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Financial Instrument Pricing Using C++

Title (user) : Financial Instrument Pricing Using C++ISBN : 9780470020487,9780470855096,0470855096DDC : 005.13/3LCC : QA76.73.C153 D84 2004GoogleBook ID : hr8Fq1LF6zwCOpenLibrary ID : OL17132306MSeries : The Wiley Finance SeriesAuthors (user) : DuffyAuthors (google) : Daniel J. DuffyPublisher : WILEY JOHNLanguage : EnglishPublication Date : 2004File Format : chmCategories : Business & Economics------------------------------------------Description (user) : One of the best languages for the development of financial engineering and instrument pricing applications is C++. This text shows how it can be applied to the design and implementation of classes, libraries and applications------------------------------------------Description (google) : 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...

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Financial Instrument Pricing Using C++

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Title (user) : Rich Client Programming:...

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