Apply C++ to programming problems in the financial industry using this hands-on book updated
for C++20. It explains those aspects of the language that are more frequently used in writing
financial software including the Standard Template Library (STL) templates and various
numerical libraries. Practical C++20 Financial Programming also describes many of the important
problems in financial engineering that are part of the day-to-day work of financial programmers
in large investment banks and hedge funds. The author has extensive experience in the New York
City financial industry that is now distilled into this handy guide. Focus is on providing
working solutions for common programming problems. Examples are plentiful and provide value in
the form of ready-to-use solutions that you can immediately apply in your day-to-day work.
You'll see examples of matrix manipulations curve fitting histogram generation numerical
integration and differential equation analysis and you'll learn how all these techniques can
be applied to some of the most common areas of financial software development. These areas
include performance price forecasting optimizing investment portfolios and more. The book
style is quick and to-the-point delivering a refreshing view of what one needs to master in
order to thrive as a C++ programmer in the financial industry. What You Will Learn Cover
aspects of C++ especially relevant to financial programming Write working solutions to commonly
encountered problems in finance Design efficient numerical classes for use in finance as well
as to use those classes provided by Boost and other libraries Who This Book Is For Those who
are new to programming for financial applications using C++ but should have some previous
experience with C++.
