02665nam 22006374a 450 991045013730332120200520144314.01-118-85647-31-280-27497-297866102749700-470-02048-2(CKB)1000000000020112(EBL)210551(OCoLC)475919035(SSID)ssj0000155000(PQKBManifestationID)11158444(PQKBTitleCode)TC0000155000(PQKBWorkID)10098316(PQKB)11021484(MiAaPQ)EBC210551(Au-PeEL)EBL210551(CaPaEBR)ebr10113956(CaONFJC)MIL27497(OCoLC)62790653(EXLCZ)99100000000002011220040416d2004 uy 0engur|n|---|||||txtccrFinancial instrument pricing using C++[electronic resource] /Daniel J DuffyHoboken, NJ John Wileyc20041 online resource (434 p.)The Wiley Finance SeriesIncludes bibliographical references (p. [397]-399) and index.0-470-85509-6 Template programming in C++ -- Building block classes -- Ordinary and stochastic differential equations -- Programming the black-scholes environment -- Design patterns -- Design and deployment issues.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 claWiley finance series.InvestmentsMathematical modelsFinancial engineeringC++ (Computer program language)Electronic books.InvestmentsMathematical models.Financial engineering.C++ (Computer program language)332.6/0285/5133Duffy Daniel J103056MiAaPQMiAaPQMiAaPQBOOK9910450137303321Financial instrument pricing using C++2174361UNINA