Autorzy | |
Wydawnictwo | Wiley Professional Development (P&T) |
Data wydania | 22/09/2018 |
Wydanie | Drugie |
Forma publikacji | eBook: Reflowable eTextbook (ePub) |
Język | angielski |
ISBN | 9781119170488 |
Kategorie | Finanse |
This complete guide to C++ and computational finance is a follow-up and major extension to Daniel J. Duffy's 2004 edition of Financial Instrument Pricing Using C++. Both C++ and computational finance have evolved and changed dramatically in the last ten years and this book documents these improvements. Duffy focuses on these developments and the advantages for the quant developer by:
Full source code is available by registering at www.datasimfinancial.com.
Duffy adopted a spiral model approach while writing each chapter of Financial Instrument Pricing Using C++ 2e: analyse a little, design a little, and code a little. Each cycle ends with a working prototype in C++ and shows how a given algorithm or numerical method works. Additionally, each chapter contains non-trivial exercises and projects that discuss improvements and extensions to the material.
This book is for designers and application developers in computational finance, and assumes the reader has some fundamental experience of C++ and derivatives pricing.
Financial Instrument Pricing Using C++