Stock image for illustration purposes only - book cover, edition or condition may vary.
Financial Instrument Pricing Using C++ (Wiley Finance)
Daniel J. Duffy
€ 91.27
FREE Delivery in Ireland
Description for Financial Instrument Pricing Using C++ (Wiley Finance)
Hardcover. ? 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. .
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. * ... Read more
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. * ... Read more
Product Details
Publisher
John Wiley & Sons
Format
Hardback
Publication date
2018
Series
Wiley Finance Series
Condition
New
Number of Pages
1168
Place of Publication
Chichester, United Kingdom
ISBN
9780470971192
SKU
V9780470971192
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
About Daniel J. Duffy
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 ... Read more
Reviews for Financial Instrument Pricing Using C++ (Wiley Finance)