Options and derivatives programming in C++23 : algorithms and programming techniques for the financial industry
- 3rd ed.
- New York Apress Publisher 2025
- xxiv,299p. PB 26x17cm.
options concepts; financial derivatives; basic C++ algorithms;object-orinted techniques; design patterns for options processing; template -based techniques for derivatives programming; functional programming techniques; linear algebra algorithms; algorithms for numerical analysis; models based on differential equations.