Financial Instrument Pricing Using C++
Language: English
Published by Wiley & Sons, Incorporated, John, 2004
- First Edition
- Hardcover
- Used
Seller: Better World Books, Mishawaka, IN, U.S.A.Better World Books
AbeBooks seller since August 3, 2006
Condition: Used - Good
US$ 9.69
Quantity: 1 available
Add to basketItem description from seller
Seller Inventory # 11914255-6
- Title
- Financial Instrument Pricing Using C++
- Author
- Duffy, Daniel J.
- Publisher
- Wiley & Sons, Incorporated, John
- Publication year
- 2004
- Condition
- Good
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0470855096
- ISBN 13
- 9780470855096
- Edition
- 1st Edition.
- Item weight
- 2.205 pounds
- Dimensions
- N/A
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
"Synopsis" may belong to another edition of this title.
About the Author
"About the title" may belong to another edition of this title.
Better World Books
Mishawaka, IN, U.S.A.
AbeBooks seller since August 3, 2006
Shipping rates within U.S.A.
| Item | 4 to 8 business days | 3 to 5 business days |
|---|---|---|
| First item | US$ 0.00 | US$ 13.00 |
Payment methods
Store description
Seller's business information
Better World Books Marketplace, Inc.
55740 Currant Road
Mishawaka, IN U.S.A. 46545
Terms of sale
Better World Books (BWB) values your satisfaction and offers you returns within thirty (30) days after the estimated delivery date on most items. All returned items must be in the original condition; used items should include the SKU sticker located on the spine or back of the product.
If you have an incomplete, incorrect, or damaged shipment, please contact our Customer Care team via Abebooks contact seller options before proceeding with the return.Please keep in mind that because we deal mostly in used books, any extra components, such as CDs, DVDs, figurines, or access codes are not included.
Shipping terms
Please allow 1-2 business days for order fulfillment.