FINANCIAL INSTRUMENT PRICING USING C++, Including New C/D. 2005 Edition With Corrections. *

DUFFY, Daniel J.

ISBN 10: 0470855096 / ISBN 13: 9780470855096

Published by Wiley & Sons, Ltd., England * * * * *, 2005

About this Item

Book: Fine/Near As New/, $39.77 0470855096 FINANCIAL INSTRUMENT PRICING USING C++, Including New C/D. 2005 Edition With Corrections. * DUFFY, Daniel J. Wiley & Sons, Ltd. 2005 UnStated Edition England * * * * * D/j + H/c. Glossy Light Multi Colored Ends With Green Center Spine And Title In Black And 0ff~White Letters, Dust Jacket: Near Fine/, Shelf, Edge Wrinkling And Corner Wear. Hard Cover Book: Fine/Near As New/, Slight Shelf, Edge And Corner Wear. 418 Numbered Pages That Are Printed On 0ff~White Paper In As New/ Condition, Clean And Tight To The Spine. C/D, UnOpened In Publisher`s Original Packet. D/j: None. = No Odors, No Writing, No Names, No Rippling, Not Stuck Together, No Book Plate, Not X~Library, No Remainder Or Other Marks. This Item Will Be Sent In A = Mailing B0X = To Prevent Shipping Damage So That It Will Arrive In The Description Described. Description Applies To This B00K, Only. = This B00K Is Hard To Find, Will Be Packaged And Shipped Carefully, = To Avoid Shipping Damage And Will Make It, An Excellent Addition To Your Own Personal Library Collection, Or As A Gift, For The Discriminating Reader / Collector. = WORLD WIDE SHIPPING, AVAILABLE *.

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Bibliographic Details

• Title: FINANCIAL INSTRUMENT PRICING USING C++, Including New C/D. 2005 Edition With Corrections. *
• Publisher: Wiley & Sons, Ltd., England * * * * *
• Publication Date: 2005
• Language: English
• ISBN 10: 0470855096
• ISBN 13: 9780470855096
• Binding: Hardcover
• Illustrator: Book: Fine/Near As New/, 2005
• Condition: Fine
• Dust Jacket Condition: Near Fine

About this title

Synopsis

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

About the Author

Daniel Duffy works for Datasim, an Amsterdam-based trainer and software developer (www.datasim-component.com, www.datasim.nl). He has been working in IT since 1979 and with object-oriented technology since 1987. He received his MSc and PhD theses (in numerical analysis) from Trinity College, Dublin. His current interests are in the modelling of financial instruments using numerical methods (for example, finite difference method) and C++. He can be contacted at dduffy@datasim.nl