Practical C++20 Financial Programming, 2nd Edition
Apply C++ to programming problems in the financial industry using this hands-on book, updated for C++20. It explains those aspects of the language that are more frequently used in writing financial software, including the Standard Template Library (STL), templates, and various numerical libraries. Practical C++20 Financial Programming also describes many of the important problems in financial engineering that are part of the day-to-day work of financial programmers in large investment banks and hedge funds. The author has extensive experience in the New York City financial industry that is now distilled into this handy guide. Focus is on providing working solutions for common programming problems. Examples are plentiful and provide value in the form of ready-to-use solutions that you can immediately apply in your day-to-day work. You'll see examples of matrix manipulations, curve fitting, histogram generation, numerical integration, and differential equation analysis, and you'll le ...
Apply C++ to programming problems in the financial industry using this hands-on book, updated for C++20. It explains those aspects of the language that are more frequently used in writing financial software, including the Standard Template Library (STL), templates, and various numerical libraries. Practical C++20 Financial Programming also describes many of the important problems in financial engineering that are part of the day-to-day work of financial programmers in large investment banks and hedge funds. The author has extensive experience in the New York City financial industry that is now distilled into this handy guide. Focus is on providing working solutions for common programming problems. Examples are plentiful and provide value in the form of ready-to-use solutions that you can immediately apply in your day-to-day work. You'll see examples of matrix manipulations, curve fitting, histogram generation, numerical integration, and differential equation analysis, and you'll le ...
Blockchain Enabled Applications, 2nd Edition
Learn all about blockchain and its applications in cryptocurrency, healthcare, Internet of Things, finance, decentralized organizations, and more. Featuring case studies and practical insights, this book covers a unique mix of topics and offers insight into how to overcome hurdles that arise as the market and consumers grow accustomed to blockchain-based organizations and services. The book is divided into three major sections. The first section provides a historical background to blockchain technology. You will start with a historical context to financial capital markets when Bitcoin was invented, followed by mining protocols, the need for consensus, hardware mining, etc. Next, a formal introduction to blockchain is provided covering transaction workflow, role of decentralized network, and payment verification. Then, we dive deep into a different implementation of a blockchain: Ethereum. The main technical features, such as Ethereum Virtual Machine, are presented along with the smart ...
Learn all about blockchain and its applications in cryptocurrency, healthcare, Internet of Things, finance, decentralized organizations, and more. Featuring case studies and practical insights, this book covers a unique mix of topics and offers insight into how to overcome hurdles that arise as the market and consumers grow accustomed to blockchain-based organizations and services. The book is divided into three major sections. The first section provides a historical background to blockchain technology. You will start with a historical context to financial capital markets when Bitcoin was invented, followed by mining protocols, the need for consensus, hardware mining, etc. Next, a formal introduction to blockchain is provided covering transaction workflow, role of decentralized network, and payment verification. Then, we dive deep into a different implementation of a blockchain: Ethereum. The main technical features, such as Ethereum Virtual Machine, are presented along with the smart ...
Financial Numerical Recipes in C++
This book is a a discussion of the calculation of specific formulas in finance. The field of finance has seen a rapid development in recent years, with increasing mathematical sophistication. While the formalization of the field can be traced back to the work of Markowitz (1952) on investors mean-variance decisions and Modigliani and Miller (1958) on the capital structure problem, it was the solution for the price of a call option by Black and Scholes (1973); Merton (1973) which really was the starting point for the mathematicalization of finance. The fields of derivatives and fixed income have since then been the main fields where complicated formulas are used. This book is intended to be of use for people who want to both understand and use these formulas, which explains why most of the algorithms presented later are derivatives prices. This project started when I was teaching a course in derivatives at the University of British Columbia, in the course of which I sat down and wrot ...
This book is a a discussion of the calculation of specific formulas in finance. The field of finance has seen a rapid development in recent years, with increasing mathematical sophistication. While the formalization of the field can be traced back to the work of Markowitz (1952) on investors mean-variance decisions and Modigliani and Miller (1958) on the capital structure problem, it was the solution for the price of a call option by Black and Scholes (1973); Merton (1973) which really was the starting point for the mathematicalization of finance. The fields of derivatives and fixed income have since then been the main fields where complicated formulas are used. This book is intended to be of use for people who want to both understand and use these formulas, which explains why most of the algorithms presented later are derivatives prices. This project started when I was teaching a course in derivatives at the University of British Columbia, in the course of which I sat down and wrot ...
Financial Theory with Python
Nowadays, finance, mathematics, and programming are intrinsically linked. This book provides the relevant foundations of each discipline to give you the major tools you need to get started in the world of computational finance. Using an approach where mathematical concepts provide the common background against which financial ideas and programming techniques are learned, this practical guide teaches you the basics of financial economics. Written by the best-selling author of Python for Finance, Yves Hilpisch, Financial Theory with Python explains financial, mathematical, and Python programming concepts in an integrative manner so that the interdisciplinary concepts reinforce each other. Draw upon mathematics to learn the foundations of financial theory and Python programming; Learn about financial theory, financial data modeling, and the use of Python for computational finance; Leverage simple economic models to better understand basic notions of finance and Python programming co ...
Nowadays, finance, mathematics, and programming are intrinsically linked. This book provides the relevant foundations of each discipline to give you the major tools you need to get started in the world of computational finance. Using an approach where mathematical concepts provide the common background against which financial ideas and programming techniques are learned, this practical guide teaches you the basics of financial economics. Written by the best-selling author of Python for Finance, Yves Hilpisch, Financial Theory with Python explains financial, mathematical, and Python programming concepts in an integrative manner so that the interdisciplinary concepts reinforce each other. Draw upon mathematics to learn the foundations of financial theory and Python programming; Learn about financial theory, financial data modeling, and the use of Python for computational finance; Leverage simple economic models to better understand basic notions of finance and Python programming co ...
Grokking Streaming Systems
Grokking Streaming Systems is a simple guide to the complex concepts behind streaming systems. This friendly and framework-agnostic tutorial teaches you how to handle real-time events, and even design and build your own streaming job that's a perfect fit for your needs. Each new idea is carefully explained with diagrams, clear examples, and fun dialogue between perplexed personalities! Streaming systems minimize the time between receiving and processing event data, so they can deliver responses in real time. For applications in finance, security, and IoT where milliseconds matter, streaming systems are a requirement. And streaming is hot! Skills on platforms like Spark, Heron, and Kafka are in high demand. Grokking Streaming Systems introduces real-time event streaming applications in clear, reader-friendly language. This engaging book illuminates core concepts like data parallelization, event windows, and backpressure without getting bogged down in framework-specific details. As ...
Grokking Streaming Systems is a simple guide to the complex concepts behind streaming systems. This friendly and framework-agnostic tutorial teaches you how to handle real-time events, and even design and build your own streaming job that's a perfect fit for your needs. Each new idea is carefully explained with diagrams, clear examples, and fun dialogue between perplexed personalities! Streaming systems minimize the time between receiving and processing event data, so they can deliver responses in real time. For applications in finance, security, and IoT where milliseconds matter, streaming systems are a requirement. And streaming is hot! Skills on platforms like Spark, Heron, and Kafka are in high demand. Grokking Streaming Systems introduces real-time event streaming applications in clear, reader-friendly language. This engaging book illuminates core concepts like data parallelization, event windows, and backpressure without getting bogged down in framework-specific details. As ...
Essential Mathematics for Quantum Computing
Quantum computing is an exciting subject that offers hope to solve the world's most complex problems at a quicker pace. It is being used quite widely in different spheres of technology, including cybersecurity, finance, and many more, but its concepts, such as superposition, are often misunderstood because engineers may not know the math to understand them. This book will teach the requisite math concepts in an intuitive way and connect them to principles in quantum computing. Starting with the most basic of concepts, 2D vectors that are just line segments in space, you'll move on to tackle matrix multiplication using an instinctive method. Linearity is the major theme throughout the book and since quantum mechanics is a linear theory, you'll see how they go hand in hand. As you advance, you'll understand intrinsically what a vector is and how to transform vectors with matrices and operators. You'll also see how complex numbers make their voices heard and understand the probability ...
Quantum computing is an exciting subject that offers hope to solve the world's most complex problems at a quicker pace. It is being used quite widely in different spheres of technology, including cybersecurity, finance, and many more, but its concepts, such as superposition, are often misunderstood because engineers may not know the math to understand them. This book will teach the requisite math concepts in an intuitive way and connect them to principles in quantum computing. Starting with the most basic of concepts, 2D vectors that are just line segments in space, you'll move on to tackle matrix multiplication using an instinctive method. Linearity is the major theme throughout the book and since quantum mechanics is a linear theory, you'll see how they go hand in hand. As you advance, you'll understand intrinsically what a vector is and how to transform vectors with matrices and operators. You'll also see how complex numbers make their voices heard and understand the probability ...
Python for MATLAB Development
Python for MATLAB Development shows you how to enhance MATLAB with Python solutions to a vast array of computational problems in science, engineering, artificial intelligence, statistics, finance, and simulation. It is three books in one: A thorough Python tutorial that leverages your existing MATLAB knowledge with a comprehensive collection of MATLAB/Python equivalent expressions; A reference guide to setting up and managing a Python environment that integrates cleanly with MATLAB; A collection of recipes that demonstrate Python solutions invoked directly from MATLAB . The demonstrated techniques and explanations will help you solve your own challenging problems in MATLAB using open source Python modules. Python is the ultimate MATLAB Toolbox and this book is your guide to its use. ...
Python for MATLAB Development shows you how to enhance MATLAB with Python solutions to a vast array of computational problems in science, engineering, artificial intelligence, statistics, finance, and simulation. It is three books in one: A thorough Python tutorial that leverages your existing MATLAB knowledge with a comprehensive collection of MATLAB/Python equivalent expressions; A reference guide to setting up and managing a Python environment that integrates cleanly with MATLAB; A collection of recipes that demonstrate Python solutions invoked directly from MATLAB . The demonstrated techniques and explanations will help you solve your own challenging problems in MATLAB using open source Python modules. Python is the ultimate MATLAB Toolbox and this book is your guide to its use. ...
Algorithms and Data Structures for Massive Datasets
Algorithms and Data Structures for Massive Datasets reveals a toolbox of new methods that are perfect for handling modern big data applications. You'll explore the novel data structures and algorithms that underpin Google, Facebook, and other enterprise applications that work with truly massive amounts of data. These effective techniques can be applied to any discipline, from finance to text analysis. Graphics, illustrations, and hands-on industry examples make complex ideas practical to implement in your projects - and there's no mathematical proofs to puzzle over. Work through this one-of-a-kind guide, and you'll find the sweet spot of saving space without sacrificing your data's accuracy. Standard algorithms and data structures may become slow - or fail altogether - when applied to large distributed datasets. Choosing algorithms designed for big data saves time, increases accuracy, and reduces processing cost. This unique book distills cutting-edge research papers into practical ...
Algorithms and Data Structures for Massive Datasets reveals a toolbox of new methods that are perfect for handling modern big data applications. You'll explore the novel data structures and algorithms that underpin Google, Facebook, and other enterprise applications that work with truly massive amounts of data. These effective techniques can be applied to any discipline, from finance to text analysis. Graphics, illustrations, and hands-on industry examples make complex ideas practical to implement in your projects - and there's no mathematical proofs to puzzle over. Work through this one-of-a-kind guide, and you'll find the sweet spot of saving space without sacrificing your data's accuracy. Standard algorithms and data structures may become slow - or fail altogether - when applied to large distributed datasets. Choosing algorithms designed for big data saves time, increases accuracy, and reduces processing cost. This unique book distills cutting-edge research papers into practical ...
Qiskit Pocket Guide
The quantum computing market is predicted to grow by nearly $1.3 billion over the next five years. Why? Given their quantum mechanical nature, quantum computers are expected to solve difficult problems in chemistry, optimization, finance, and machine learning that classical computers find impossible to unravel. This pocket guide provides software developers with a quick reference to Qiskit, an open source SDK for working with quantum computers. Packed with helpful programming examples, tables, figures, and lists, this handy book helps you find the information you need to develop and debug quantum programs. Whether you're focused on business, engineering, or scientific applications, you'll learn how to choose and apply appropriate Qiskit classes, methods, and functions. Learn how to create quantum circuits, define quantum gates, and leverage the transpiler; Explore modules for implementing quantum information concepts and quantum algorithms; Survey features of Qiskit that abstr ...
The quantum computing market is predicted to grow by nearly $1.3 billion over the next five years. Why? Given their quantum mechanical nature, quantum computers are expected to solve difficult problems in chemistry, optimization, finance, and machine learning that classical computers find impossible to unravel. This pocket guide provides software developers with a quick reference to Qiskit, an open source SDK for working with quantum computers. Packed with helpful programming examples, tables, figures, and lists, this handy book helps you find the information you need to develop and debug quantum programs. Whether you're focused on business, engineering, or scientific applications, you'll learn how to choose and apply appropriate Qiskit classes, methods, and functions. Learn how to create quantum circuits, define quantum gates, and leverage the transpiler; Explore modules for implementing quantum information concepts and quantum algorithms; Survey features of Qiskit that abstr ...
Advanced Analytics with PySpark
The amount of data being generated today is staggering and growing. Apache Spark has emerged as the de facto tool to analyze big data and is now a critical part of the data science toolbox. Updated for Spark 3.0, this practical guide brings together Spark, statistical methods, and real-world datasets to teach you how to approach analytics problems using PySpark, Spark's Python API, and other best practices in Spark programming. Data scientists Akash Tandon, Sandy Ryza, Uri Laserson, Sean Owen, and Josh Wills offer an introduction to the Spark ecosystem, then dive into patterns that apply common techniques-including classification, clustering, collaborative filtering, and anomaly detection, to fields such as genomics, security, and finance. This updated edition also covers NLP and image processing. If you have a basic understanding of machine learning and statistics and you program in Python, this book will get you started with large-scale data analysis. Familiarize yourself wi ...
The amount of data being generated today is staggering and growing. Apache Spark has emerged as the de facto tool to analyze big data and is now a critical part of the data science toolbox. Updated for Spark 3.0, this practical guide brings together Spark, statistical methods, and real-world datasets to teach you how to approach analytics problems using PySpark, Spark's Python API, and other best practices in Spark programming. Data scientists Akash Tandon, Sandy Ryza, Uri Laserson, Sean Owen, and Josh Wills offer an introduction to the Spark ecosystem, then dive into patterns that apply common techniques-including classification, clustering, collaborative filtering, and anomaly detection, to fields such as genomics, security, and finance. This updated edition also covers NLP and image processing. If you have a basic understanding of machine learning and statistics and you program in Python, this book will get you started with large-scale data analysis. Familiarize yourself wi ...