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Reference Book on C++ Programming for FE

clichen_quant

C++ Certificate
Joined
5/26/21
Messages
34
Points
118
Hi,

I'm a fresh student in this program who is not really familiar with C/C++. Are there any recommended reference books for tyro to read? Combining the videos and lectures.

Thanks!
 
The only modern C++ books for finance are the ones that I have written.

If C++ is new to you I recommend QN C++ (I am the originator and APalley is TA).

Can't go wrong. Best course on the planet:cool::ninja::coffee:
 
highly recommend the C programming language book in FAQ link. Coincides nicely with the first two levels. After that, the Primer plus is good, although a little long winded. C++ Primer by Lippman is good, and C++ tour by Bjarne is also a nice short book. Duffy's book is also really good for the later levels.
 
YankeesR said:
highly recommend the C programming language book in FAQ link. Coincides nicely with the first two levels. After that, the Primer plus is good, although a little long winded. C++ Primer by Lippman is good, and C++ tour by Bjarne is also a nice short book. Duffy's book is also really good for the later levels.
Click to expand...
Thanks~
 
bigbadwolf said:
John Armstrong's "C++ for Financial Mathematics" isn't bad.
Click to expand...
I looked at TOC. Seems to be well-structured, pedagogically. It is probably pre-C++11 so it won't age well.
Does author provide source code?
Hefty price.

I wold say the next generation C++ apps should be C++20.
 
And this book by Luigi Ballabio on Quantlib library has lots of finance.
Someone who has done QN C++ will have no difficulty using this library.


Implementing QuantLib: Quantitative finance in C++: an inside look at the architecture of the QuantLib library: Ballabio, Luigi: 9791220068925: Amazon.com: Books

Implementing QuantLib: Quantitative finance in C++: an inside look at the architecture of the QuantLib library [Ballabio, Luigi] on Amazon.com. *FREE* shipping on qualifying offers. Implementing QuantLib: Quantitative finance in C++: an inside look at the architecture of the QuantLib library
www.amazon.com
 
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Daniel Duffy said:
It is probably pre-C++11 so it won't age well.
Hefty price
Click to expand...


It was published in 2017 and covers C++ 11 features. Pedagogically speaking it's a masterpiece. Anyone taking your basic C++ course should also have this book at their side. As for price -- *shrug* -- you get what you pay for.
 
I don't have the book. From the TOC I don't see much C++11 buzzwords. Just sayin'.
BTW my basic C++ doesn't cover C++11, I have a different focus, having come from an industrial background where we focus on well-designed and maintainable applications. Each to his own, I suppose.
The QN/Baruch C++ goes to C++20 and that's the standard going forward. The student project will use these features., esp. CONCEPTS.

// Again, does the author provide runnable code?(?)
// I see some C++11 easy features (auto, lambda); new and delete are used, but smart pointers are more up-market
// "using" >> "typeedef" (latter not work on templates ... yuge problem for real code).
 
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One more thing .. my books are reasonably priced and all the time and effort is from my own pocket .. I don't have crowdfunders not subsidies in that sense. I think academics should also give something back to the students. That's my opinion,.
 
Daniel Duffy said:
// Again, does the author provide runnable code?(?)
// I see some C++11 easy features (auto, lambda); new and delete are used, but smart pointers are more up-market
// "using" >> "typeedef" (latter not work on templates ... yuge problem for real code).
Click to expand...

The code library is at the publisher's website. Smart pointers are covered on pp194-197 (briefly because this is an introductory book for people who don't kmow any C++). Typedef is covered in the STL chapter (pp 303-306).

With regard to price it seems to be comparable to your own C++ book, which I bought a couple of years back. I think the publisher (CRC) controls the price rather than the author. The prices seem to be similar to those of Springer. And CRC does publish some very high-quality books.

There may be better introductory C++ books for quants -- but I have not seen them.
 
Most of the C++ writers have given up the chase or have sadly passed.
A remark: learn C syntax before C++, if not it is NOT optimal not at all. typedef is very limited.

The code on the site looks neatly laid out. A bit in the Quantlib style.

I have Datasim Press with Boost C++ books. In this sense I determine the price myself. So, reasonable price.

In general, learning C++ on your own is very difficult. It's like learning judo by video. The best way is to get trained by the sensei himself. He tells you in real time what you are doing wrong.

 
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I used Bruce Eckel's book way back. It might be an idea to check his more recent(?) books.
 

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