Introduction to C++ for Financial Engineers: An Object-Oriented Approach

Daniel J. Duffy

ISBN 10: 0470015381 / ISBN 13: 9780470015384

Editore: John Wiley & Sons Inc, 2006

Riguardo questo articolo

This book serves as an introductory companion volume to Daniel Duffy's book Financial Instrument Pricing Using C++ (0-470-85509-6). It presents a step-by-step introduction to C++, with numerous examples and applications in finance. It will help bring developers, quantitative analysts, and financial engineers up to speed on C++ quickly. Series: Wiley Finance Series. Num Pages: 438 pages, Illustrations. BIC Classification: UMX. Category: (P) Professional & Vocational. Dimension: 249 x 174 x 37. Weight in Grams: 864. . 2006. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.

Codice articolo V9780470015384

Dati bibliografici

• Titolo: Introduction to C++ for Financial Engineers: An Object-Oriented Approach
• Editore: John Wiley & Sons Inc
• Data di pubblicazione: 2006
• Lingua: Inglese
• ISBN 10: 0470015381
• ISBN 13: 9780470015384
• Rilegatura: Rilegato
• Condizione: New

Descrizione articolo

Riassunto

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 previous knowledge of C or C++ is required -- experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book: <ul> <li>C++ fundamentals and object-oriented thinking in QF</li> <li>Advanced object-oriented features such as inheritance and polymorphism</li> <li>Template programming and the Standard Template Library (STL)</li> <li>An introduction to GOF design patterns and their applications in QF Applications</li> </ul> <p>The kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods.</p> <p>This book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF.</p> <p>This book is the perfect companion to Daniel J. Duffy’s book <i>Financial Instrument Pricing using C++</i> (Wiley 2004, 0470855096 / 9780470021620)</p>

Informazioni sull?autore

<b>DANIEL J. DUFFY</b> has been involved in software development projects using C++ and object-oriented design techniques since 1988. He organized the first C++ course in the Netherlands in 1989 and has worked on a variety of C++ projects in areas such as computer graphics, optical technology, process control and quantitative finance systems. In 1993 he worked on an early version of a large object-oriented system for derivatives’ pricing and hedging models. He is designer/trainer and has trained mote than 2000 C++ developers in recent years.<br /> A companion book to the current one is "Financial instrument pricing using C++" (Wiley 2004). Since 1996 he has written seven books on object-oriented design and programming. Daniel Duffy has a Phd in Numerical Analysis from Trinity College Dublin. He lives in the Netherlands with his wife Ilona and son Brendan.<br /> He can be contacted at dduffy@datasim.nl