很多金融建模都倾向于Python、R和VBA,但许多开发人员在性能方面遇到了这些语言的障碍。这本实用的书展示了为什么C++仍然是金融应用程序和系统的主要生产质量语言之一。许多程序员认为C++太难学了。作家丹尼尔·汉森证明,情况不再如此。
来自Python或其他解释语言的金融程序员将发现如何利用C++抽象来实现更安全、更快的金融模型。您还将探索流行的开源库如何为攻击数学问题提供额外的武器。不熟悉金融应用程序的C++程序员也将受益于这本方便的指南。
学习C++基础知识:语法、继承、多态性、组合、STL容器和算法
深入研究新的特性和抽象,包括使用lambdas的函数编程、基于任务的并发性和智能指针
在现代C语言中使用常见但非平凡的财务模型++
探索外部开源数学库,尤其是Eigen和Boost
在现代C语言中实现基本的数值例程++
了解编写干净高效代码的最佳实践
Learning Modern C++ for Finance (Early Release)
A lot of financial modeling has gravitated toward Python, R, and VBA, but many developers hit a wall with these languages when it comes to performance. 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.
Financial programmers coming from Python or another interpreted language will discover how to leverage C++ abstractions that enable safer and quicker 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 will also benefit from this handy guide.
Learn C++ basics: 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
Employ common but nontrivial financial models in modern C++
Explore external open source math libraries, particularly Eigen and Boost
Implement basic numerical routines in modern C++
Understand best practices for writing clean and efficient code
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