Download or read book Practical C 20 Financial Programming written by Carlos Oliveira and published by Apress. This book was released on 2021-04-13 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: 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++.
Download or read book Practical C Financial Programming written by Carlos Oliveira and published by Apress. This book was released on 2015-03-12 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Options and Derivatives Programming in C 20 written by Carlos Oliveira and published by Apress. This book was released on 2021-02-18 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Options and Derivatives Programming in C 23 written by Carlos Oliveira and published by Apress. This book was released on 2023-11-23 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Practical Numerical C Programming written by Philip Joyce and published by . This book was released on 2020 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Practical C Programming written by Steve Oualline and published by "O'Reilly Media, Inc.". This book was released on 2002-12-13 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: C++ is a powerful, highly flexible, and adaptable programming language that allows software engineers to organize and process information quickly and effectively. But this high-level language is relatively difficult to master, even if you already know the C programming language.The 2nd edition of Practical C++ Programming is a complete introduction to the C++ language for programmers who are learning C++. Reflecting the latest changes to the C++ standard, this 2nd edition takes a useful down-to-earth approach, placing a strong emphasis on how to design clean, elegant code.In short, to-the-point chapters, all aspects of programming are covered including style, software engineering, programming design, object-oriented design, and debugging. It also covers common mistakes and how to find (and avoid) them. End of chapter exercises help you ensure you've mastered the material.Practical C++ Programming thoroughly covers: C++ Syntax Coding standards and style Creation and use of object classes Templates Debugging and optimization Use of the C++ preprocessor File input/output Steve Oualline's clear, easy-going writing style and hands-on approach to learning make Practical C++ Programming a nearly painless way to master this complex but powerful programming language.
Download or read book Hands On Network Programming with C written by Lewis Van Winkle and published by Packt Publishing Ltd. This book was released on 2019-05-13 with total page 467 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Modern Computational Finance written by Antoine Savine and published by John Wiley & Sons. This book was released on 2018-11-20 with total page 592 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Monte Carlo Methods in Financial Engineering written by Paul Glasserman and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 603 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
Download or read book Options and Derivatives Programming in C written by CARLOS OLIVEIRA and published by Apress. This book was released on 2016-09-30 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Numerical Methods in Finance with C written by Maciej J. Capiński and published by Cambridge University Press. This book was released on 2012-08-02 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides aspiring quant developers with the numerical techniques and programming skills needed in quantitative finance. No programming background required.
Download or read book Quantitative Finance with Python written by Chris Kelliher and published by CRC Press. This book was released on 2022-05-19 with total page 801 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Modern C Programming Cookbook written by Marius Bancila and published by Packt Publishing Ltd. This book was released on 2020-09-11 with total page 751 pages. Available in PDF, EPUB and Kindle. Book excerpt: A pragmatic recipe book for acquiring a comprehensive understanding of the complexities and core fundamentals of C++ programming Key Features Explore the latest language and library features of C++20 such as modules, coroutines, concepts, and ranges Shed new light on the core concepts in C++ programming, including functions, algorithms, threading, and concurrency, through practical self-contained recipes Leverage C++ features like smart pointers, move semantics, constexpr, and more for increased robustness and performance Book DescriptionC++ has come a long way to be one of the most widely used general-purpose languages that is fast, efficient, and high-performance at its core. The updated second edition of Modern C++ Programming Cookbook addresses the latest features of C++20, such as modules, concepts, coroutines, and the many additions to the standard library, including ranges and text formatting. The book is organized in the form of practical recipes covering a wide range of problems faced by modern developers. The book also delves into the details of all the core concepts in modern C++ programming, such as functions and classes, iterators and algorithms, streams and the file system, threading and concurrency, smart pointers and move semantics, and many others. It goes into the performance aspects of programming in depth, teaching developers how to write fast and lean code with the help of best practices. Furthermore, the book explores useful patterns and delves into the implementation of many idioms, including pimpl, named parameter, and attorney-client, teaching techniques such as avoiding repetition with the factory pattern. There is also a chapter dedicated to unit testing, where you are introduced to three of the most widely used libraries for C++: Boost.Test, Google Test, and Catch2. By the end of the book, you will be able to effectively leverage the features and techniques of C++11/14/17/20 programming to enhance the performance, scalability, and efficiency of your applications.What you will learn Understand the new C++20 language and library features and the problems they solve Become skilled at using the standard support for threading and concurrency for daily tasks Leverage the standard library and work with containers, algorithms, and iterators Solve text searching and replacement problems using regular expressions Work with different types of strings and learn the various aspects of compilation Take advantage of the file system library to work with files and directories Implement various useful patterns and idioms Explore the widely used testing frameworks for C++ Who this book is for The book is designed for entry- or medium-level C++ programmers who have a basic knowledge of C++ and want to master the language and become prolific modern C++ developers. Experienced C++ programmers can leverage this book to strengthen their command of C++ and find a good reference to many language and library features of C++11/14/17/20.
Download or read book Practical C and WPF For Financial Markets written by Jack Xu and published by UniCAD. This book was released on 2016-12-05 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt: Practical C# and WPF for Financial Markets provides a complete explanation of .NET programming in quantitative finance. It demonstrates how to implement quant models and back-test trading strategies. It pays special attention to creating business applications and reusable C# libraries that can be directly used to solve real-world problems in quantitative finance. The book contains: • Overview of C#, WPF programming, data binding, and MVVM pattern, which is necessary to create MVVM compatible .NET financial applications. • Step-by-step approaches to create a variety of MVVM compatible 2D/3D charts, stock charts, and technical indicators using my own chart package and Microsoft chart control. • Introduction to free market data retrieval from online data sources using .NET interfaces. These data include EOD, real-time intraday, interest rate, foreign exchange rate, and option chain data. • Detailed procedures to price equity options and fixed-income instruments, including European/American/Barrier options, bonds, and CDS, as well as discussions on related topics such as cash flows, term structures, yield curves, discount factors, and zero-coupon bonds. • Introduction to linear analysis, time series analysis, and machine learning in finance, which covers linear regression, PCA, SVM, and neural networks. • In-depth descriptions of trading strategy development and back-testing, including strategies for single stock trading, stock pairs trading, and trading for multi-asset portfolios.
Download or read book Practical C Programming written by Steve Oualline and published by "O'Reilly Media, Inc.". This book was released on 2003 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt: Practical C++ Programming thoroughly covers: C++ syntax · Coding standards and style · Creation and use of object classes · Templates · Debugging and optimization · Use of the C++ preprocessor · File input/output
Download or read book Introduction to C for Financial Engineers written by Daniel J. Duffy and published by John Wiley & Sons. This book was released on 2013-10-24 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required -- experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book: C++ fundamentals and object-oriented thinking in QF Advanced object-oriented features such as inheritance and polymorphism Template programming and the Standard Template Library (STL) An introduction to GOF design patterns and their applications in QF Applications The kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods. This book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF. This book is the perfect companion to Daniel J. Duffy’s book Financial Instrument Pricing using C++ (Wiley 2004, 0470855096 / 9780470021620)
Download or read book R Programming and Its Applications in Financial Mathematics written by Shuichi Ohsaki and published by CRC Press. This book was released on 2018-01-31 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to R programming and a summary of financial mathematics. It is not always easy for graduate students to grasp an overview of the theory of finance in an abstract form. For newcomers to the finance industry, it is not always obvious how to apply the abstract theory to the real financial data they encounter. Introducing finance theory alongside numerical applications makes it easier to grasp the subject. Popular programming languages like C++, which are used in many financial applications are meant for general-purpose requirements. They are good for implementing large-scale distributed systems for simultaneously valuing many financial contracts, but they are not as suitable for small-scale ad-hoc analysis or exploration of financial data. The R programming language overcomes this problem. R can be used for numerical applications including statistical analysis, time series analysis, numerical methods for pricing financial contracts, etc. This book provides an overview of financial mathematics with numerous examples numerically illustrated using the R programming language.
