Practical C++ Financial Programming (Paperback)

Carlos Oliveira

Practical C++ Financial Programming (Paperback)
  • 出版商: Apress
  • 出版日期: 2015-02-18
  • 售價: $3,670
  • 貴賓價: 9.5 折 $3,487
  • 語言: 英文
  • 頁數: 396
  • 裝訂: Paperback
  • ISBN: 1430267151
  • ISBN-13: 9781430267157
  • 相關分類: C++ 程式語言

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商品描述

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.

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

  1. The Fixed-Income Market
  2. The Equities Market
  3. C++ Programming Techniques in Finance
  4. Common Libraries for Financial Code
  5. Designing Numerical Classes
  6. Plotting Financial Data
  7. Linear Algebra
  8. Interpolation
  9. Calculating Roots of Equations
  10. Numerical Integration
  11. Solving Partial Differential Equations
  12. Algorithm Optimization
  13. Portfolio Optimization
  14. Monte Carlo Methods for Equity markets
  15. Extending Financial Libraries
  16. C++ with R and Octave
  17. Multithreading
  18. Appendix A: C++14 Features

商品描述(中文翻譯)

《實用的 C++ 金融程式設計》是一本針對想要將 C++ 應用於金融業程式設計問題的程式設計師的實踐書籍。本書解釋了在撰寫金融軟體時更常用的語言方面，包括 STL、模板和各種數值庫。本書還描述了金融工程中許多重要的問題，這些問題是金融程式設計師在大型投資銀行和對沖基金的日常工作中的一部分。作者在紐約金融業擁有豐富的經驗，現在將這些經驗融入到這本實用指南中。

本書的重點是提供常見程式設計問題的實用解決方案。範例豐富，提供了現成的解決方案，您可以立即應用於日常工作中。您將學習設計高效的數值類別，以供金融使用，並使用 Boost 和其他庫提供的這些類別。您將看到矩陣操作、曲線擬合、直方圖生成、數值積分和微分方程分析的範例，並學習如何將所有這些技術應用於金融軟體開發的一些最常見領域。這些領域包括性能價格預測、優化投資組合等。本書風格簡潔明快，提供了一個清新的視角，讓您了解在金融業作為一名 C++ 程式設計師所需掌握的技能。

本書的特點包括：
- 詳細介紹了與金融程式設計特別相關的 C++ 方面。
- 提供了常見金融問題的實用解決方案。
- 以清新簡潔的風格傳遞知識，並強調實用性。

您將學到的內容包括：
- 了解金融市場中的基本問題類型。
- 設計算法解決金融程式設計問題。
- 通過 Python 擴展和 LUA 模塊擴展 C++。
- 使用 Boost 等第三方數值庫。
- 正確使用 C++ 的關鍵功能，如模板和異常處理。
- 利用 C++14 的新功能，如自動變數和閉包。

本書適合對學習 C++ 金融程式設計有興趣的專業人士或高級學生，特別是為了準備職業生涯。讀者應該具備 C、C++ 或其他類似 C 語言的程式設計基礎。本書對金融機構的現行從業人員也是一本有用的參考書，可供他們解決常見的開發問題和技術。

本書的目錄包括：
1. 固定收益市場
2. 股票市場
3. 金融中的 C++ 程式設計技巧
4. 金融程式設計常用庫
5. 設計數值類別
6. 繪製金融數據
7. 線性代數
8. 插值
9. 計算方程的根
10. 數值積分
11. 解決偏微分方程
12. 算法優化
13. 投資組合優化
14. 股票市場的蒙特卡洛方法
15. 擴展金融庫
16. C++ 與 R 和 Octave
17. 多線程
18. 附錄 A：C++14 的新功能

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