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Editore: Wiley (edition 2), 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: BooksRun, Philadelphia, PA, U.S.A.
Libro
Hardcover. Condizione: Very Good. 2. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported.
Editore: Wiley, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: WorldofBooks, Goring-By-Sea, WS, Regno Unito
Libro
Paperback. Condizione: Fine.
Editore: Wiley, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: GreatBookPrices, Columbia, MD, U.S.A.
Libro
Condizione: As New. Unread book in perfect condition.
Editore: John Wiley & Sons, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: Brook Bookstore, Milano, MI, Italia
Libro
Condizione: new.
Editore: Wiley, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: GreatBookPricesUK, Castle Donington, DERBY, Regno Unito
Libro
Condizione: New.
Editore: Wiley, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: GreatBookPrices, Columbia, MD, U.S.A.
Libro
Condizione: New.
Editore: Wiley, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: Ria Christie Collections, Uxbridge, Regno Unito
Libro
Condizione: New. In.
Editore: Wiley, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: GreatBookPricesUK, Castle Donington, DERBY, Regno Unito
Libro
Condizione: As New. Unread book in perfect condition.
Editore: John Wiley & Sons 2018-09-14, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: Chiron Media, Wallingford, Regno Unito
Libro
Hardcover. Condizione: New.
Editore: John Wiley and Sons, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
Libro
HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Editore: Wiley, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: Books Unplugged, Amherst, NY, U.S.A.
Libro
Condizione: New. Buy with confidence! Book is in new, never-used condition.
Editore: John Wiley & Sons, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
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. . . . .
Editore: John Wiley & Sons Inc, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: Revaluation Books, Exeter, Regno Unito
Libro
Hardcover. Condizione: Brand New. 2nd edition. 1142 pages. 9.75x7.00x2.50 inches. In Stock.
Editore: John Wiley & Sons Inc, New York, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: Grand Eagle Retail, Wilmington, DE, U.S.A.
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.
Editore: John Wiley & Sons, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: moluna, Greven, Germania
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.
Editore: John Wiley & Sons, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: Kennys Bookstore, Olney, MD, U.S.A.
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. . . . . Books ship from the US and Ireland.
Editore: Wiley, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: GoldenWavesOfBooks, Fayetteville, TX, U.S.A.
Libro
Hardcover. Condizione: new. New. Fast Shipping and good customer service.
Editore: Wiley, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: Wizard Books, Long Beach, CA, U.S.A.
Libro
Hardcover. Condizione: new. New.
Editore: Wiley, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: Front Cover Books, Denver, CO, U.S.A.
Libro
Condizione: new.
Editore: John Wiley & Sons Inc, New York, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: CitiRetail, Stevenage, Regno Unito
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 our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Editore: Wiley, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: GoldBooks, Denver, CO, U.S.A.
Libro
Hardcover. Condizione: new. New Copy. Customer Service Guaranteed.
Editore: John Wiley & Sons Inc, New York, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: AussieBookSeller, Truganina, VIC, Australia
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 our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Editore: Wiley, 2018
ISBN 10: 0470971193ISBN 13: 9780470971192
Da: GoldenDragon, Houston, TX, U.S.A.
Libro
Hardcover. Condizione: new. Buy for Great customer experience.