Introduction to C++ for Financial Engineers: An Object-Oriented Approach
Language: English
Published by Wiley, 2006
- Hardcover
- Used
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- Title
- Introduction to C++ for Financial Engineers: An Object-Oriented Approach
- Author
- Duffy, Daniel J.
- Publisher
- Wiley
- Publication year
- 2006
- Condition
- very_good
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0470015381
- ISBN 13
- 9780470015384
- 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 to GOF design patterns and their applications in QF Applications
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)
"Synopsis" may belong to another edition of this title.
About the Author
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 worked on an early version of a large object-oriented system for derivatives pricing and hedging models. He is designer/trainer and has trained more than 2000 C++ developers in recent years.
A companion book to the current one is “Financial Instrument Pricing using C++” (Wiley 2004). Since 1996 he has written seven books on object-oriented design and programming. Daniel Duffy has a PhD in Numerical Analysis from Trinity College Dublin. He lives in the Netherlands with his wife Ilona and son Brendan.
He can be contacted at dduffy@datasim.nl.
"About the title" may belong to another edition of this title.
Solr Books
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