## Tuesday, July 29, 2008

### Introduction to C++ for Financial Engineers: An Object-Oriented Approach

Product Description

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 contains a CD 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)

Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.

From the Inside Flap

"Duffy has successfully plugged a huge gap in the market by producing a wonderfully written introductory book, in a pedagogic – making mathematical modelling in C++ accessible to a large audience. As a teacher of C++, I will be strongly recommending this book to anyone interested in applying C++ to Quantitative Finance."

—Riaz Ahmad, 7city Learning Ltd

"Finally, the book I wish I had had when I first started studying the C++ programming language. This witty, clean and comprehensive guide is a must-have for the would-be quant and a precious reference for the practitioner in quantitative finance. After completing the reading, you will earn a ‘black belt’ in C++ for financial engineering."

—Michele L. Baldini, Global Equity Linked Products | Quantitative Analytics, Merrill Lynch & Co

"It seems that C++ is here to stay – but not as the easiest language to master. Daniel Duffy has been there and done that for a few decades, and now he shares his expertise. In this book, he takes the reader to the black belt level – i.e., the level at which one can start learning advanced C++ techniques and best practices."

—Luigi Ballabio (co-creator of QuantLib)

"Among the vast C++ and quantitative finance literature there is a surprising dearth of material on their intersection – on quantfin-specific numerical methods using C++ and design patterns. Daniel Duffy’s new book Introduction to C++ for Financial Engineers nicely fills this vacuum and should prove to be a valuable resource for students and professionals looking to learn or enhance their C++ skills."

—Christopher Merrill, University of Chicago Program on Financial Mathematics

"Out of the plethora of books introducing C++ this book simply stands out by the clear exposure of the language and the practicality of its examples. For any student or practitioner that learns or wants to improve his knowledge of this powerful programming language widely used in the business world of finance Dr. Duffy's book is highly recommended."

—Valentin D. Ghita, MSc Student, Baruch College, CUNY

Download Link 1

Download Link 2

Subscribe to:
Post Comments (Atom)

## 1 comments:

keren sekali ..

Aozora Shop Online

toko online

Jual Baju Anak

Jual Baju Bayi

Jual Baju Dewasa

Jual Sepatu Bayi

Jual Sepatu anak Anak

Jual Sepatu Dewasa

Jual Perlengkapan Bayi

Jual Perlengkapan Anak Anak

Jual Perlengkapan Dewasa

Toko Online Herbal

King Obat Herbal

Gudang Obat Herbal

Jual Obat Herbal

Jual Herbal

Jual Produk Herbal

Jual Herbal Murah

Herbal Bandung

Produk Herbal

Herbal Habbats

Tupperware

Tupperware Murah

Tupperware Update

Tupperware Bandung juara

Jual Tupperware

Katalog Tupperware

Jual Online Tupperware

Tupperware Resep

Tupperware katalog baru

Raja Tupperware Bandung

Collection Tupperware

Post a Comment