Learning Modern C++ for Finance
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A01=Daniel Hanson
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Author_Daniel Hanson
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C++11 C++17 C++20 finance derivatives quant development
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Product details
- ISBN 9781098100803
- Dimensions: 178 x 233mm
- Publication Date: 19 Nov 2024
- Publisher: O'Reilly Media
- Publication City/Country: US
- Product Form: Paperback
- Language: English
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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. Youall 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.
- Learn C++ basics from a modern perspective: syntax, inheritance, polymorphism, composition, STL containers, and algorithms
- Dive into newer features and abstractions including functional programming using lambdas, task-based concurrency, and smart pointers
- Implement basic numerical routines in modern C++
- Understand best practices for writing clean and efficient code
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.
