C++ for Quantitative Finance: Hands-On from Foundations to Model Implementation
APLIED COMPUTATIO, 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
