Options and Derivatives Programming in C++: Algorithms and Programming Techniques for the Financial Industry

Carlos Oliveira

  • 出版商: Apress
  • 出版日期: 2016-09-30
  • 售價: $1,690
  • 貴賓價: 9.5$1,606
  • 語言: 英文
  • 頁數: 288
  • 裝訂: Paperback
  • ISBN: 1484218132
  • ISBN-13: 9781484218136
  • 相關分類: C++ 程式語言Algorithms-data-structures
  • 海外代購書籍(需單獨結帳)
    無現貨庫存(No stock available)

商品描述

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.


商品描述(中文翻譯)

學習如何在金融業中使用C++開發期權和衍生品交易解決方案。作為金融業的重要組成部分,期權和衍生品交易變得越來越複雜。銀行、對沖基金和養老基金已經開始使用金融衍生品的高級交易技術。由於性能要求嚴格,大多數這些交易系統都使用C++作為主要實現語言。

《C++期權和衍生品編程》涵蓋了經常用於編寫期權和衍生品金融軟件的功能,包括STL、模板、函數式編程和對數學庫的支持。還介紹了C++11和C++14標準中引入的新功能:lambda函數、自動類型檢測、自定義文字和改進的C++對象初始化策略。

讀者將享受到涵蓋所有主要工具和概念的實際示例,用於構建量化金融解決方案。它包括高級C++概念以及現代C++開發人員使用的基本庫,如STL和Boost,同時還利用面向對象和基於模板的編程知識。

《C++期權和衍生品編程》為那些希望利用他們目前的編程知識,以熟練大型銀行、對沖基金和其他投資機構使用的編程風格的讀者提供了巨大價值。本書以邏輯和結構化的方式介紹了書中涵蓋的主題,即使是初學者也能吸收最重要的主題和能力。

你將學到什麼:
- 理解期權和衍生品交易中的基本問題
- 能夠智能地談論信用违約掉期、外匯衍生品等
- 實現估值模型和交易策略
- 基於Black-Sholes模型、二項式和微分方程方法構建定價算法
- 使用線性代數技術運行量化金融算法
- 認識並應用期權交易中最常見的設計模式
- 通過使用STL和Boost庫等最新C++功能節省時間

本書適合對C++語言有一定經驗並希望將該知識應用於金融軟件開發的專業開發人員。本書旨在通過精簡的基於算法的內容,通過有針對性的示例和可直接使用的解決方案,為讀者提供基本信息。讀者將能夠直接將概念和示例代碼應用於期權和衍生品合約分析中遇到的一些常見問題。