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Learning Modern C++ for Finance: Foundations for Quantitative Programming - Couverture souple

Hanson, Daniel

 
9781098100803: Learning Modern C++ for Finance: Foundations for Quantitative Programming
Couverture souple
ISBN 10 : 1098100808 ISBN 13 : 9781098100803
Editeur : O'Reilly Media, 2024

Synopsis

This practical book demonstrates why C++ is still one of the dominant production-quality languages for financial applications and systems. Many programmers believe that C++ is too difficult to learn. Author Daniel Hanson demonstrates that this is no longer the case, thanks to modern features added to the C++ Standard beginning in 2011.

Financial programmers will discover how to leverage C++ abstractions that enable safe implementation of financial models. You'll also explore how popular open source libraries provide additional weapons for attacking mathematical problems. C++ programmers unfamiliar with financial applications also benefit from this handy guide.

  • Learn C++ basics from a modern perspective: syntax, inheritance, polymorphism, composition, STL containers, and algorithms
  • Dive into newer features and abstractions including functional programming using lambdas, task-based concurrency, and smart pointers
  • Implement basic numerical routines in modern C++
  • Understand best practices for writing clean and efficient code

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

Daniel Hanson spent over 20 years in quantitative development in finance, primarily with C++ implementation of option pricing and portfolio risk models, trading systems, and library development. He now holds a full-time lecturer position in the Department of Applied Mathematics at the University of Washington, teaching quantitative development courses in the Computational Finance & Risk Management (CFRM) undergraduate and graduate programs. Among the classes he teaches is graduate-level sequence in C++ for quantitative finance, ranging from an introductory level through advanced. He also mentors Google Summer of Code student projects involving mathematical model implementations in C++ and R.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
O'Reilly Media
Date d'édition
2024
Langue
anglais
ISBN 10 
1098100808
ISBN 13 
9781098100803
Reliure
Broché
Nombre de pages
428
Coordonnées du fabricant
O'Reilly
https://oreilly.com

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Personne responsable
non disponible