Name: Financial Instrument Pricing Using c++ (en Inglés)
Price: 133.91 USD
Availability: InStock
Author: Daniel J. Duffy
ISBN: 9780470855096

portada Financial Instrument Pricing Using c++ (en Inglés)

Formato

Libro Físico

Editorial

John Wiley & Sons Ltd

Autor

Daniel J. Duffy

Categoría

Negocios e Inversiones

Año

2004

Idioma

Inglés

N° páginas

432

Encuadernación

Tapa Dura

ISBN

470855096

ISBN13

9780470855096

N° edición

Financial Instrument Pricing Using c++ (en Inglés)

Daniel J. Duffy (Autor) · John Wiley & Sons Ltd · Tapa Dura

Libro Físico

$ 133.91

$ 223.19

Ahorras: $ 89.28

40% descuento

Envío normal

Origen: Reino Unido (Costos de importación incluídos en el precio)

Se enviará desde nuestra bodega entre el Jueves 18 de Julio y el Lunes 29 de Julio.

Lo recibirás en cualquier lugar de Estados Unidos entre 1 y 3 días hábiles luego del envío.

Reseña del libro "Financial Instrument Pricing Using c++ (en Inglés)"

One of the best languages for the development of financial engineering and instrument pricing applications is C++. This book has several features that allow developers to write robust, flexible and extensible software systems. The book is an ANSI/ISO standard, fully object-oriented and interfaces with many third-party applications. It has support for templates and generic programming, massive reusability using templates ('write once') and support for legacy C applications. In this book, author Daniel J. Duffy brings C++ to the next level by applying it to the design and implementation of classes, libraries and applications for option and derivative pricing models.He employs modern software engineering techniques to produce industrial-strength applications: using the Standard Template Library (STL) in finance; creating your own template classes and functions; reusable data structures for vectors, matrices and tensors; classes for numerical analysis (numerical linear algebra); solving the Black Scholes equations, exact and approximate solutions; implementing the Finite Difference Method in C++; integration with the 'Gang of Four' Design Patterns; interfacing with Excel (output and Add-Ins); financial engineering and XML; and, cash flow and yield curves. Included with the book is a CD containing the source code in the Datasim Financial Toolkit. You can use this to get up to speed with your C++ applications by reusing existing classes and libraries. 'Unique...Let's all give a warm welcome to modern pricing tools' - Paul Wilmott, mathematician, author and fund manager.