{"product_id":"learning-modern-c-for-finance-foundations-for-quantitative-programming-paperback","title":"Learning Modern C++ for Finance: Foundations for Quantitative Programming - Paperback","description":"\u003cdiv\u003e\u003cp style=\"text-align: right;\"\u003e\u003ca href=\"https:\/\/reportcopyrightinfringement.com\/\" target=\"_blank\" rel=\"nofollow\"\u003e\u003cb\u003eReport copyright infringement\u003c\/b\u003e\u003c\/a\u003e\u003c\/p\u003e\u003c\/div\u003e\u003cp\u003eby \u003cb\u003eDaniel Hanson\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis 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. \u003c\/p\u003e\u003cp\u003eFinancial 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. \u003c\/p\u003e\u003cul\u003e \u003cli\u003eLearn C++ basics from a modern perspective: syntax, inheritance, polymorphism, composition, STL containers, and algorithms \u003c\/li\u003e\n\u003cli\u003eDive into newer features and abstractions including functional programming using lambdas, task-based concurrency, and smart pointers \u003c\/li\u003e\n\u003cli\u003eImplement basic numerical routines in modern C++ \u003c\/li\u003e\n\u003cli\u003eUnderstand best practices for writing clean and efficient code\u003ch3\u003eAuthor Biography\u003c\/h3\u003e\n\u003cp\u003e\u003c\/p\u003e\n\u003cp\u003eDaniel Hanson spent over 20 years in quantitative development in finance, primarily with C++ implementation of option pricing and portfolio risk models, trading systems, and library development. He now holds a full-time lecturer position in the Department of Applied Mathematics at the University of Washington, teaching quantitative development courses in the Computational Finance \u0026amp; Risk Management (CFRM) undergraduate and graduate programs. Among the classes he teaches is graduate-level sequence in C++ for quantitative finance, ranging from an introductory level through advanced. He also mentors Google Summer of Code student projects involving mathematical model implementations in C++ and R.\u003c\/p\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 428\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 0.87 x 9.19 x 7 IN\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e December 10, 2024\u003c\/div\u003e\n            \u003c\/li\u003e\n\u003c\/ul\u003e","brand":"BooksCloud","offers":[{"title":"Default Title","offer_id":44846078001254,"sku":"9781098100803","price":75.63,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0599\/7255\/0758\/files\/PtQadalWmW9781098100803.webp?v=1772676321","url":"https:\/\/infinitylightwa.com\/products\/learning-modern-c-for-finance-foundations-for-quantitative-programming-paperback","provider":"Infinity Light","version":"1.0","type":"link"}