- Cover
- Title
- Copyright
- Dedication
- Contents at a Glance
- Contents
- About the Author
- About the Technical Reviewer
- Acknowledgments
- Introduction
- Chapter 1: The Fixed Income Market
- Chapter 2: The Equities Market
- Chapter 3: C++ Programming Techniques in Finance
- Chapter 4: Common Libraries for Financial Applications
- Chapter 5: Designing Numerical Classes
- Chapter 6: Plotting Financial Data
- Chapter 7: Linear Algebra
- Chapter 8: Interpolation
- Chapter 9: Calculating Roots of Equations
- Chapter 10: Numerical Integration
- Chapter 11: Solving ODEs and PDEs
- Chapter 12: Optimization
- Chapter 13: Asset and Portfolio Optimization
- Chapter 14: Monte Carlo Methods
- Chapter 15: Extending Financial Libraries
- Chapter 16: Using C++ with R and Maxima
- Chapter 17: Multithreading
- Appendix A: C++11/14 Features
- Automatic Type Detection
- Lambdas
- User-Defined Literals
- Range-based for
- Rvalue References
- New Function Declarator Syntax and Decltype
- Delegating Constructors
- Inheriting Constructors
- Generalized Attributes
- Generalized Constant Expressions
- Null Pointer Constant
- Defaulted and Deleted Member Functions
- Right-Angle Brackets
- Initializer Lists
- Index
Practical C++ Financial Programming
Carlos Oliveira
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