Learning Modern C++ for Finance: Foundations for Quantitative Programming

Learning Modern C++ for Finance: Foundations for Quantitative Programming

Learning Modern C++ for Finance: Foundations for Quantitative Programming

Author: by Daniel Hanson (Author)

Publisher finelybook 出版社:‏ ‎ O’Reilly Media

Edition 版次:‏ ‎ 1st edition

Publication Date 出版日期:‏ ‎ 2024-12-10

Language 语言: ‎ English

Print Length 页数: ‎ 428 pages

ISBN-10: ‎ 1098100808

ISBN-13: ‎ 9781098100803


Book Description
By finelybook

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

About the Author

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.

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Formats: PDF, EPUB | 7 MB | 2024-11-20

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