Learning Modern C++ for Finance - Daniel Hanson

Learning Modern C++ for Finance

Foundations for Quantitative Programming

(Autor)

Buch | Softcover
300 Seiten
2024
O'Reilly Media (Verlag)
978-1-0981-0080-3 (ISBN)
65,95 inkl. MwSt
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.
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. Youâll 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

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.

Erscheinungsdatum
Verlagsort Sebastopol
Sprache englisch
Maße 178 x 233 mm
Themenwelt Mathematik / Informatik Informatik Programmiersprachen / -werkzeuge
Mathematik / Informatik Informatik Software Entwicklung
ISBN-10 1-0981-0080-8 / 1098100808
ISBN-13 978-1-0981-0080-3 / 9781098100803
Zustand Neuware
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