Introduction to C++ for Financial Engineers - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Introduction to C++ for Financial Engineers write by Daniel J. Duffy. This book was released on 2013-10-24. Introduction to C++ for Financial Engineers available in PDF, EPUB and Kindle. This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required -- experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book: C++ fundamentals and object-oriented thinking in QF Advanced object-oriented features such as inheritance and polymorphism Template programming and the Standard Template Library (STL) An introduction to GOF design patterns and their applications in QF Applications The kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods. This book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF. This book is the perfect companion to Daniel J. Duffy’s book Financial Instrument Pricing using C++ (Wiley 2004, 0470855096 / 9780470021620)
Financial Instrument Pricing Using C++
Financial Instrument Pricing Using C++ - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Financial Instrument Pricing Using C++ write by Daniel J. Duffy. This book was released on 2013-10-23. Financial Instrument Pricing Using C++ available in PDF, EPUB and Kindle. One of the best languages for the development of financial engineering and instrument pricing applications is C++. This book has several features that allow developers to write robust, flexible and extensible software systems. The book is an ANSI/ISO standard, fully object-oriented and interfaces with many third-party applications. It has support for templates and generic programming, massive reusability using templates (?write once?) and support for legacy C applications. In this book, author Daniel J. Duffy brings C++ to the next level by applying it to the design and implementation of classes, libraries and applications for option and derivative pricing models. He employs modern software engineering techniques to produce industrial-strength applications: Using the Standard Template Library (STL) in finance Creating your own template classes and functions Reusable data structures for vectors, matrices and tensors Classes for numerical analysis (numerical linear algebra ?) Solving the Black Scholes equations, exact and approximate solutions Implementing the Finite Difference Method in C++ Integration with the ?Gang of Four? Design Patterns Interfacing with Excel (output and Add-Ins) Financial engineering and XML Cash flow and yield curves Included with the book is a CD containing the source code in the Datasim Financial Toolkit. You can use this to get up to speed with your C++ applications by reusing existing classes and libraries. 'Unique... Let's all give a warm welcome to modern pricing tools.' -- Paul Wilmott, mathematician, author and fund manager
Mathematics for Finance
Mathematics for Finance - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Mathematics for Finance write by Marek Capinski. This book was released on 2006-04-18. Mathematics for Finance available in PDF, EPUB and Kindle. This textbook contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. Assuming only a basic knowledge of probability and calculus, the material is presented in a mathematically rigorous and complete way. The book covers the time value of money, including the time structure of interest rates, bonds and stock valuation; derivative securities (futures, options), modelling in discrete time, pricing and hedging, and many other core topics. With numerous examples, problems and exercises, this book is ideally suited for independent study.
Implementing QuantLib. Quantitative Finance in C++: an Inside Look at the Architecture of the QuantLib Library
Implementing QuantLib. Quantitative Finance in C++: an Inside Look at the Architecture of the QuantLib Library - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Implementing QuantLib. Quantitative Finance in C++: an Inside Look at the Architecture of the QuantLib Library write by Luigi Ballabio. This book was released on 2020. Implementing QuantLib. Quantitative Finance in C++: an Inside Look at the Architecture of the QuantLib Library available in PDF, EPUB and Kindle.
C++ Design Patterns and Derivatives Pricing
C++ Design Patterns and Derivatives Pricing - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook C++ Design Patterns and Derivatives Pricing write by Mark Suresh Joshi. This book was released on 2004-08-05. C++ Design Patterns and Derivatives Pricing available in PDF, EPUB and Kindle. Design patterns are the cutting-edge paradigm for programming in object-oriented languages. Here they are discussed, for the first time in a book, in the context of implementing financial models in C++. Assuming only a basic knowledge of C++ and mathematical finance, the reader is taught how to produce well-designed, structured, re-usable code via concrete examples. Each example is treated in depth, with the whys and wherefores of the chosen method of solution critically examined. Part of the book is devoted to designing re-usable components that are then put together to build a Monte Carlo pricer for path-dependent exotic options. Advanced topics treated include the factory pattern, the singleton pattern and the decorator pattern. Complete ANSI/ISO-compatible C++ source code is included on a CD for the reader to study and re-use and so develop the skills needed to implement financial models with object-oriented programs and become a working financial engineer. Please note the CD supplied with this book is platform-dependent and PC users will not be able to use the files without manual intervention in order to remove extraneous characters. Cambridge University Press apologises for this error. Machine readable files for all users can be obtained from www.markjoshi.com/design.
