Learning Modern C++ for Finance : Foundations for Quantitative Programming Paperback / softback

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 algorithmsDive into newer features and abstractions including functional programming using lambdas, task-based concurrency, and smart pointersEmploy common but nontrivial financial models in modern C++Explore external open source math libraries, particularly Eigen and BoostImplement basic numerical routines in modern C++Understand best practices for writing clean and efficient code