Hanson D. Learning Modern C++ for Finance: Foundations for Quantitative Programming

O’Reilly Media, 2024. — 426 p. — ISBN 1098100808.This practical book demonstrates why C++ is still one of the dominant production-quality languages for financial applications and systems. Many programmers believe that C++ is too difficult to learn. Author Daniel Hanson demonstrates that this is no longer the case, thanks to modern features added to the C++ Standard beginning in 2011. Financial programmers will discover how to leverage C++ abstractions that enable safe implementation of financial models. You’ll also explore how popular open source libraries provide additional weapons for attacking mathematical problems. C++ programmers unfamiliar with financial applications also benefit from this handy guide.Learn C++ basics from a modern perspective: syntax, inheritance, polymorphism, composition, STL containers, and algorithms.
Dive into newer features and abstractions including functional programming using lambdas, task-based concurrency, and smart pointers.
Implement basic numerical routines in modern C++.
Understand best practices for writing clean and efficient code.True PDF