Product details:
| ISBN13: | 9780470971192 |
| ISBN10: | 0470971193 |
| Binding: | Hardback |
| No. of pages: | 1168 pages |
| Size: | 250x175x59 mm |
| Weight: | 1892 g |
| Language: | English |
| 37 |
Category:
Financial Instrument Pricing Using C++ 2e
Series:
Wiley Finance Editions;
Edition number: 2nd Ed.
Publisher: John Wiley & Sons
Date of Publication: 14 September 2018
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Short description:
, and C++/CLI.
Using random number generation in C++11 and Monte Carlo simulation.
, and C++/CLI.
Full source code is available by registering at www.datasimfinancial.com.
Duffy adopted a spiral model approach while writing each chapter of Financial Instrument Pricing Using C++ 2e: analyse a little, design a little, and code a little. Each cycle ends with a working prototype in C++ and shows how a given algorithm or numerical method works. 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.
Long description:
and C++11 Interoperability 853
27.1 Introduction and Objectives 853
27.2 The Big Picture 854
27.3 Types 858
27.4 Memory Management 859
27.5 An Introduction to Native Classes 861
27.6 Interfaces and Abstract Classes 861
27.7 Use Case: C++/CLI as 'Main Language' 862
27.8 Use Case: Creating Proxies, Adapters and Wrappers for Legacy C++ Applications 864
27.8.1 Alternative: SWIG (Simplified Wrapper and Interface Generator) 871
27.9 'Back to the Future' Use Case: Calling C
27.1 Introduction and Objectives 853
27.2 The Big Picture 854
27.3 Types 858
27.4 Memory Management 859
27.5 An Introduction to Native Classes 861
27.6 Interfaces and Abstract Classes 861
27.7 Use Case: C++/CLI as 'Main Language' 862
27.8 Use Case: Creating Proxies, Adapters and Wrappers for Legacy C++ Applications 864
27.8.1 Alternative: SWIG (Simplified Wrapper and Interface Generator) 871
27.9 'Back to the Future' Use Case: Calling C
