Options and derivatives programming in C++ : algorithms and programming techniques for the financial industry /: algorithms and programming techniques for the financial industry. ([2016])

• Record Type: Book
• Further Information: Note: Carlos Oliveira.
• Authors: Oliveira, Carlos A. S
• Contents: Chapter 1: Options Concepts -- Chapter 2: Financial Derivatives -- Chapter 3: Basic Algorithms -- Chapter 4: Object-Oriented Techniques -- Chapter 5: Design Patterns for Options Processing -- Chapter 6: Template-Based Techniques -- Chapter 7: STL for Derivatives Programming -- Chapter 8: Functional Programming Techniques -- Chapter 9: Linear Algebra Algorithms -- Chapter 10: Algorithms for Numerical Analysis -- Chapter 11: Models Based on Differential Equations -- Chapter 12: Basic Models for Option Pricing -- Chapter 13: Monte-Carlo Methods -- Chapter 14: Using C++ Libraries for Finance.-Chapter 15: Credit Derivatives.
• Publisher Details: New York, New York : Apress
• Publication Date: 2016
• Copyright Date: 2016
• Extent: 1 online resource (1 volume), illustrations
• Subjects: 004; Computer science; C++ (Computer program language); Options (Finance); Derivative securities; C++ (Computer program language); Derivative securities; Options (Finance); Mathematics -- Applied; Business & Economics -- Statistics; Finance & accounting; Probability & statistics; Finance; Statistics; Computers -- Programming Languages -- General; Programming & scripting languages: general; Electronic books
• Languages: English
• ISBNs: 9781484218143; 1484218140
• Related ISBNs: 9781484218136
• Notes: Note: Description based on online resource; title from cover (viewed January 31, 2017).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.