Mohlo by se vám také líbit

Více informací o knize Financial Instrument Pricing Using C++

• Parametry knihy
• Anotace
• Oblíbené z jiného soudku

Nákupem získáte 413 bodů

Anotace knihy

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.

Parametry knihy

• Plný název: Financial Instrument Pricing Using C++
• Autor: Duffy
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 432
• EAN: 9780470855096
• ISBN: 0470855096
• ID: 04084993
• Nakladatelství: Wiley-Blackwell
• Hmotnost: 905 g
• Rozměry: 250 × 177 × 34 mm
• Datum vydání: 29. June 2004

Oblíbené z jiného soudku

---

---

---