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Practical C++ Financial Programming by Carlos Oliveira

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Introduction

This is a hands-on book for programmers who want to learn about how C++ is used in the financial industry. The book concentrates on the parts of the language that are more frequently used to write financial software, including the STL (standard template library), templates, and support for numerical libraries. I also describe many of the important problems in financial engineering that are part of the day-to-day work of financial programmers and quantitative analysts in investment banks and hedge funds.

The book provides how-to examples that cover all the major tools and concepts used to build working solutions for financial applications. Each chapter teaches readers how to use advanced C++ concepts as well as the basic building ...

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