Options and Derivatives Programming in C++ : algorithms and programming techniques for the financial industry

Options and Derivatives Programming in C++ algorithms and programming techniques for the financial industry

Chapter 1: Options concepts -- Chapter 2: Financial derivatives -- Chapter 3: Basic algorithms -- Chapter 4: Object-oriented techniques -- Chapter 5: Design patterns for options processing -- Chapter 6: Template-based techniques -- Chapter7: STL for derivatives programming -- Chapter 8: Functional p...

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1. Verfasser: Oliveira, Carlos (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: New York Apress 2016
Schriftenreihe:The expert´s voice in C++
Schlagworte:
C++ (Computer program language) > Options (Finance) > Data processing > Derivative securities > C++ > Derivat > Option > Wertpapierhandel
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Zusammenfassung:Chapter 1: Options concepts -- Chapter 2: Financial derivatives -- Chapter 3: Basic algorithms -- Chapter 4: Object-oriented techniques -- Chapter 5: Design patterns for options processing -- Chapter 6: Template-based techniques -- Chapter7: STL for derivatives programming -- Chapter 8: Functional programming techniques -- Chapter 9: Linear algebra algorithms -- Chapter 10: Algorithms for numerical analysis -- Chapter 11: Models based on differential equations -- Chapter 12: Basic models for option pricing -- Chapter 13: Monte Carlo methods -- Chapter 14: Using C++ libraries for finance -- Chapter 15: Credit derivatives
Beschreibung:xxiii, 260
Illustrationen, Diagramme
23 cm
ISBN:1484218132
1-4842-1813-2
9781484218136
978-1-4842-1813-6