Practical C++ Financial Programming
Год: 2015
Автор: Oliveira C.
Издательство: Apress
ISBN: 978-1-4302-6716-4
Серия: The Expert's Voice in Programming
Язык: Английский
Формат: PDF
Качество: Изначально компьютерное (eBook)
Интерактивное оглавление: Да
Количество страниц: 382
Описание: 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.
Содержание
About the Author xix
About the Technical Reviewer xxi
Acknowledgments xxiii
Introduction xxv
Chapter 1: The Fixed Income Market 1
Chapter 2: The Equities Market 25
Chapter 3: C++ Programming Techniques in Finance 55
Chapter 4: Common Libraries for Financial Applications 83
Chapter 5: Designing Numerical Classes 111
Chapter 6: Plotting Financial Data 137
Chapter 7: Linear Algebra 155
Chapter 8: Interpolation 171
Chapter 9: Calculating Roots of Equations 183
Chapter 10: Numerical Integration 203
Chapter 11: Solving ODEs and PDEs 221
Chapter 12: Optimization 237
Chapter 13: Asset and Portfolio Optimization 255
Chapter 14: Monte Carlo Methods 273
Chapter 15: Extending Financial Libraries 291
Chapter 16: Using C++ with R and Maxima 313
Chapter 17: Multithreading 325
Appendix A: C++11/14 Features 343
Index 359
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