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Record Nr. |
UNINA9910962047803321 |
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Autore |
Duffy Daniel J |
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Titolo |
Financial instrument pricing using C++ / / Daniel J Duffy |
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Pubbl/distr/stampa |
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Hoboken, NJ, : John Wiley, c2004 |
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ISBN |
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9786610274970 |
9781118856475 |
1118856473 |
9781280274978 |
1280274972 |
9780470020487 |
0470020482 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (434 p.) |
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Collana |
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Disciplina |
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Soggetti |
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Investments - Mathematical models |
Financial engineering |
C++ (Computer program language) |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Includes bibliographical references (p. [397]-399) and index. |
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Nota di contenuto |
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Template programming in C++ -- Building block classes -- Ordinary and stochastic differential equations -- Programming the black-scholes environment -- Design patterns -- Design and deployment issues. |
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Sommario/riassunto |
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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 cla |
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