Daniel Hanson, CFRM Lecturer, presented the talk “Leveraging Modern C++ in Quantitative Finance” at the CppCon 2019 C++ conference in Denver last month.
Held September 13-18, 2019, the CppCon conference is regarded as “the annual, week-long face-to-face gathering for the entire C++ community.” It attracts users from around the world and features appearances by leaders of the Standard C++ Foundation, including the inventor of the language, Bjarne Stroustrup. Speakers include both prominent members of the C++ Committee, along with practitioners and researchers who present applications and extensions of the modern C++ Language and Standard Library.
In his presentation, Professor Hanson provides examples of relatively recent additions to C++ that provide powerful yet straightforward methods for implementing common mathematical models from finance in C++. In the process, he helps break down the myth that C++ is somehow “too difficult” and in fact shows how modern abstractions can make the job not only easier but more efficient. “CppCon is the premiere C++ conference each year in the US, so it was an honor to be invited to talk,” said Hanson.