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Author:   Carlos Oliveira
Publisher:   APress
Imprint:   APress
Edition:   Third Edition
Weight:   0.618kg
ISBN:  

9781484298268

ISBN 10:   1484298268
Pages:   299
Publication Date:   01 November 2023
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand  
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Table of Contents

Chapter 1: Options Concept.- Chapter 2: Financial Derivatives.- Chapter 3: Basic Algorithms.- Chapter 4: Object-Oriented Techniques.- Chapter 5: Design Patterns for Options Processing.- Chapter 6: C++ Template-Based Techniques.- Chapter 7: STL for Derivative Programming.- Chapter 8: Functional Programming Techniques.- Chapter 9: Linear Algebra Algorithms.- Chapter 10: Numerical Analysis Algorithms in C++.- Chapter 11: Solving Models Based on Differential Equations.- Chapter 12: Basic Models for Options Pricing.- Chapter 13: Monte-Carlo Techniques for Options Pricing.- Chapter 14: Back Testing Option Strategies.- Chapter 15: Using C++ libraries for Finance.- Chapter 16: Credit Derivatives.- Chapter 17: Processing Financial Data.

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Author Information

Carlos Oliveira works in the area of data science, with more than 15 years of experience in creating scientific, quantitative and financial models with C++. During his career, Carlos has developed several large-scale applications for companies such as Amazon and Bloomberg LP. Carlos Oliveira obtained a PhD in operations research and systems engineering from the University of Florida, an MSc in computer science from UFC (Brazil), and a BSc in computer science from UECE (Brazil). He has also performed academic research in the field of combinatorial optimization, with applications in diverse areas such as finance, telecommunications, computational biology, and logistics. Carlos has written more than 30 academic papers on optimization, and authored four books, including Practical C++20 Financial Programming (Apress, 2020).

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