| Edition |
Second edition. |
| Description |
1 online resource (1,167 pages). |
|
text txt rdacontent |
|
computer c rdamedia |
|
online resource cr rdacarrier |
| Series |
Wiley finance series |
|
Wiley finance series.
|
| Note |
Revised and updated edition of the author's Financial instrument pricing using C++, c2004. |
| Bibliography |
Includes bibliographical references and index. |
| 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. |
| Note |
Description based on print version record. |
| Subject |
Investments -- Mathematical models.
|
|
Financial engineering.
|
|
C++ (Computer program language)
|
| Genre/Form |
Electronic books.
|
| Other Form: |
Print version: Duffy, Daniel J. Financial instrument pricing using C++ Second edition. Hoboken : Wiley, 2018 1167 pages Wiley finance series. 9780470971192 (DLC) 2018019643 |
| ISBN |
9780470971192 |
|
9781119170488 (e-book) |
|
9781119170495 (e-book) |
|
