Introduction to C++ for Financial Engineers

An Object-Oriented Approach de

Éditeur :

Wiley


Collection :

The Wiley Finance Series

Paru le : 2013-10-24

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Description
This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required -- experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book: 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)
Pages
448 pages
Collection
The Wiley Finance Series
Parution
2013-10-24
Marque
Wiley
EAN papier
9780470015384
EAN PDF
9780470058893

Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
440
Taille du fichier
4096 Ko
Prix
93,05 €
EAN EPUB
9781118856468

Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
448
Taille du fichier
2273 Ko
Prix
93,05 €