Financial Instrument Pricing Using C++

Business & Finance, Finance & Investing, Finance
Cover of the book Financial Instrument Pricing Using C++ by Daniel J. Duffy, Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Daniel J. Duffy ISBN: 9781118856475
Publisher: Wiley Publication: October 23, 2013
Imprint: Wiley Language: English
Author: Daniel J. Duffy
ISBN: 9781118856475
Publisher: Wiley
Publication: October 23, 2013
Imprint: Wiley
Language: English

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
  • 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

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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:

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

More books from Wiley

Cover of the book Groups as Agents by Daniel J. Duffy
Cover of the book A God of One's Own by Daniel J. Duffy
Cover of the book Modelling Optimization and Control of Biomedical Systems by Daniel J. Duffy
Cover of the book Weddings For Dummies, Mini Edition by Daniel J. Duffy
Cover of the book Will China's Economy Collapse? by Daniel J. Duffy
Cover of the book The Will to Violence by Daniel J. Duffy
Cover of the book The Virtue Ethics of Hume and Nietzsche by Daniel J. Duffy
Cover of the book Called to Serve by Daniel J. Duffy
Cover of the book Clinical Applications of Digital Dental Technology by Daniel J. Duffy
Cover of the book Biomechanics of Hard Tissues by Daniel J. Duffy
Cover of the book Ecojustice Adult Education: Theory and Practice in the Cultivation of the Cultural Commons by Daniel J. Duffy
Cover of the book Samsung Galaxy S10 For Dummies by Daniel J. Duffy
Cover of the book The Hedge Fund Book by Daniel J. Duffy
Cover of the book The Philosophy of Religion by Daniel J. Duffy
Cover of the book Become More Mindful In A Day For Dummies by Daniel J. Duffy
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy