Financial instrument pricing using C++ / Daniel J Duffy.

Format:

Book

Author/Creator:

Duffy, Daniel J.

Series:

Wiley finance series.

The Wiley Finance Series

Language:

English

Subjects (All):

Investments--Mathematical models.

Investments.

Financial engineering.

C++ (Computer program language).

Physical Description:

1 online resource (434 p.)

Edition:

1st ed.

Place of Publication:

Hoboken, NJ : John Wiley, c2004.

Language Note:

English

Summary:

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 cla

Contents:

Template programming in C++

Building block classes

Ordinary and stochastic differential equations

Programming the black-scholes environment

Design patterns

Design and deployment issues.

Notes:

Includes bibliographical references (p. [397]-399) and index.

ISBN:

9786610274970

9781118856475

1118856473

9781280274978

1280274972

9780470020487

0470020482

OCLC:

475919035