FINANCIAL INSTRUMENT PRICING USING C++, Including New C/D. 2005 Edition With Corrections. *
Language: English
Published by Wiley & Sons, Ltd., England * * * * *, 2005
- Hardcover
- Used
Seller: L. Michael, North Hollywood, CA, U.S.A.L. Michael
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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 *.…
Seller Inventory # 016400
- Title
- FINANCIAL INSTRUMENT PRICING USING C++, Including New C/D. 2005 Edition With Corrections. *
- Author
- DUFFY, Daniel J.
- Publisher
- Wiley & Sons, Ltd., England * * * * *
- Publication year
- 2005
- Condition
- Fine
- Dust jacket
- Near Fine
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0470855096
- ISBN 13
- 9780470855096
- Illustrator
- Book: Fine/Near As New/, 2005
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
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L. Michael
North Hollywood, CA, U.S.A.
AbeBooks seller since February 28, 2006
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