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

"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."--

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.

Product details

• Authors: Daniel Hanson
• Publisher: O'Reilly
• Languages: English
• Product format: Paperback / Softback
• Released: 28.11.2024
• EAN: 9781098100803
• ISBN: 978-1-09-810080-3
• Dimensions: 178 mm x 233 mm x 20 mm
• Weight: 744 g
• Subjects: Natural sciences, medicine, IT, technology > IT, data processing > Application software; Social sciences, law, business > Business > Business administration; Finance, BUSINESS & ECONOMICS / Finance / General, COMPUTERS / Software Development & Engineering / General, COMPUTERS / Programming / General, Enterprise Software, Computer programming / software engineering, Programming & scripting languages: general, Programming and scripting languages: general, Computer Programming / Software Development, Finance and the finance industry, COMPUTERS / Languages / General, COMPUTERS / Business & Productivity Software / General, C++11 C++17 C++20 finance derivatives quant development