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Options and Derivatives Programming in C++: Algorithms and Programming Techniques for the Financial Industry

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Chapter 1: Options ConceptsChapter 2: Financial DerivativesChapter 3: Basic AlgorithmsChapter 4: Object-Oriented Techniques Chapter 5: Design Patterns for Options Processing Chapter 6: Template-Based Techniques Chapter 7: STL for Derivatives Programming Chapter 8: Functional Programming Techniques Chapter 9: Linear Algebra Algorithms Chapter 10: Algorithms for Numerical AnalysisChapter 11: Models Based on Differential EquationsChapter 12: Basic Models for Option PricingChapter 13: Monte-Carlo MethodsChapter 14: Using C++ Libraries for FinanceChapter 15: Credit Derivatives

288 pages, Paperback

Published September 30, 2016

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Carlos Oliveira

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