Financial instrument pricing using C++ / / Daniel J. Duffy.
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Superior document: | Wiley finance series |
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VerfasserIn: | |
Place / Publishing House: | Hoboken : : Wiley,, 2018. |
Year of Publication: | 2018 |
Edition: | Second edition. |
Language: | English |
Series: | Wiley finance series.
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Online Access: | |
Physical Description: | 1 online resource (1,167 pages). |
Notes: | Revised and updated edition of the author's Financial instrument pricing using C++, c2004. |
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082 | 0 | |a 332.60285/5133 |2 23 | |
100 | 1 | |a Duffy, Daniel J., |e author. | |
245 | 1 | 0 | |a Financial instrument pricing using C++ / |c Daniel J. Duffy. |
250 | |a Second edition. | ||
264 | 1 | |a Hoboken : |b Wiley, |c 2018. | |
300 | |a 1 online resource (1,167 pages). | ||
336 | |a text |b txt |2 rdacontent | ||
337 | |a computer |b c |2 rdamedia | ||
338 | |a online resource |b cr |2 rdacarrier | ||
490 | 1 | |a Wiley finance series | |
500 | |a Revised and updated edition of the author's Financial instrument pricing using C++, c2004. | ||
504 | |a Includes bibliographical references and index. | ||
505 | 0 | |a A tour of C++ and environs -- New and improved C++ fundamentals -- Modelling functions in C++ -- Advanced c++ template programming -- Tuples in c++ and their applications -- Type traits, advanced lambdas and multiparadigm design in C++ -- Multiparadigm design in C++ -- C++ numerics, IEEE754 and boost C++ multiprecision -- An introduction to unified software design (USD) -- New data types, containers and algorithms in C++ and boost C++ libraries -- Lattice models fundamental data structures and algorithms -- Lattice models applications to computational finance -- Numerical linear algebra : tridiagonal systems and applications -- Data visualisation in Excel -- Univariate statistical distributions -- Bivariate statistical distributions and two-asset option pricing -- STL algorithms in detail -- STL algorithms part II -- An introduction to optimisation and the solution of nonlinear equations -- The finite difference method for PDEs mathematical background -- Software framework for one-factor option models -- Extending the software framework -- A PDE software framework in C++11 for a class of path-dependent options -- Ordinary differential equations and their numerical approximation -- Advanced ordinary differential equations and method of lines (MOL) -- Random number generation and distributions -- Microsoft .net, C# and C++11 interoperability -- C++ concurrency, Part I Threads -- C++ concurrency, part II Tasks -- Parallel patterns language (PPL) -- Monte Carlo simulation, Part I -- Monte Carlo simulation, Part II -- Bibliography -- Appendix -- Index. | |
588 | |a Description based on print version record. | ||
590 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2018. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
650 | 0 | |a Investments |x Mathematical models. | |
650 | 0 | |a Financial engineering. | |
650 | 0 | |a C++ (Computer program language) | |
655 | 4 | |a Electronic books. | |
776 | 0 | 8 | |i Print version: |a Duffy, Daniel J. |t Financial instrument pricing using C++ |b Second edition. |d Hoboken : Wiley, 2018 |h 1167 pages |k Wiley finance series. |z 9780470971192 |w (DLC) 2018019643 |
797 | 2 | |a ProQuest (Firm) | |
830 | 0 | |a Wiley finance series. | |
856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=5510007 |z Click to View |