Home eBooks Download › learning modern c for finance

Learning Modern C For Finance

Download Learning Modern C For Finance PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Learning Modern C For Finance book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page

Learning Modern C For Finance

DOWNLOAD
Author : Daniel Hanson
language : en
Publisher: "O'Reilly Media, Inc."
Release Date : 2024-11-04

Learning Modern C For Finance written by Daniel Hanson and has been published by "O'Reilly Media, Inc." this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-11-04 with Business & Economics categories.

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

Modern Computational Finance

DOWNLOAD
Author : Antoine Savine
language : en
Publisher: John Wiley & Sons
Release Date : 2018-11-20

Modern Computational Finance written by Antoine Savine and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-20 with Mathematics categories.

Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in modern financial software to produce thousands of accurate risk sensitivities, within seconds, on light hardware. AAD recently became a centerpiece of modern financial systems and a key skill for all quantitative analysts, developers, risk professionals or anyone involved with derivatives. It is increasingly taught in Masters and PhD programs in finance. Danske Bank's wide scale implementation of AAD in its production and regulatory systems won the In-House System of the Year 2015 Risk award. The Modern Computational Finance books, written by three of the very people who designed Danske Bank's systems, offer a unique insight into the modern implementation of financial models. The volumes combine financial modelling, mathematics and programming to resolve real life financial problems and produce effective derivatives software. This volume is a complete, self-contained learning reference for AAD, and its application in finance. AAD is explained in deep detail throughout chapters that gently lead readers from the theoretical foundations to the most delicate areas of an efficient implementation, such as memory management, parallel implementation and acceleration with expression templates. The book comes with professional source code in C++, including an efficient, up to date implementation of AAD and a generic parallel simulation library. Modern C++, high performance parallel programming and interfacing C++ with Excel are also covered. The book builds the code step-by-step, while the code illustrates the concepts and notions developed in the book.

Introduction To C For Financial Engineers

DOWNLOAD
Author : Daniel J. Duffy
language : en
Publisher: John Wiley & Sons
Release Date : 2013-10-24

Introduction To C For Financial Engineers written by Daniel J. Duffy and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-24 with Business & Economics categories.

This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required -- experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book: C++ fundamentals and object-oriented thinking in QF Advanced object-oriented features such as inheritance and polymorphism Template programming and the Standard Template Library (STL) An introduction to GOF design patterns and their applications in QF Applications The kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods. This book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF. This book is the perfect companion to Daniel J. Duffy’s book Financial Instrument Pricing using C++ (Wiley 2004, 0470855096 / 9780470021620)

Python For Finance Cookbook

DOWNLOAD
Author : Eryk Lewinson
language : en
Publisher: Packt Publishing Ltd
Release Date : 2020-01-31

Python For Finance Cookbook written by Eryk Lewinson and has been published by Packt Publishing Ltd this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-01-31 with Computers categories.

Solve common and not-so-common financial problems using Python libraries such as NumPy, SciPy, and pandas Key FeaturesUse powerful Python libraries such as pandas, NumPy, and SciPy to analyze your financial dataExplore unique recipes for financial data analysis and processing with PythonEstimate popular financial models such as CAPM and GARCH using a problem-solution approachBook Description Python is one of the most popular programming languages used in the financial industry, with a huge set of accompanying libraries. In this book, you'll cover different ways of downloading financial data and preparing it for modeling. You'll calculate popular indicators used in technical analysis, such as Bollinger Bands, MACD, RSI, and backtest automatic trading strategies. Next, you'll cover time series analysis and models, such as exponential smoothing, ARIMA, and GARCH (including multivariate specifications), before exploring the popular CAPM and the Fama-French three-factor model. You'll then discover how to optimize asset allocation and use Monte Carlo simulations for tasks such as calculating the price of American options and estimating the Value at Risk (VaR). In later chapters, you'll work through an entire data science project in the financial domain. You'll also learn how to solve the credit card fraud and default problems using advanced classifiers such as random forest, XGBoost, LightGBM, and stacked models. You'll then be able to tune the hyperparameters of the models and handle class imbalance. Finally, you'll focus on learning how to use deep learning (PyTorch) for approaching financial tasks. By the end of this book, you’ll have learned how to effectively analyze financial data using a recipe-based approach. What you will learnDownload and preprocess financial data from different sourcesBacktest the performance of automatic trading strategies in a real-world settingEstimate financial econometrics models in Python and interpret their resultsUse Monte Carlo simulations for a variety of tasks such as derivatives valuation and risk assessmentImprove the performance of financial models with the latest Python librariesApply machine learning and deep learning techniques to solve different financial problemsUnderstand the different approaches used to model financial time series dataWho this book is for This book is for financial analysts, data analysts, and Python developers who want to learn how to implement a broad range of tasks in the finance domain. Data scientists looking to devise intelligent financial strategies to perform efficient financial analysis will also find this book useful. Working knowledge of the Python programming language is mandatory to grasp the concepts covered in the book effectively.

Modern C Design

DOWNLOAD
Author : Andrei Alexandrescu
language : en
Publisher: Addison-Wesley Professional
Release Date : 2001

Modern C Design written by Andrei Alexandrescu and has been published by Addison-Wesley Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Computers categories.

This title documents a convergence of programming techniques - generic programming, template metaprogramming, object-oriented programming and design patterns. It describes the C++ techniques used in generic programming and implements a number of industrial strength components.

21st Century C

DOWNLOAD
Author : Ben Klemens
language : en
Publisher: "O'Reilly Media, Inc."
Release Date : 2012-10-15

21st Century C written by Ben Klemens and has been published by "O'Reilly Media, Inc." this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-10-15 with Computers categories.

Throw out your old ideas of C, and relearn a programming language that’s substantially outgrown its origins. With 21st Century C, you’ll discover up-to-date techniques that are absent from every other C text available. C isn’t just the foundation of modern programming languages, it is a modern language, ideal for writing efficient, state-of-the-art applications. Learn to dump old habits that made sense on mainframes, and pick up the tools you need to use this evolved and aggressively simple language. No matter what programming language you currently champion, you’ll agree that C rocks. Set up a C programming environment with shell facilities, makefiles, text editors, debuggers, and memory checkers Use Autotools, C’s de facto cross-platform package manager Learn which older C concepts should be downplayed or deprecated Explore problematic C concepts that are too useful to throw out Solve C’s string-building problems with C-standard and POSIX-standard functions Use modern syntactic features for functions that take structured inputs Build high-level object-based libraries and programs Apply existing C libraries for doing advanced math, talking to Internet servers, and running databases

Modern Computational Finance

DOWNLOAD
Author : Antoine Savine
language : en
Publisher: John Wiley & Sons
Release Date : 2018-11-13

C Concurrency In Action

DOWNLOAD
Author : Anthony Williams
language : en
Publisher: Manning Publications
Release Date : 2019

C Concurrency In Action written by Anthony Williams and has been published by Manning Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with Computers categories.

C++ Concurrency in Action, Second Edition is the definitive guide to writing elegant multithreaded applications in C++. Updated for C++ 17, it carefully addresses every aspect of concurrent development, from starting new threads to designing fully functional multithreaded algorithms and data structures. Concurrency master Anthony Williams presents examples and practical tasks in every chapter, including insights that will delight even the most experienced developer. -- Provided by publisher.

Design Patterns In Modern C

DOWNLOAD
Author : Dmitri Nesteruk
language : en
Publisher: Apress
Release Date : 2018-04-18

Design Patterns In Modern C written by Dmitri Nesteruk and has been published by Apress this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-04-18 with Computers categories.

Apply modern C++17 to the implementations of classic design patterns. As well as covering traditional design patterns, this book fleshes out new patterns and approaches that will be useful to C++ developers. The author presents concepts as a fun investigation of how problems can be solved in different ways, along the way using varying degrees of technical sophistication and explaining different sorts of trade-offs. Design Patterns in Modern C++ also provides a technology demo for modern C++, showcasing how some of its latest features (e.g., coroutines) make difficult problems a lot easier to solve. The examples in this book are all suitable for putting into production, with only a few simplifications made in order to aid readability. What You Will Learn Apply design patterns to modern C++ programming Use creational patterns of builder, factories, prototype and singleton Implement structural patterns such as adapter, bridge, decorator, facade and more Work with the behavioral patterns such as chain of responsibility, command, iterator, mediator and more Apply functional design patterns such as Monad and more Who This Book Is For Those with at least some prior programming experience, especially in C++.

Modern Computational Finance

DOWNLOAD
Author : Antoine Savine
language : en
Publisher: John Wiley & Sons
Release Date : 2021-11-02

An incisive and essential guide to building a complete system for derivative scripting In Volume 2 of Modern Computational Finance Scripting for Derivatives and xVA, quantitative finance experts and practitioners Drs. Antoine Savine and Jesper Andreasen deliver an indispensable and insightful roadmap to the interrogation, aggregation, and manipulation of cash-flows in a variety of ways. The book demonstrates how to facilitate portfolio-wide risk assessment and regulatory calculations (like xVA). Complete with a professional scripting library written in modern C++, this stand-alone volume walks readers through the construction of a comprehensive risk and valuation tool. This essential book also offers: Effective strategies for improving scripting libraries, from basic examples—like support for dates and vectors—to advanced improvements, including American Monte Carlo techniques Exploration of the concepts of fuzzy logic and risk sensitivities, including support for smoothing and condition domains Discussion of the application of scripting to xVA, complete with a full treatment of branching Perfect for quantitative analysts, risk professionals, system developers, derivatives traders, and financial analysts, Modern Computational Finance Scripting for Derivatives and xVA: Volume 2 is also a must-read resource for students and teachers in master’s and PhD finance programs.

Learning Modern C For Finance

Recent Posts