1119539455 |
Download Modern Computational Finance Book in PDF, ePub and Kindle
Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in modern financial software to produce thousands of accurate risk sensitivities, within seconds, on light hardware. AAD recently became a centerpiece of modern financial systems and a key skill for all quantitative analysts, developers, risk professionals or anyone involved with derivatives. It is increasingly taught in Masters and PhD programs in finance. Danske Bank's wide scale implementation of AAD in its production and regulatory systems won the In-House System of the Year 2015 Risk award. The Modern Computational Finance books, written by three of the very people who designed Danske Bank's systems, offer a unique insight into the modern implementation of financial models. The volumes combine financial modelling, mathematics and programming to resolve real life financial problems and produce effective derivatives software. This volume is a complete, self-contained learning reference for AAD, and its application in finance. AAD is explained in deep detail throughout chapters that gently lead readers from the theoretical foundations to the most delicate areas of an efficient implementation, such as memory management, parallel implementation and acceleration with expression templates. The book comes with professional source code in C++, including an efficient, up to date implementation of AAD and a generic parallel simulation library. Modern C++, high performance parallel programming and interfacing C++ with Excel are also covered. The book builds the code step-by-step, while the code illustrates the concepts and notions developed in the book.
| Author | : Paul Glasserman |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 603 |
| Release | : 2013-03-09 |
| Genre | : Mathematics |
| ISBN | : 0387216170 |
Download Monte Carlo Methods in Financial Engineering Book in PDF, ePub and Kindle
From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton, Contingency Analysis
| Author | : Chris Kelliher |
| Publisher | : CRC Press |
| Total Pages | : 801 |
| Release | : 2022-05-19 |
| Genre | : Mathematics |
| ISBN | : 100058237X |
Download Quantitative Finance with Python Book in PDF, ePub and Kindle
Quantitative Finance with Python: A Practical Guide to Investment Management, Trading and Financial Engineering bridges the gap between the theory of mathematical finance and the practical applications of these concepts for derivative pricing and portfolio management. The book provides students with a very hands-on, rigorous introduction to foundational topics in quant finance, such as options pricing, portfolio optimization and machine learning. Simultaneously, the reader benefits from a strong emphasis on the practical applications of these concepts for institutional investors. Features Useful as both a teaching resource and as a practical tool for professional investors. Ideal textbook for first year graduate students in quantitative finance programs, such as those in master’s programs in Mathematical Finance, Quant Finance or Financial Engineering. Includes a perspective on the future of quant finance techniques, and in particular covers some introductory concepts of Machine Learning. Free-to-access repository with Python codes available at www.routledge.com/ 9781032014432 and on https://github.com/lingyixu/Quant-Finance-With-Python-Code.
