Practical C++ Financial Programming (Paperback)
- 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.
What you’ll learn
- Understand the fundamental problem types in the financial market.
- Design algorithms to solve financial programming problems.
- Extend C++ through Python extensions and LUA modules.
- Employ third-party numeric libraries such as those from Boost.
- Properly engage key C++ features such as templates and exception handling.
- Benefit from new features in C++14, such as auto variables and closures.
Who this book is for
Practical C++ Financial Programming is for professionals or advanced students who have interest in learning C++ financial programming, especially in preparation for a professional career. Readers should have a working-knowledge of programming in C, C++, or some other C-like language. The book is also useful to current practitioners at financial institutions as a ready-reference to common development problems and techniques.
Table of Contents
- The Fixed-Income Market
- The Equities Market
- C++ Programming Techniques in Finance
- Common Libraries for Financial Code
- Designing Numerical Classes
- Plotting Financial Data
- Linear Algebra
- Calculating Roots of Equations
- Numerical Integration
- Solving Partial Differential Equations
- Algorithm Optimization
- Portfolio Optimization
- Monte Carlo Methods for Equity markets
- Extending Financial Libraries
- C++ with R and Octave
- Appendix A: C++14 Features