Tags
Language
Tags
July 2025
Su Mo Tu We Th Fr Sa
29 30 1 2 3 4 5
6 7 8 9 10 11 12
13 14 15 16 17 18 19
20 21 22 23 24 25 26
27 28 29 30 31 1 2
    Attention❗ To save your time, in order to download anything on this site, you must be registered 👉 HERE. If you do not have a registration yet, it is better to do it right away. ✌

    ( • )( • ) ( ͡⚆ ͜ʖ ͡⚆ ) (‿ˠ‿)
    SpicyMags.xyz

    Daniel J. Duffy, «Financial Instrument Pricing Using C++»

    Posted By: Alexpal
    Daniel J. Duffy, «Financial Instrument Pricing Using C++»

    Daniel J. Duffy, «Financial Instrument Pricing Using C++»
    John Wiley & Sons | ISBN 0470855096 | 2004 Year | CHM | 13,62 Mb | 432 Pages


    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

    Password: www.AvaxHome.ru







    Бонус | Bonus
    My other uploaded eBooks (1900+) - links and descriptions
    Другие книги, закаченные мной (более 1900) - ссылки и библиографические данные

    New! version 6 (May 03 2006) [1,1 Mb] | Format: txt

    Download eBooks list from Mytempdir
    Download eBooks list from Rapidshare


    If you need a book from the li...рабочих ссылках в моих постах.