LEADER 05466nam 2200685 450 001 9910143712803321 005 20170815115136.0 010 $a1-118-85646-5 010 $a1-118-67337-9 010 $a1-280-83905-8 010 $a9786610839056 010 $a0-470-05889-7 035 $a(CKB)1000000000357374 035 $a(EBL)290982 035 $a(OCoLC)163824462 035 $a(SSID)ssj0000182412 035 $a(PQKBManifestationID)11169837 035 $a(PQKBTitleCode)TC0000182412 035 $a(PQKBWorkID)10187576 035 $a(PQKB)10956827 035 $a(MiAaPQ)EBC290982 035 $a(MiAaPQ)EBC4529047 035 $a(EXLCZ)991000000000357374 100 $a20180125h20062006 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aIntroduction to C++ for financial engineers $ean object-oriented approach /$fDaniel J. Duffy 210 1$aChichester, West Sussex, England :$cJohn Wiley & Sons. Ltd,$d2006. 210 4$dİ2006 215 $a1 online resource (440 p.) 225 1 $aWiley Finance 300 $aDescription based upon print version of record. 311 $a0-470-01538-1 320 $aIncludes bibliographical references and index. 327 $aIntroduction to C ++for Financial Engineers; Contents; 0 Goals of this Book and Global Overview; 0.1 What is this Book?; 0.2 Why has this Book been Written?; 0.3 For whom is this Book Intended?; 0.4 Why should I read this Book?; 0.5 The Structure of this Book; 0.6 What this Book does not Cover; 0.7 More Information and Support; Part I C ++Essential Skills; 1 Introduction to C ++and Quantitative Finance; 1.1 Introduction and Objectives; 1.2 A Short History of C ++; 1.3 C ++, a Multi-Paradigm Language; 1.3.1 Object-Oriented Paradigm; 1.3.2 Generic Programming 327 $a1.3.3 Procedural, Modular and Functional Programming1.4 C ++and Quantitative Finance: What's the Relationship?; 1.5 What is Software Quality?; 1.6 Summary and Conclusions; 1.7 Exercises; 2 The Mechanics of C ++: From Source Code to a Running Program; 2.1 Introduction and Objectives; 2.2 The Compilation Process; 2.3 Header Files and Source Files; 2.4 Creating Classes and Using their Objects; 2.5 Template Classes and Template Functions; 2.6 Kinds of Errors; 2.6.1 Compiler Errors; 2.6.2 Linker Errors; 2.6.3 Run-Time Errors; 2.7 The Struct Concept; 2.8 Useful Data Conversion Routines 327 $a2.9 Summary and Conclusions2.10 Exercises and Projects; 3 C ++Fundamentals and My First Option Class; 3.1 Introduction and Objectives; 3.2 Class ==member data +member functions; 3.3 The Header File (Function Prototypes); 3.4 The Class Body (Code File); 3.5 Using the Class; 3.6 Examining the Class in Detail; 3.6.1 Accessibility Issues; 3.6.2 Using Standard Libraries; 3.6.3 The Scope Resolution Operator '::'; 3.6.4 Virtual Destructor: Better Safe than Sorry; 3.7 Other Paradigms; 3.8 Summary and Conclusions; 3.9 Questions, Exercises and Projects; 4 Creating Robust Classes 327 $a4.1 Introduction and Objectives4.2 Call by Reference and Call by Value; 4.3 Constant Objects Everywhere; 4.3.1 Read-Only (Const) Member Functions; 4.4 Constructors in Detail; 4.4.1 Member Initialisation; 4.5 Static Member Data and Static Member Functions; 4.6 Function Overloading; 4.7 Non-Member Functions; 4.8 Performance Tips and Guidelines; 4.8.1 The 'Inline' Keyword; 4.8.2 Anonymous Objects in Function Code; 4.8.3 Loop Optimisation; 4.9 Summary and Conclusions; 4.10 Questions, Exercises and Projects; 5 Operator Overloading in C ++; 5.1 Introduction and Objectives 327 $a5.2 What is Operator Overloading and what are the Possibilities?5.3 Why Use Operator Overloading? The Advantages; 5.4 Operator Overloading: The Steps; 5.4.1 A Special Case: The Assignment Operator; 5.5 Using Operator Overloading for Simple I/O; 5.6 Friend Functions in General; 5.6.1 Friend Classes; 5.7 Summary and Conclusions; 5.8 Exercise; Appendix: Useful Data Structures in C ++; 6 Memory Management in C ++; 6.1 Introduction and Objectives; 6.2 Single Objects and Arrays of Objects on the Stack; 6.3 Special Operators: '' and ''; 6.3.1 Single Objects; 6.3.2 Arrays of Objects 327 $a6.4 Small Application: Working with Complex Numbers 330 $aThis book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required -- experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book:C++ fundamentals and object-oriented thinking in QFAdvanced object-oriented features such a 410 0$aWiley finance series. 606 $aFinancial engineering$xComputer programs 606 $aC++ (Computer program language) 608 $aElectronic books. 615 0$aFinancial engineering$xComputer programs. 615 0$aC++ (Computer program language) 676 $a005.133 676 $a005.133024332 700 $aDuffy$b Daniel J.$0103056 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910143712803321 996 $aIntroduction to C++ for financial engineers$92041666 997 $aUNINA