Options and Derivatives Programming in C++23 : Algorithms and Programming Techniques for the Financial Industry 9781484298275, 9781484298268

This book is a hands-on guide for programmers who want to learn how C++ is used to develop solutions for options and der

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English Pages 552 Year 2023

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Options and Derivatives Programming in C++23 : Algorithms and Programming Techniques for the Financial Industry
 9781484298275, 9781484298268

Table of contents :
Cover
Front Matter
1. Options Concepts
2. Financial Derivatives
3. Basic C++ Algorithms
4. Object-Oriented Techniques
5. Design Patterns for Options Processing
6. Template-Based Techniques
7. STL for Derivatives Programming
8. Functional Programming Techniques
9. Linear Algebra Algorithms
10. Algorithms for Numerical Analysis
11. Models Based on Differential Equations
12. Basic Models for Options Pricing
13. Monte Carlo Methods
14. Backtesting Trading Strategies in C++
15. Using C++ Libraries for Finance
16. Credit Derivatives
17. Processing Financial Data
Back Matter

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