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Introduction to C++ for Financial Engineers: An Object-Oriented Approach
Daniel J. Duffy
€ 101.87
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Description for Introduction to C++ for Financial Engineers: An Object-Oriented Approach
Hardcover. 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.
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:
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 ... Read more
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)
Show LessProduct Details
Format
Hardback
Publication date
2006
Publisher
John Wiley & Sons Inc United Kingdom
Number of pages
438
Condition
New
Series
Wiley Finance Series
Number of Pages
438
Place of Publication
New York, United States
ISBN
9780470015384
SKU
V9780470015384
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Daniel J. Duffy
About the author DANIEL J. DUFFY 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 ... Read more
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