C++ for Quantitative Finance: Hands-On from Foundations to Model Implementation
APPLIED COMPUTATION, QUANT METHODS RELEVANT FOR QUANTITATIVE FINANCE Basic notion of programming required [WORK IN PROGRESS] This blog adopts a hands-on, laboratory-based approach: concepts are developed through direct implementation and problem solving. And practice with real data, implementing calculations and models. The objective is to accelerate the practical application of C++ in computational quantitative finance, emphasizing efficiency, numerical rigor, and real-world modeling. The content is organized as follows: Setup and Configuration Language and Syntax (moderm C++, C++20) Object-Oriented Programming (OOP) Efective and Functional Programming Generic Programming (GP) Applications in Computational Finance . . . . . Boost C++ Libraries Data Strcutures and Algorithms Reference Each session have being public in a separate session due to the Blogger content volume restriction.
