Financial Instrument Pricing Using C++ - Info and Reading Options
By Daniel J. Duffy
"Financial Instrument Pricing Using C++" was published by Wiley & Sons, Incorporated, John in 2018 - Hoboken, it has 1168 pages and the language of the book is English.
“Financial Instrument Pricing Using C++” Metadata:
- Title: ➤ Financial Instrument Pricing Using C++
- Author: Daniel J. Duffy
- Language: English
- Number of Pages: 1168
- Publisher: ➤ Wiley & Sons, Incorporated, John
- Publish Date: 2018
- Publish Location: Hoboken
“Financial Instrument Pricing Using C++” Subjects and Themes:
- Subjects: ➤ C++ (Computer program language) - Financial engineering - Mathematical models - Investments - C plus plus (computer program language) - Investments, mathematical models
Edition Specifications:
- Weight: 0.682
Edition Identifiers:
- The Open Library ID: OL33500225M - OL5706183W
- ISBN-13: 9781119170495 - 9781119170488 - 9781119170518
- All ISBNs: 9781119170495 - 9781119170488 - 9781119170518
AI-generated Review of “Financial Instrument Pricing Using C++”:
"Financial Instrument Pricing Using C++" Description:
Open Data:
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
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