Kategoria BISAC: Computers >> Languages - C++

From the elegance of the Black Scholes equation to the complexity of multi-factor interest rate models and hybrid derivatives, this book is your comprehensive guide to quantitative finance, complete with 15+ advanced C++ projects using QuantLib and Boost.

You ll move seamlessly from mathematical foundations to real-world implementation, building a professional-grade toolkit for pricing, risk analysis, and calibration. Inside, you will learn core option pricing methods, master single-and multi-factor interest rate models, and construct and calibrate trees and lattices for advanced...

Ready to learn programming with less effort and more fun? Then do it the lazy way! C++26 for Lazy Programmers uses humor and fun to make you actually willing to read and eager to do the projects as you master the popular and powerful C++ language.

Along the way it introduces features from the new C++26 standard including increased support for compile-time computation with constexpr and static_assert, as well as contracts, and covers ranges, views, move semantics, format strings, smart pointers, lambda functions and concepts (template parameter requirements), and provides brief...

Learn to build robust, scalable financial models to position yourself as an expert in computational finance. At a time when the financial industry demands an increasingly complex and accurate mode, this book ensures you stay ahead of the curve by leveraging the latest advancements in programming to develop faster, more reliable, and maintainable financial software.

To begin, you’ll explore key features of C++23, object-oriented programming, and template-based design patterns critical for building reusable financial components. From there, dive into a range of numerical...