C++ for Financial Applications: Syntax and Algorithms

282 Pages Posted: 1 Nov 2018 Last revised: 18 Jan 2019

See all articles by Ben Van Vliet

Ben Van Vliet

Illinois Institute of Technology - Stuart School of Business

Date Written: August 23, 2018

Abstract

This working book is a lengthy introduction to the C++ language for financial applications. It includes some topics and simple algorithms related to options pricing (Black Scholes, Binomial Trees), real-time messaging (ITCH,OUCH,FIX), cryptography (SHA-1), low latency data structures (Digital Tree, Look Up Table), and simulation.

Keywords: C++, financial programming, financial engineering

Suggested Citation

Van Vliet, Ben, C++ for Financial Applications: Syntax and Algorithms (August 23, 2018). Available at SSRN: https://ssrn.com/abstract=3261503 or http://dx.doi.org/10.2139/ssrn.3261503

Ben Van Vliet (Contact Author)

Illinois Institute of Technology - Stuart School of Business ( email )

Stuart Graduate School of Business
565 W. Adams St.
Chicago, IL 60661
United States

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