Financial Instrument Pricing Using C++

Financial Instrument Pricing Using C++
Author :
Publisher : John Wiley & Sons
Total Pages : 437
Release :
ISBN-10 : 9781118856475
ISBN-13 : 1118856473
Rating : 4/5 (75 Downloads)

Book Synopsis Financial Instrument Pricing Using C++ by : Daniel J. Duffy

Download or read book Financial Instrument Pricing Using C++ written by Daniel J. Duffy and published by John Wiley & Sons. This book was released on 2013-10-23 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 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


Financial Instrument Pricing Using C++ Related Books

Financial Instrument Pricing Using C++
Language: en
Pages: 437
Authors: Daniel J. Duffy
Categories: Business & Economics
Type: BOOK - Published: 2013-10-23 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

One of the best languages for the development of financial engineering and instrument pricing applications is C++. This book has several features that allow dev
Financial Instrument Pricing Using C++
Language: en
Pages: 1168
Authors: Daniel J. Duffy
Categories: Business & Economics
Type: BOOK - Published: 2018-10-01 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

An integrated guide to C++ and computational finance This complete guide to C++ and computational finance is a follow-up and major extension to Daniel J. Duffy'
Introduction to C++ for Financial Engineers
Language: en
Pages: 405
Authors: Daniel J. Duffy
Categories: Business & Economics
Type: BOOK - Published: 2013-10-24 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previ
C++ Design Patterns and Derivatives Pricing
Language: en
Pages: 220
Authors: Mark Suresh Joshi
Categories: Business & Economics
Type: BOOK - Published: 2004-08-05 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Design patterns are the cutting-edge paradigm for programming in object-oriented languages. Here they are discussed, for the first time in a book, in the contex
C# for Financial Markets
Language: en
Pages: 866
Authors: Daniel J. Duffy
Categories: Business & Economics
Type: BOOK - Published: 2013-03-04 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

A practice-oriented guide to using C# to design and program pricing and trading models In this step-by-step guide to software development for financial analysts