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Introduction to C++ for Financial Engineers

An Object-Oriented Approach

Wiley, J,
E-Book ( EPUB mit Adobe DRM )
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Kurzbeschreibung

This book introduces the reader to the C++ programming language andhow to use it to write applications in quantitative finance (QF)and related areas. No previous knowledge of C or C++ is required-- experience with VBA, Matlab or other programming languageis sufficient. The book adopts an incremental approach; startingfrom basic principles then moving on to advanced complex techniquesand then to real-life applications in financial engineering. Thereare five major parts in the book:
* C++ fundamentals and object-oriented thinking in QF
* Advanced object-oriented features such as inheritance andpolymorphism
* Template programming and the Standard Template Library(STL)
* An introduction to GOF design patterns and their applicationsin QF Applications
The kinds of applications include binomial and trinomialmethods, Monte Carlo simulation, advanced trees, partialdifferential equations and finite difference methods.
This book includes a companion website with all source code andmany useful C++ classes that you can use in your own applications.Examples, test cases and applications are directly relevant toQF.
This book is the perfect companion to Daniel J. Duffy'sbook Financial Instrument Pricing using C++ (Wiley 2004,0470855096 / 9780470021620)

Details
Schlagworte
Autor

Titel: Introduction to C++ for Financial Engineers
Autoren/Herausgeber: Daniel J. Duffy
Aus der Reihe: Wiley Finance Series
Ausgabe: 1. Auflage

ISBN/EAN: 9781118856468

Seitenzahl: 440
Produktform: E-Book
Sprache: Englisch

DANIEL J. DUFFY has been involved in software developmentprojects using C++ and object-oriented design techniques since1988. He organized the first C++ course in the Netherlands in 1989and has worked on a variety of C++ projects in areas such ascomputer graphics, optical technology, process control andquantitative finance systems. In 1993 he worked on an early versionof a large object-oriented system for derivatives' pricingand hedging models. He is designer/trainer and has trained motethan 2000 C++ developers in recent years.
A companion book to the current one is "Financial instrumentpricing using C++" (Wiley 2004). Since 1996 he has written sevenbooks on object-oriented design and programming. Daniel Duffy has aPhd in Numerical Analysis from Trinity College Dublin. He lives inthe Netherlands with his wife Ilona and son Brendan.
He can be contacted at dduffy@datasim.nl

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