Titlebook: Options and Derivatives Programming in C++20; Algorithms and Progr Carlos Oliveira Book 20202nd edition Carlos Oliveira 2020 C++20.C++.Opti

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STL for Derivatives Programming,Modern financial programming in C++ makes heavy use of template-based algorithms. Many of the basic algorithms related to trading options and their derivatives are implemented in terms of function and class templates. This is done due to the superior advantages of templates in performance as well as their ability to improve code reuse.

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Models Based on Differential Equations,Differential equations are equations that involve in their terms both a function and their mathematical derivatives. Many of these equations arise naturally from the analysis of economic models used for the pricing of options, such as the Black-Scholes model.

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Options Concepts,, as well as the need for increased volume and liquidity, have prompted financial institutions to adopt computational techniques as part of their day-to-day operations. This means that there are many opportunities for computer scientists specializing in the design and development of automated strate