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本书附带穿插了许多 C++ 知识，包括基本数据结构和算法、函数式编程、面向对象编程、模板和 STL、准标准库 Boost、竟然还有设计模式！所以就算 C++ 基础薄弱也不是问题。不过话说回来，如果基础薄弱且理解能力又跟不上的话，上述这么多内容是无福消受的 -_-#
数学问题的计算机求解方面，介绍了 C++ 实现向量和矩阵运算、数值算法、方程求根、求解微分方程的欧拉方法和龙格-库塔方法、求解 Black-Scholes-Merton 期权定价模型、蒙特卡罗模拟……
以为中文是我盯着目录逐字敲来的，所以附件稍微收贵一点点 ^_^#
来看看英文介绍：
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 that are frequently used to write financial software for options and derivatives, including the STL, templates, functional programming, and support for numerical libraries. New features introduced in the C++11 and C++14 standard are also covered: lambda functions, automatic type detection, custom literals, and improved initialization strategies for C++ objects.
Readers will enjoy the how-to examples covering all the major tools and concepts used to build working solutions for quantitative finance. It includes advanced C++ concepts as well as the basic building libraries used by modern C++ developers, such as the STL and Boost, while also leveraging knowledge of object-oriented and template-based programming.
Options and Derivatives Programming in C++ provides a great value for readers who are trying to use their current programming knowledge in order to become proficient in the style of programming used in large banks, hedge funds, and other investment institutions. The topics covered in the book are introduced in a logical and structured way and even novice programmers will be able to absorb the most important topics and competencies.
What You Will Learn
- Grasp the fundamental problems in options and derivatives trading
- Converse intelligently about credit default swaps, Forex derivatives, and more
- Implement valuation models and trading strategies
- Build pricing algorithms around the Black-Sholes Model, and also using the Binomial and Differential Equations methods
Run quantitative finance algorithms using linear algebra techniques
- Recognize and apply the most common design patterns used in options trading
- Save time by using the latest C++ features such as the STL and the Boost libraries
Options and Derivatives Programming in C++.pdf
(6.66 MB, 需要: 19 个论坛币)
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