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 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 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 Practical FPGA Programming in C written by David Pellerin and published by Prentice Hall. This book was released on 2005 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: FPGA brings high performance applications to market quickly – this book covers the many emerging platforms in a proven, effective manner.
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 Programming written by Bjarne Stroustrup and published by Pearson Education. This book was released on 2014 with total page 1312 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to programming by the inventor of C++, Programming prepares students for programming in the real world. This book assumes that they aim eventually to write non-trivial programs, whether for work in software development or in some other technical field. It explains fundamental concepts and techniques in greater depth than traditional introductions. This approach gives students a solid foundation for writing useful, correct, maintainable, and efficient code. This book is an introduction to programming in general, including object-oriented programming and generic programming. It is also a solid introduction to the C++ programming language, one of the most widely used languages for real-world software. It presents modern C++ programming techniques from the start, introducing the C++ standard library to simplify programming tasks.
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 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 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 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 Practical Probabilistic Programming written by Avi Pfeffer and published by Simon and Schuster. This book was released on 2016-03-29 with total page 650 pages. Available in PDF, EPUB and Kindle. Book excerpt: Summary Practical Probabilistic Programming introduces the working programmer to probabilistic programming. In it, you'll learn how to use the PP paradigm to model application domains and then express those probabilistic models in code. Although PP can seem abstract, in this book you'll immediately work on practical examples, like using the Figaro language to build a spam filter and applying Bayesian and Markov networks, to diagnose computer system data problems and recover digital images. Purchase of the print book includes a free eBook in PDF, Kindle, and ePub formats from Manning Publications. About the Technology The data you accumulate about your customers, products, and website users can help you not only to interpret your past, it can also help you predict your future! Probabilistic programming uses code to draw probabilistic inferences from data. By applying specialized algorithms, your programs assign degrees of probability to conclusions. This means you can forecast future events like sales trends, computer system failures, experimental outcomes, and many other critical concerns. About the Book Practical Probabilistic Programming introduces the working programmer to probabilistic programming. In this book, you’ll immediately work on practical examples like building a spam filter, diagnosing computer system data problems, and recovering digital images. You’ll discover probabilistic inference, where algorithms help make extended predictions about issues like social media usage. Along the way, you’ll learn to use functional-style programming for text analysis, object-oriented models to predict social phenomena like the spread of tweets, and open universe models to gauge real-life social media usage. The book also has chapters on how probabilistic models can help in decision making and modeling of dynamic systems. What's Inside Introduction to probabilistic modeling Writing probabilistic programs in Figaro Building Bayesian networks Predicting product lifecycles Decision-making algorithms About the Reader This book assumes no prior exposure to probabilistic programming. Knowledge of Scala is helpful. About the Author Avi Pfeffer is the principal developer of the Figaro language for probabilistic programming. Table of Contents PART 1 INTRODUCING PROBABILISTIC PROGRAMMING AND FIGARO Probabilistic programming in a nutshell A quick Figaro tutorial Creating a probabilistic programming application PART 2 WRITING PROBABILISTIC PROGRAMS Probabilistic models and probabilistic programs Modeling dependencies with Bayesian and Markov networks Using Scala and Figaro collections to build up models Object-oriented probabilistic modeling Modeling dynamic systems PART 3 INFERENCE The three rules of probabilistic inference Factored inference algorithms Sampling algorithms Solving other inference tasks Dynamic reasoning and parameter learning
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 Production Planning by Mixed Integer Programming written by Yves Pochet and published by Springer Science & Business Media. This book was released on 2006-04-19 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook provides a comprehensive modeling, reformulation and optimization approach for solving production planning and supply chain planning problems, covering topics from a basic introduction to planning systems, mixed integer programming (MIP) models and algorithms through the advanced description of mathematical results in polyhedral combinatorics required to solve these problems. Based on twenty years worth of research in which the authors have played a significant role, the book addresses real life industrial production planning problems (involving complex production structures with multiple production stages) using MIP modeling and reformulation approach. The book provides an introduction to MIP modeling and to planning systems, a unique collection of reformulation results, and an easy to use problem-solving library. This approach is demonstrated through a series of real life case studies, exercises and detailed illustrations. Review by Jakub Marecek (Computer Journal) The emphasis put on mixed integer rounding and mixing sets, heuristics in-built in general purpose integer programming solvers, as well as on decompositions and heuristics using integer programming should be praised... There is no doubt that this volume offers the present best introduction to integer programming formulations of lotsizing problems, encountered in production planning. (2007)
Download or read book Monte Carlo Frameworks written by Daniel J. Duffy and published by John Wiley & Sons. This book was released on 2011-08-02 with total page 775 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is one of the first books that describe all the steps that are needed in order to analyze, design and implement Monte Carlo applications. It discusses the financial theory as well as the mathematical and numerical background that is needed to write flexible and efficient C++ code using state-of-the art design and system patterns, object-oriented and generic programming models in combination with standard libraries and tools. Includes a CD containing the source code for all examples. It is strongly advised that you experiment with the code by compiling it and extending it to suit your needs. Support is offered via a user forum on www.datasimfinancial.com where you can post queries and communicate with other purchasers of the book. This book is for those professionals who design and develop models in computational finance. This book assumes that you have a working knowledge of C ++.
Download or read book Embracing Modern C Safely written by John Lakos and published by Addison-Wesley Professional. This book was released on 2021-12-16 with total page 4241 pages. Available in PDF, EPUB and Kindle. Book excerpt: Maximize Reward and Minimize Risk with Modern C++ Embracing Modern C++ Safely shows you how to make effective use of the new and enhanced language features of modern C++ without falling victim to their potential pitfalls. Based on their years of experience with large, mission-critical projects, four leading C++ authorities divide C++11/14 language features into three categories: Safe, Conditionally Safe, and Unsafe. Safe features offer compelling value, are easy to use productively, and are relatively difficult to misuse. Conditionally safe features offer significant value but come with risks that require significant expertise and familiarity before use. Unsafe features have an especially poor risk/reward ratio, are easy to misuse, and are beneficial in only the most specialized circumstances. This book distills the C++ community's years of experience applying C++11 and C++14 features and will help you make effective and safe design decisions that reflect real-world, economic engineering tradeoffs in large-scale, diverse software development environments. The authors use examples derived from real code bases to illustrate every finding objectively and to illuminate key issues. Each feature identifies the sound use cases, hidden pitfalls, and shortcomings of that language feature. After reading this book, you will Understand what each C++11/14 feature does and where it works best Recognize how to work around show-stopping pitfalls and annoying corner cases Know which features demand additional training, experience, and peer review Gain insights for preparing coding standards and style guides that suit your organization's needs Be equipped to introduce modern C++ incrementally and judiciously into established code bases Seasoned C++ developers, team leads, and technical managers who want to improve productivity, code quality, and maintainability will find the insights in this modular, meticulously organized reference indispensable. Register your book for convenient access to downloads, updates, and/or corrections as they become available. See inside book for details.
