Introduction to C++ for Financial Engineers / Wiley Finance Series (ePub)
An Object-Oriented Approach
(Sprache: Englisch)
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...
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...
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Produktinformationen zu „Introduction to C++ for Financial Engineers / Wiley Finance Series (ePub)“
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:
* C++ fundamentals and object-oriented thinking in QF
* Advanced object-oriented features such as inheritance and
polymorphism
* Template programming and the Standard Template Library
(STL)
* An introduction to GOF design patterns and their applications
in QF Applications
The kinds of applications include binomial and trinomial
methods, Monte Carlo simulation, advanced trees, partial
differential equations and finite difference methods.
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.
This book is the perfect companion to Daniel J. Duffy's
book Financial Instrument Pricing using C++ (Wiley 2004,
0470855096 / 9780470021620)
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:
* C++ fundamentals and object-oriented thinking in QF
* Advanced object-oriented features such as inheritance and
polymorphism
* Template programming and the Standard Template Library
(STL)
* An introduction to GOF design patterns and their applications
in QF Applications
The kinds of applications include binomial and trinomial
methods, Monte Carlo simulation, advanced trees, partial
differential equations and finite difference methods.
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.
This book is the perfect companion to Daniel J. Duffy's
book Financial Instrument Pricing using C++ (Wiley 2004,
0470855096 / 9780470021620)
Autoren-Porträt von Daniel J. Duffy
DANIEL J. DUFFY has been involved in software developmentprojects 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.
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.
He can be contacted at dduffy@datasim.nl
Bibliographische Angaben
- Autor: Daniel J. Duffy
- 2013, 1. Auflage, 440 Seiten, Englisch
- Verlag: John Wiley & Sons
- ISBN-10: 1118856465
- ISBN-13: 9781118856468
- Erscheinungsdatum: 24.10.2013
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: ePub
- Größe: 2.22 MB
- Mit Kopierschutz
Sprache:
Englisch
Kopierschutz
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