Financial instrument pricing using C++ / / Daniel J Duffy
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| Autore: |
Duffy Daniel J
|
| Titolo: |
Financial instrument pricing using C++ / / Daniel J Duffy
|
| Pubblicazione: | Hoboken, NJ, : John Wiley, c2004 |
| Edizione: | 1st ed. |
| Descrizione fisica: | 1 online resource (434 p.) |
| Disciplina: | 332.6/0285/5133 |
| Soggetto topico: | Investments - Mathematical models |
| Financial engineering | |
| C++ (Computer program language) | |
| Note generali: | Includes bibliographical references (p. [397]-399) and index. |
| Nota di contenuto: | Template programming in C++ -- Building block classes -- Ordinary and stochastic differential equations -- Programming the black-scholes environment -- Design patterns -- Design and deployment issues. |
| Sommario/riassunto: | 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 |
| Titolo autorizzato: | Financial instrument pricing using C++ |
| ISBN: | 1-118-85647-3 |
| 1-280-27497-2 | |
| 9786610274970 | |
| 0-470-02048-2 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910813380303321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Wiley finance series.