Financial Instrument Pricing Using C++ (The Wiley Finance Series)
| Author | : | |
| Rating | : | 4.80 (801 Votes) |
| Asin | : | 0470971193 |
| Format Type | : | paperback |
| Number of Pages | : | 160 Pages |
| Publish Date | : | 2013-07-06 |
| Language | : | English |
DESCRIPTION:
"Utter shambles" according to ifitaintbrokeitwillbe. The code is a real mess. Source files are missing, class member variables not defined, calls made to misspelled functions, basic syntax errors. Here are a few of the problems I have run into: - Missing Source Files:: BVPmechanisms.hpp. So files like BVPSOlver.cpp can't compile - Undefined members var. "Poor" according to Subrata Kumar Paschimiray. It's theoritical book . Few examples. Not givien much idea about various instrument pricing.. Nice job Amazon Customer While I am somewhat rusty with C++, the author did a very nice job or bringing me along slowly. My motivation in buying this book was to learn more about instrument pricing, then programming. So in either case, I rate the book very high. I would highly recommend this to anyone on the path of becoming
His current interests are in the modelling of financial instruments using numerical methods (for example, finite difference method) and C++. He received his MSc and PhD theses (in numerical analysis) from Trinity College, Dublin. He has been working in IT since 1979 and with object-oriented technology since 1987. Daniel Duffy works for Datasim, an Amsterdam-based trainer and software developer (datasim-component, datasim). He can be contacted at
Duffy's 2004 edition of Financial Instrument Pricing Using C++. An integrated guide to C++ and computational financeThis complete guide to C++ and computational finance is a follow-up and major extension to Daniel J. Additionally, each chapter contains non-trivial exercises and projects that discuss improvements and extensions to the material.This book is for designers and application developers in computational finance, and assumes the reader has some fundamental experience of C++ and derivatives pricing.. Both C++ and computational finance have evolved and
It is an ANSI/ISO standard, fully object-oriented and interfaces with many third-party applications. From the Back Cover One of the best languages for the development of financial engineering and instrument pricing applications is C++. It has support for templates and generic programming, massive reusability using templates ('write once') and support for legacy C applications.In this book we bring C++ to the next level by applying it to the design and implementation of classes, libraries and applications for option and derivative pricing models. 'Uniq