LEADER 05505nam 2200673 a 450 001 9910457685403321 005 20200520144314.0 010 $a1-281-04897-6 010 $a9786611048976 010 $a0-08-047625-2 035 $a(CKB)1000000000349744 035 $a(EBL)294012 035 $a(OCoLC)145732546 035 $a(SSID)ssj0000115618 035 $a(PQKBManifestationID)11133417 035 $a(PQKBTitleCode)TC0000115618 035 $a(PQKBWorkID)10007793 035 $a(PQKB)11373464 035 $a(MiAaPQ)EBC294012 035 $a(Au-PeEL)EBL294012 035 $a(CaPaEBR)ebr10186195 035 $a(CaONFJC)MIL104897 035 $a(EXLCZ)991000000000349744 100 $a20070118d2007 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aBuilding automated trading systems$b[electronic resource] $ewith an introduction to Visual C++.NET 2005 /$fBenjamin Van Vliet 210 $aAmsterdam ;$aBoston $cElsevier/Academic Press$dc2007 215 $a1 online resource (331 p.) 225 1 $aThe financial market technology series 300 $aIncludes index. 311 $a0-7506-8251-5 327 $aFront Cover; Building Automated Trading Systems: With an Introduction to Visual C++.NET 2005; Copyright Page; Table of Contents; Acknowledgments; CHAPTER 1. Introduction; 1.1. ISO C++; 1.2. Structure of This Book; Section I: Introduction to Visual C++.NET 2005; CHAPTER 2. The .NET Framework; 2.1. MS Visual Studio 2005 Project Structure; 2.2. What is C++/CLI?; 2.3. Why Visual C++.NET?; 2.4. The VC++.NET Compiler; 2.5. What About Speed?; 2.6. The .NET Framework; 2.7. Sample Code: MessageBox_Example; 2.8. Sample Code: StringConcat_Example; 2.9. Sample Code: Debug_Example; 2.10. Versioning 327 $a2.11. SummaryCHAPTER 3. Tracking References; 3.1. Sample Code: TrackingReference_Example; 3.2. Sample Code: TemplateFunction_Example; 3.3. ^Managed Handle; 3.4. Sample Code: Ref Type_Example; 3.5. Summary; CHAPTER 4. Classes and Objects; 4.1. Abstraction; 4.2. Encapsulation; 4.3. Inheritance; 4.4. Polymorphism; 4.5. Memory Management in .NET; 4.6. .NET Types; 4.7. Unmanaged Types; 4.8. Mixed Assemblies; 4.9. Summary; CHAPTER 5. Reference Types; 5.1. Sample Code: Ref Type_Example; 5.2. Delete and Dispose; 5.3. Finalize; 5.4. Sample Code: Finalize_Example; 5.5. Stack Semantics for Ref Types 327 $a5.6. Nullptr Reference5.7. This is Important; 5.8. Summary; CHAPTER 6. Value Types; 6.1. Sample Code: ValueTypes_Example; 6.2. Sample Code: PassingValueTypes_Example; 6.3. Summary; CHAPTER 7. Unmanaged Objects; 7.1. Sample Code: UnmanagedObject_Example; 7.2. Summary; CHAPTER 8. Composition; 8.1. Sample Code: Composition_Example; 8.2. Sample Code: UnmanagedComposition_Example; 8.3. Sample Code: ManagedComposition_Example; 8.4. Summary; CHAPTER 9. Properties; 9.1. Sample Code: Properties_Example; 9.2. Summary; CHAPTER 10. Structures and Enumerations; 10.1. Sample Code: ValueStructure_Example 327 $a10.2. Sample Code: ReferenceStructure_Example10.3. Sample Code: Enums_Example; 10.4. Summary; CHAPTER 11. Inheritance; 11.1. Access Modifiers; 11.2. Object Class; 11.3. Abstract and Sealed Classes; 11.4. Sample Code: Inheritance_Example; 11.5. Interfaces; 11.6. Sample Code: Interface_Example; 11.7. Runtime Callable Wrapper; 11.8. Summary; CHAPTER 12. Converting and Casting; 12.1. Converting; 12.2. Sample Code: Convert_Example; 12.3. Static Casting; 12.4. Sample Code: StaticCast_Example; 12.5. Dynamic Casting; 12.6. Sample Code: DynamicCast_Example; 12.7. Safe Casting 327 $a12.8. Sample Code: SafeCast_Example12.9. Summary; CHAPTER 13. Operator Overloading; 13.1. Sample Code: OpOverload_Example; 13.2. Summary; CHAPTER 14. Delegates and Events; 14.1. Delegates; 14.2. Sample Code: Delegates_Example; 14.3. Multicasting; 14.4. Sample Code: Multicast_Example; 14.5. Events; 14.6. Sample Code: Event_Example; 14.7. Wrappers; 14.8. Sample Code: Wrapper_Example; 14.9. Asynchronous Method Calls; 14.10. Sample Code: AsynchEvent_Example; 14.11. Summary; CHAPTER 15. Arrays; 15.1. Sample Code: ManagedArray_Example; 15.2. Sample Code: PassingArrays_Example; 15.3. Summary 327 $aCHAPTER 16. Generating Random Numbers 330 $aOver the next few years, the proprietary trading and hedge fund industries will migrate largely to automated trade selection and execution systems. Indeed, this is already happening. While several finance books provide C++ code for pricing derivatives and performing numerical calculations, none approaches the topic from a system design perspective. This book will be divided into two sections-programming techniques and automated trading system ( ATS ) technology-and teach financial system design and development from the absolute ground up using Microsoft Visual C++.NET 2005. MS Visual C++.N 410 0$aFinancial market technology series. 606 $aElectronic trading of securities 606 $aFinance$xMathematical models 606 $aMicrosoft .NET 608 $aElectronic books. 615 0$aElectronic trading of securities. 615 0$aFinance$xMathematical models. 615 0$aMicrosoft .NET. 676 $a332.64/20285513 700 $aVan Vliet$b Benjamin$0973314 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910457685403321 996 $aBuilding automated trading systems$92214363 997 $aUNINA