Articoli correlati a Financial Instrument Pricing Using C++

Financial Instrument Pricing Using C++ - Rilegato

 
9780470971192: Financial Instrument Pricing Using C++
Vedi tutte le copie di questo ISBN:
 
 
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's 2004 edition of Financial Instrument Pricing Using C++. Both C++ and computational finance have evolved and changed dramatically in the last ten years and this book documents these improvements. Duffy focuses on these developments and the advantages for the quant developer by:

  • Delving into a detailed account of the new C++11 standard and its applicability to computational finance.
  • Using de-facto standard libraries, such as Boost and Eigen to improve developer productivity.
  • Developing multiparadigm software using the object-oriented, generic, and functional programming styles.
  • Designing flexible numerical algorithms: modern numerical methods and multiparadigm design patterns.
  • Providing a detailed explanation of the Finite Difference Methods through six chapters, including new developments such as ADE, Method of Lines (MOL), and Uncertain Volatility Models.
  • Developing applications, from financial model to algorithmic design and code, through a coherent approach.
  • Generating interoperability with Excel add-ins, C#, and C++/CLI.
  • Using random number generation in C++11 and Monte Carlo simulation.

Duffy adopted a spiral model approach while writing each chapter of Financial Instrument Pricing Using C++ 2e: analyse a little, design a little, and code a little. Each cycle ends with a working prototype in C++ and shows how a given algorithm or numerical method works. Additionally, each chapter contains non-trivial exercises and projects that discuss improvements and extensions to the material.

This book is for designers and application developers in computational finance, and assumes the reader has some fundamental experience of C++ and derivatives pricing.

HOW TO RECEIVE THE SOURCE CODE

Once you have purchased a copy of the book please send an email to the author dduffyATdatasim.nl requesting your personal and non-transferable copy of the source code. Proof of purchase is needed. The subject of the mail should be “C++ Book Source Code Request”.  You will receive a reply with a zip file attachment.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

L'autore:

DANIEL J. DUFFY started the company Datasim in 1987 to promote C++ as a new object-oriented language for developing applications in the roles of developer, architect and requirements analyst to help clients design and analyse software systems for Computer Aided Design (CAD), process control and hardware- software systems, logistics, holography (optical technology) and computational finance. He used a combination of top-down functional decomposition and bottom-up object-oriented programming techniques to create stable and extendible applications. Prior to Datasim, he worked on engineering and financial applications in oil and gas and semiconductor industries using a range of numerical methods (for example, the finite element method [FEM]) on mainframe and mini-computers.

Duffy has BA (Mod), MSc and PhD degrees in pure, numerical and applied mathematics and has been active in promoting partial differential equation (PDE) and finite difference methods (FDM) to applications in computational finance. He was responsible for the introduction of the Fractional Step ("Soviet Splitting") method and the Alternating Direction Explicit (ADE) method in computational finance.

He is the originator of two very popular and leading C++ online courses (both C++98 and C++11/14/17) on www.quantnet.com in cooperation with Quantnet LLC and Baruch College (CUNY), NYC. He also trains quants, developers and designers around the world. Duffy can be contacted at dduffy@datasim.nl. In his spare time, he tries to keep in shape by workouts in the dojo.

Dalla quarta di copertina:

The New Way C++ Does Computational Finance

The goal of Financial Instrument Pricing Using C++, Second Edition, is to apply modern C++ language and design features to the creation of efficient and robust applications. This book not only documents these developments, but also highlights the advantages for the quant developer:

  • Comprehensive and detailed exposition of improved and new C++ syntax; extensive examples and application code
  • Using C++11 libraries for random number generation, concurrency, STL and more
  • Overhaul of object-oriented design patterns and porting them to a multiparadigm programming model
  • IEEE 754 and multiprecision; interfacing C++ with .NET and C#
  • Modern PDE/FDM: ADE; Soviet Splitting and Method of Lines, (Parallel) Monte Carlo and lattice methods
  • Support for numerical libraries
  • Machine-readable code

Daniel Duffy used a spiral model approach in writing each chapter of this book: analyse a little, design a little, and code a little. Each cycle ends with a working prototype in C++ and shows how a given algorithm or numerical method works. Additionally, each chapter contains non-trivial exercises and projects that discuss improvements and extensions to the material. This book is for designers and application developers in computational finance, and assumes the reader has some fundamental experience of C++ and derivatives pricing.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

  • EditoreJohn Wiley & Sons Inc
  • Data di pubblicazione2018
  • ISBN 10 0470971193
  • ISBN 13 9780470971192
  • RilegaturaCopertina rigida
  • Numero edizione2
  • Numero di pagine1142

Spese di spedizione: EUR 8,00
Da: Italia a: U.S.A.

Destinazione, tempi e costi

Aggiungere al carrello

I migliori risultati di ricerca su AbeBooks

Foto dell'editore

Duffy, DJ
Editore: John Wiley & Sons (2018)
ISBN 10: 0470971193 ISBN 13: 9780470971192
Nuovo Rilegato Quantità: 12
Da:
Brook Bookstore
(Milano, MI, Italia)
Valutazione libreria

Descrizione libro Condizione: new. Codice articolo b8e0549a306a3899800b2d7605cc6cbf

Informazioni sul venditore | Contatta il venditore

Compra nuovo
EUR 82,23
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 8,00
Da: Italia a: U.S.A.
Destinazione, tempi e costi
Immagini fornite dal venditore

Duffy, Daniel J.
Editore: Wiley (2018)
ISBN 10: 0470971193 ISBN 13: 9780470971192
Nuovo Rilegato Quantità: 5
Da:
GreatBookPricesUK
(Castle Donington, DERBY, Regno Unito)
Valutazione libreria

Descrizione libro Condizione: New. Codice articolo 8746482-n

Informazioni sul venditore | Contatta il venditore

Compra nuovo
EUR 76,46
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 17,50
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi
Immagini fornite dal venditore

Duffy, Daniel J.
Editore: Wiley (2018)
ISBN 10: 0470971193 ISBN 13: 9780470971192
Nuovo Rilegato Quantità: 5
Da:
GreatBookPrices
(Columbia, MD, U.S.A.)
Valutazione libreria

Descrizione libro Condizione: New. Codice articolo 8746482-n

Informazioni sul venditore | Contatta il venditore

Compra nuovo
EUR 92,95
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 2,44
In U.S.A.
Destinazione, tempi e costi
Foto dell'editore

Daniel J. Duffy
ISBN 10: 0470971193 ISBN 13: 9780470971192
Nuovo Rilegato Quantità: 12
Da:
Chiron Media
(Wallingford, Regno Unito)
Valutazione libreria

Descrizione libro Hardcover. Condizione: New. Codice articolo 6666-WLY-9780470971192

Informazioni sul venditore | Contatta il venditore

Compra nuovo
EUR 86,13
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 17,49
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi
Foto dell'editore

Daniel J. Duffy
Editore: John Wiley and Sons (2018)
ISBN 10: 0470971193 ISBN 13: 9780470971192
Nuovo Rilegato Quantità: 12
Da:
PBShop.store UK
(Fairford, GLOS, Regno Unito)
Valutazione libreria

Descrizione libro HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo FW-9780470971192

Informazioni sul venditore | Contatta il venditore

Compra nuovo
EUR 76,48
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 29,17
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi
Foto dell'editore

Daniel J. Duffy
Editore: John Wiley & Sons (2018)
ISBN 10: 0470971193 ISBN 13: 9780470971192
Nuovo Rilegato Quantità: 12
Valutazione libreria

Descrizione libro Condizione: New. ? C++ is one of the best languages for the development of financial engineering and instrument pricing applications. ? This book applies C++ to the design and implementation of classes, libraries and latest applications for option and derivative pricing models. Series: Wiley Finance Series. Num Pages: 160 pages. BIC Classification: KFFM; UF; UMZ. Category: (P) Professional & Vocational. Dimension: 244 x 170. . . 2018. 2nd. Hardcover. . . . . Codice articolo V9780470971192

Informazioni sul venditore | Contatta il venditore

Compra nuovo
EUR 100,14
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 10,50
Da: Irlanda a: U.S.A.
Destinazione, tempi e costi
Foto dell'editore

Duffy, Daniel J.
Editore: Wiley (2018)
ISBN 10: 0470971193 ISBN 13: 9780470971192
Nuovo Rilegato Quantità: 1
Da:
Books Unplugged
(Amherst, NY, U.S.A.)
Valutazione libreria

Descrizione libro Condizione: New. Buy with confidence! Book is in new, never-used condition. Codice articolo bk0470971193xvz189zvxnew

Informazioni sul venditore | Contatta il venditore

Compra nuovo
EUR 116,97
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi
Foto dell'editore

Duffy, Daniel J.
Editore: John Wiley & Sons Inc (2018)
ISBN 10: 0470971193 ISBN 13: 9780470971192
Nuovo Rilegato Quantità: 2
Da:
Revaluation Books
(Exeter, Regno Unito)
Valutazione libreria

Descrizione libro Hardcover. Condizione: Brand New. 2nd edition. 1142 pages. 9.75x7.00x2.50 inches. In Stock. Codice articolo __0470971193

Informazioni sul venditore | Contatta il venditore

Compra nuovo
EUR 110,17
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 11,67
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi
Immagini fornite dal venditore

Daniel J. Duffy
ISBN 10: 0470971193 ISBN 13: 9780470971192
Nuovo Rilegato Quantità: 1
Da:
Grand Eagle Retail
(Wilmington, DE, U.S.A.)
Valutazione libreria

Descrizione libro Hardcover. Condizione: new. Hardcover. 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's 2004 edition of Financial Instrument Pricing Using C++. Both C++ and computational finance have evolved and changed dramatically in the last ten years and this book documents these improvements. Duffy focuses on these developments and the advantages for the quant developer by: Delving into a detailed account of the new C++11 standard and its applicability to computational finance.Using de-facto standard libraries, such as Boost and Eigen to improve developer productivity.Developing multiparadigm software using the object-oriented, generic, and functional programming styles.Designing flexible numerical algorithms: modern numerical methods and multiparadigm design patterns.Providing a detailed explanation of the Finite Difference Methods through six chapters, including new developments such as ADE, Method of Lines (MOL), and Uncertain Volatility Models.Developing applications, from financial model to algorithmic design and code, through a coherent approach.Generating interoperability with Excel add-ins, C#, and C++/CLI.Using random number generation in C++11 and Monte Carlo simulation. Duffy adopted a spiral model approach while writing each chapter of Financial Instrument Pricing Using C++ 2e: analyse a little, design a little, and code a little. Each cycle ends with a working prototype in C++ and shows how a given algorithm or numerical method works. Additionally, each chapter contains non-trivial exercises and projects that discuss improvements and extensions to the material. This book is for designers and application developers in computational finance, and assumes the reader has some fundamental experience of C++ and derivatives pricing. HOW TO RECEIVE THE SOURCE CODE Once you have purchased a copy of the book please send an email to the author dduffyATdatasim.nl requesting your personal and non-transferable copy of the source code. Proof of purchase is needed. The subject of the mail should be C++ Book Source Code Request. You will receive a reply with a zip file attachment. ? C++ is one of the best languages for the development of financial engineering and instrument pricing applications. ? This book applies C++ to the design and implementation of classes, libraries and latest applications for option and derivative pricing models. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9780470971192

Informazioni sul venditore | Contatta il venditore

Compra nuovo
EUR 121,92
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi
Immagini fornite dal venditore

Daniel J. Duffy
Editore: John Wiley & Sons (2018)
ISBN 10: 0470971193 ISBN 13: 9780470971192
Nuovo Rilegato Quantità: 3
Da:
moluna
(Greven, Germania)
Valutazione libreria

Descrizione libro Gebunden. Condizione: New. DANIEL J. DUFFY started the company Datasim in 1987 to promote C++ as a new object-oriented language for developing applications in the roles of developer, architect and requirements analyst to help clients design and analyse software systems for Computer A. Codice articolo 38414106

Informazioni sul venditore | Contatta il venditore

Compra nuovo
EUR 75,56
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 48,99
Da: Germania a: U.S.A.
Destinazione, tempi e costi

Vedi altre copie di questo libro

Vedi tutti i risultati per questo libro