Titlebook: Options and Derivatives Programming in C++; Algorithms and Progr CARLOS OLIVEIRA Book 20161st edition Carlos Oliveira 2016 Quantitative Fin

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Credit Derivatives,ess counterparty. These kinds of derivatives have become increasingly popular in the last decade, because they allow the hedging of complex financial positions even in industries that are not covered by mainstream markets.

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CARLOS OLIVEIRACovers fundamental problems in options and derivatives trading.Presents design patterns for quantitative analysis.Shows how to build valuation models and pricing algorithms

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Object-Oriented Techniques,For the last 30 years, object-oriented techniques have become the standard for software analysis and development. Since C++ fully supports OO programming, it is essential that you have a good understanding of OO techniques in order to solve many of the challenges presented by options and derivatives programming.

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STL for Derivatives Programming,Modern financial programming in C++ makes heavy use of template-based algorithms. Many of the basic algorithms related to trading options and their derivatives are implemented in terms of function and class templates. This is done due to the superior advantages of templates in performance as well as their ability to improve code reuse.

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Models Based on Differential Equations,Differential equations are equations that involve in their terms both a function as well as their mathematical derivatives. Many of these equations arise naturally from the analysis of economic models used for the pricing of options, such as the Black-Scholes model.

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https://doi.org/10.1007/978-1-4842-1814-3Quantitative Finance; Derivatives; Options; Trading; Machine trading; Credit Default Swaps; Forex derivati