Learning Modern C++ for Finance

Foundations for Quantitative Programming

Learning Modern C++ for Finance
Daniel Hanson
RRP:
NZ$ 122.99
Our Price:
NZ$ 104.54
Paperback
h233 x 178mm - 300pg
28 Apr 2023 US
Eta 3-5 days from NZ Market Release
9781098100803
Out Of Stock
- Preorder Title for delivery after release -
A lot of financial modeling has gravitated toward Python, R, and VBA, but many developers hit a wall with these languages when it comes to performance. 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. Financial programmers coming from Python or another interpreted language will discover how to leverage C++ abstractions that enable safer and quicker 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 will also benefit from this handy guide. Learn C++ basics: 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 Employ common but nontrivial financial models in modern C++ Explore external open source math libraries, particularly Eigen and Boost 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.
Status: No local stock, title imported to order
ISBN-13: 9781098100803
Published: 28 Apr 2023
Published In: United States
Imprint: O'Reilly Media
Publisher: O'Reilly Media
Format: Paperback
Height: 233mm
Width: 178mm
Pages: 300

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