Books based on Software engineering for finance.

[syunus]

In Baruch curriculum i saw a compulsory module which is about sofrware engineering. Can a Baruch alumni, professor or student confirm if there is any book used as refernce material for this module? I saw on github projects by Baruch students who developed trading systems as part of this module. I have only learnt C++ as pricing tool. I Would like to learn how one can develop a trading system.

 

[Daniel Duffy]

Good question. I have been doing design in C++ since the 90s. You might find some useful background here.

Blog: Articles on C++11 and Computational Finance (by Daniel J. Duffy)

On this blog I would like to share some of my work. Feedback relating to these topics very welcome.

quantnet.com

I am probably the only one on the planet who writes C++ books for finance.

I prefer 'Software Design' to "Software Engineering',