C++ for Quants
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by Clement D.
Risk

What Is DV01? An Implementation in C++

by Clement D. July 26, 2025
Greeks

How to Calculate Theta for Options in C++

by Clement D. July 19, 2025
Interview

Non-Overlapping Intervals in C++: A Quantitative Developer Interview Question

by Clement D. July 13, 2025
Performance

Memory Management in C++ High-Frequency Trading Systems

by Clement D. July 12, 2025
Jobs

Best Hedge Funds For Quantitative Developers

by Clement D. July 10, 2025
Libraries

Best C++ Libraries for Matrix Computations

by Clement D. July 5, 2025
Volatility

Volatility Smile in C++: An Implementation for Call Options

by Clement D. July 4, 2025
Interview

Hash Maps for Quant Interviews: The Two Sum Problem in C++

by Clement D. June 29, 2025
Data Structures

Smart Pointers for C++ Financial Data Structures: An Overview

by Clement D. June 29, 2025
Greeks

Option Greeks: Vega Calculation in C++ Explained

by Clement D. June 28, 2025
Jobs

Citadel: Top Performing Hedge Fund for C++ Quant Developers

by Clement D. June 27, 2025
Futures

Pricing Futures Using Cost-of-Carry in C++

by Clement D. June 26, 2025
Greeks

Options Greeks in C++: Derive and Calculate Gamma

by Clement D. June 26, 2025
Greeks

Using Automatic Differentiation for Greeks Computation in C++

by Clement D. June 25, 2025
Jobs

Top Cities for High-Paying C++ Quantitative Roles

by Clement D. June 25, 2025
Jobs

C++ Quantitative Developers: A Skyrocketing Job Market

by Clement D. June 23, 2025
Interview

Calculate Moving Average in C++ in O(1) – An Interview-Style Problem

by Clement D. April 26, 2025
Bonds

Building a Yield Curve in C++: Theory and Implementation

by Clement D. March 25, 2025
Data Structures

C++ Sequential Containers for Quants: Speed and Memory

by Clement D. February 21, 2025
Bonds

A Bonds Pricer Implementation in C++ with Quantlib

by Clement D. January 24, 2025
VaR

Value at Risk (VaR): Definition, Equation, and C++ Implementation

by Clement D. December 12, 2024
Greeks

Option Greeks in C++: Delta Calculation Explained

by Clement D. November 16, 2024
Credit Risk

Attribution Modeling for Credit PnL Using TreeSHAP

by Clement D. September 6, 2024
Volatility

Compute the Implied Volatility for a Call Option in C++

by Clement D. August 8, 2024
Libraries

Develop a European Style Option Pricer with Quantlib

by Clement D. July 11, 2024
Libraries

Best C++ Libraries for Quants: An Overview

by Clement D. June 19, 2024
Performance

C++ for Performance: 5 Ideas to Speed Up Your Quantitative Code

by Clement D. May 16, 2024

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