Additional information
by Daniel Hanson (Author)
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. You'll 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
Author Biography
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.
Number of Pages: 428Dimensions: 0.87 x 9.19 x 7 INPublication Date: December 10, 2024
