{"product_id":"9781430267164","title":"Practical C++ Financial Programming","description":"\u003cp\u003e    \u003cem\u003ePractical C++ Financial Programming\u003c\/em\u003e is a hands-on book for programmers wanting to apply C++ to programming problems in the financial industry. The book explains those aspects of the language that are more frequently used in writing financial software, including the STL, templates, and various numerical libraries. The book also describes many of the important problems in financial engineering that are part of the day-to-day work of financial programmers in large investment banks and hedge funds. The author has extensive experience in the New York City financial industry that is now distilled into this handy guide. \u003c\/p\u003e\u003cp\u003eFocus is on providing working solutions for common programming problems. Examples are plentiful and provide value in the form of ready-to-use solutions that you can immediately apply in your day-to-day work. You’ll learn to design efficient, numerical classes for use in finance, as well as to use those classes provided by Boost and other libraries. You’ll see examples of matrix manipulations, curve fitting, histogram generation, numerical integration, and differential equation analysis, and you’ll learn how all these techniques can be applied to some of the most common areas of financial software development. These areas include performance price forecasting, optimizing investment portfolios, and more. The book style is quick and to-the-point, delivering a refreshing view of what one needs to master in order to thrive as a C++ programmer in the financial industry. \u003c\/p\u003e\u003cul\u003e \u003cli\u003eCovers aspects of C++ especially relevant to financial programming.\u003c\/li\u003e \u003cli\u003eProvides working solutions to commonly-encountered problems in finance.\u003c\/li\u003e \u003cli\u003eDelivers in a refreshing and easy style with a strong focus on the practical.\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003e     \u003c\/p\u003e    What you’ll learn\u003cul\u003e \u003cli\u003eUnderstand the fundamental problem types in the financial market.\u003c\/li\u003e \u003cli\u003eDesign algorithms to solve financial programming problems.\u003c\/li\u003e \u003cli\u003eExtend C++ through Python extensions and LUA modules.\u003c\/li\u003e \u003cli\u003eEmploy third-party numeric libraries such as those from Boost.\u003c\/li\u003e \u003cli\u003eProperly engage key C++ features such as templates and exception handling.\u003c\/li\u003e \u003cli\u003eBenefit from new features in C++14, such as auto variables and closures.\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eWho this book is for      \u003c\/p\u003e\u003cp\u003e     \u003cem\u003ePractical C++ Financial Programming\u003c\/em\u003e is for professionals or advanced students who have interest in learning C++ financial programming, especially in preparation for a professional career. Readers should have a working-knowledge of programming in C, C++, or some other C-like language. The book is also useful to current practitioners at financial institutions as a ready-reference to common development problems and techniques.      \u003c\/p\u003e     Table of Contents\u003col\u003e\n\u003cli\u003eThe Fixed-Income Market\u003c\/li\u003e\n\u003cli\u003eThe Equities Market\u003c\/li\u003e\n\u003cli\u003eC++ Programming Techniques in Finance\u003c\/li\u003e\n\u003cli\u003eCommon Libraries for Financial Code\u003c\/li\u003e\n\u003cli\u003eDesigning Numerical Classes\u003c\/li\u003e\n\u003cli\u003ePlotting Financial Data\u003c\/li\u003e\n\u003cli\u003eLinear Algebra\u003c\/li\u003e\n\u003cli\u003eInterpolation\u003c\/li\u003e\n\u003cli\u003eCalculating Roots of Equations\u003c\/li\u003e\n\u003cli\u003eNumerical Integration\u003c\/li\u003e\n\u003cli\u003eSolving Partial Differential Equations\u003c\/li\u003e\n\u003cli\u003eAlgorithm Optimization\u003c\/li\u003e\n\u003cli\u003ePortfolio Optimization\u003c\/li\u003e\n\u003cli\u003eMonte Carlo Methods for Equity markets\u003c\/li\u003e\n\u003cli\u003eExtending Financial Libraries\u003c\/li\u003e\n\u003cli\u003eC++ with R and Octave\u003c\/li\u003e\n\u003cli\u003eMultithreading\u003c\/li\u003e\n\u003cli\u003eAppendix A: C++14 Features\u003c\/li\u003e\n\u003c\/ol\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e","brand":"Apress","offers":[{"title":"Default Title","offer_id":47124730740976,"sku":"9781430267164","price":79.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9781430267164_p0.jpg?v=1763749972","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9781430267164","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}