Options and Derivatives Programming in C++2 0 - Carlos Oliveira - książka wyd. 2018

Opis

Options and Derivatives Programming in C++20: Algorithms and Programming Techniques for the Financial Industry is a comprehensive and methodically crafted guide designed for readers who operate at the intersection of quantitative finance and modern software engineering. Written in a traditional, precise academic tone, the book aims to equip financial engineers, quantitative analysts, programmers, and advanced students with the tools needed to implement robust, efficient, and maintainable algorithms for pricing and analyzing derivatives in today’s financial markets. The text presents not only the theoretical foundations of derivatives valuation but also the practical techniques required to translate these mathematical frameworks into high-performance C++20 code.