Options and Derivatives Programming in C++ (eBook, PDF)
Carlos Oliveira
eBook, PDF

Options and Derivatives Programming in C++ (eBook, PDF)

Algorithms and Programming Techniques for the Financial Industry

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This is a hands-on book for programmers wanting to learn how C++ is used in the development of solutions for options and derivatives trading in the financial industry. As an important part of the financial industry, options and derivatives trading has become increasingly sophisticated. Advanced trading techniques using financial derivatives have been used at banks, hedge funds, and pension funds. Because of stringent performance characteristics, most of these trading systems are developed using C++ as the main implementation language.Options and Derivatives Programming in C++ covers features t...

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