Financial Instrument Pricing Using C (Repost)

ISBN: 0470855096

Category: Technical

Tag: Programming


Posted on 2013-09-25. By anonymous.

Description


Daniel J. Duffy, "Financial Instrument Pricing Using C++"
2004 | pages: 321 | ISBN: 0470855096 | CHM | 13,1 mb

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 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

My Links


Sponsored High Speed Downloads
9845 dl's @ 2523 KB/s
Download Now [Full Version]
9295 dl's @ 2519 KB/s
Download Link 1 - Fast Download
6672 dl's @ 2841 KB/s
Download Mirror - Direct Download



Search More...
Financial Instrument Pricing Using C (Repost)

Search free ebooks in ebookee.com!


Links
Download this book

No active download links here?
Please check the description for download links if any or do a search to find alternative books.


Related Books


Comments

No comments for "Financial Instrument Pricing Using C (Repost)".


    Add Your Comments
    1. Download links and password may be in the description section, read description carefully!
    2. Do a search to find mirrors if no download links or dead links.
    Back to Top