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Practical C++20 Financial Programming

Practical C++20 Financial Programming


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About the Book

1. The Fixed-Income Market2. The Equities Market3. C++ Programming Techniques in Finance4. Common Libraries for Financial Code5. Designing Numerical Classes6. Plotting Financial Data7. Linear Algebra8. Interpolation9. Calculating Roots of Equations10. Numerical Integration11. Solving Partial Differential Equations12. Algorithm Optimization13. Portfolio Optimization14. Monte Carlo Methods for Equity markets15. Extending Financial Libraries16. C++ with R and Octave17. MultithreadingA. Appendix A: C++20 Features
About the Author: Carlos Oliveira works in the area of quantitative finance, with more than ten years of experience in creating scientific and financial models in C++. During his career, Carlos has developed several large-scale applications for financial companies such as Bloomberg L.P. and F-Squared Investments. Carlos Oliveira obtained a PhD in operations research and systems engineering from the University of Florida, an MSc in computer science from UFC (Brazil), and a BSc in computer science from UECE (Brazil). He has also performed academic research in the field of combinatorial optimization, with applications in diverse areas such as finance, telecommunications, computational biology, and logistics. Carlos has written more than 30 academic papers on optimization, and authored three books, including Options and Derivatives Programming in C++20 (Apress, 2020).


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Product Details
  • ISBN-13: 9781484268339
  • Publisher: Apress
  • Publisher Imprint: Apress
  • Height: 254 mm
  • No of Pages: 508
  • Spine Width: 27 mm
  • Weight: 965 gr
  • ISBN-10: 1484268334
  • Publisher Date: 30 Mar 2021
  • Binding: Paperback
  • Language: English
  • Returnable: Y
  • Sub Title: Problem Solving for Quantitative Finance, Financial Engineering, Business, and Economics
  • Width: 178 mm


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