Carlos Oliveira is a researcher in the area of combinatorial optimization. He holds a PhD in Systems Engineering and Optimization from University of Florida. Carlos Oliveira works as a consultant in the area of financial software engineering, working in New York City and living in the Princeton, NJ area. Carlos has more than 10 years of experience with optimization and software development for high performance, commercial and scientific applications written in C++, Java, and (occasionally) Objective-C. He has developed custom solutions not only for large financial companies, but also in the fields of transportation and telecommunications.

As a researcher, Carlos Oliveira has written several papers in the areas of optimization, parallel and scientific programming. You can also find more information here:

• Carlos Oliveira on Twitter
• Carlos Oliveira: author page on Amazon
• Carlos Oliveira on LinkedIn
• Carlos Oliveira on FaceBook

For any business related contact, please see the contact information. You may also want additional information on Carlos Oliveira’s academic research.

My Most Recent Books

Options and Derivatives Programming in C++: Algorithms and Programming Techniques for the Financial Industry (Apress 2016).

Learn how C++ is used in the development of solutions for options and derivatives trading in the financial industry. As an important part of the financial industry, options and derivatives trading has become increasingly sophisticated. Advanced trading techniques using financial derivatives have been used at banks, hedge funds, and pension funds. Because of stringent performance characteristics, most of these trading systems are developed using C++ as the main implementation language.

Options and Derivatives Programming in C++ covers features that are frequently used to write financial software for options and derivatives, including the STL, templates, functional programming, and support for numerical libraries. New features introduced in the C++11 and C++14 standard are also covered: lambda functions, automatic type detection, custom literals, and improved initialization strategies for C++ objects.

Readers will enjoy the how-to examples covering all the major tools and concepts used to build working solutions for quantitative finance. It includes advanced C++ concepts as well as the basic building libraries used by modern C++ developers, such as the STL and Boost, while also leveraging knowledge of object-oriented and template-based programming.

Options and Derivatives Programming in C++ provides a great value for readers who are trying to use their current programming knowledge in order to become proficient in the style of programming used in large banks, hedge funds, and other investment institutions. The topics covered in the book are introduced in a logical and structured way and even novice programmers will be able to absorb the most important topics and competencies.

Practical C++ Financial Programming (Apress 2015).

Practical C++ Financial Programming is a hands-on book for programmers wanting to apply C++ to programming problems in the financial industry. The book explains those aspects of the language that are more frequently used in writing financial software, including the STL, templates, and various numerical libraries. The book also describes many of the important problems in financial engineering that are part of the day-to-day work of financial programmers in large investment banks and hedge funds.

Focus is on providing working solutions for common programming problems. Examples are plentiful and provide value in the form of ready-to-use solutions that you can immediately apply in your day-to-day work. You’ll learn to design efficient, numerical classes for use in finance, as well as to use those classes provided by Boost and other libraries.

Objective-C Programmers’ Reference (Apress 2013).

Objective-C Programmer’s Reference provides the tools necessary to write software in Objective-C—the language of choice for developing iOS and OS X applications. Author Carlos Oliveira begins from the basic building blocks of the language. He shows how to create correct and efficient applications by applying your knowledge of object-oriented and structured programming. This book:

• Takes you quickly through fundamental concepts such as interfaces and class implementations.
• Provides a concise reference to the Foundation Framework that is all-important when programming in Objective-C.
• Highlights key differences between Objective-C and other popular languages such as Java or Python.
• Provides the fundamentals of Cocoa and Cocoa Touch, which are the standard for OS X and iOS development.

Mathematical Aspects of Network Routing Optimization (Springer 2010).

“Mathematical Aspects of Network Routing Optimization” focuses on computational issues arising from the process of optimizing network routes, such as quality of the resulting links and their reliability. Algorithms are a cornerstone for the understanding of the protocols underlying multicast routing. The main objective in the text is to derive efficient algorithms, with or without guarantee of approximation. Notes have been provided for basic topics such as graph theory and linear programming to assist those who are not fully acquainted with the mathematical topics presented throughout the book.

Also, see my page on Amazon for news on publications.

Links to Books In Which I Wrote Chapters