Financial instrument pricing using C++ / / Daniel J. Duffy.
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Superior document: | Wiley finance series |
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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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Duffy, Daniel J., author. Financial instrument pricing using C++ / Daniel J. Duffy. Second edition. Hoboken : Wiley, 2018. 1 online resource (1,167 pages). text txt rdacontent computer c rdamedia online resource cr rdacarrier Wiley finance series Revised and updated edition of the author's Financial instrument pricing using C++, c2004. Includes bibliographical references and index. 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. Description based on print version record. Electronic reproduction. Ann Arbor, MI : ProQuest, 2018. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. Investments Mathematical models. Financial engineering. C++ (Computer program language) Electronic books. Print version: Duffy, Daniel J. Financial instrument pricing using C++ Second edition. Hoboken : Wiley, 2018 1167 pages Wiley finance series. 9780470971192 (DLC) 2018019643 ProQuest (Firm) Wiley finance series. https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=5510007 Click to View |
language |
English |
format |
eBook |
author |
Duffy, Daniel J., |
spellingShingle |
Duffy, Daniel J., Financial instrument pricing using C++ / Wiley finance series 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. |
author_facet |
Duffy, Daniel J., |
author_variant |
d j d dj djd |
author_role |
VerfasserIn |
author_sort |
Duffy, Daniel J., |
title |
Financial instrument pricing using C++ / |
title_full |
Financial instrument pricing using C++ / Daniel J. Duffy. |
title_fullStr |
Financial instrument pricing using C++ / Daniel J. Duffy. |
title_full_unstemmed |
Financial instrument pricing using C++ / Daniel J. Duffy. |
title_auth |
Financial instrument pricing using C++ / |
title_new |
Financial instrument pricing using C++ / |
title_sort |
financial instrument pricing using c++ / |
series |
Wiley finance series |
series2 |
Wiley finance series |
publisher |
Wiley, |
publishDate |
2018 |
physical |
1 online resource (1,167 pages). |
edition |
Second edition. |
contents |
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. |
isbn |
9781119170488 (e-book) 9781119170495 (e-book) 9780470971192 |
callnumber-first |
H - Social Science |
callnumber-subject |
HG - Finance |
callnumber-label |
HG4515 |
callnumber-sort |
HG 44515.2 D844 42018 |
genre |
Electronic books. |
genre_facet |
Electronic books. |
url |
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=5510007 |
illustrated |
Not Illustrated |
dewey-hundreds |
300 - Social sciences |
dewey-tens |
330 - Economics |
dewey-ones |
332 - Financial economics |
dewey-full |
332.60285/5133 |
dewey-sort |
3332.60285 45133 |
dewey-raw |
332.60285/5133 |
dewey-search |
332.60285/5133 |
oclc_num |
1032290430 |
work_keys_str_mv |
AT duffydanielj financialinstrumentpricingusingc |
status_str |
n |
ids_txt_mv |
(MiAaPQ)5005510007 (Au-PeEL)EBL5510007 (OCoLC)1032290430 |
carrierType_str_mv |
cr |
hierarchy_parent_title |
Wiley finance series |
is_hierarchy_title |
Financial instrument pricing using C++ / |
container_title |
Wiley finance series |
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1792330993105895424 |
fullrecord |
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