Introduction to C++ for Financial Engineers (The Wiley Finance Series)

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9781118446089: Introduction to C++ for Financial Engineers (The Wiley Finance Series)
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The popular, step-by-step introduction to programming financial engineering applications using C++ now updated with C++ 11 design patterns

The updated and expanded second edition of Daniel Duffy's popular, step-by-step guide, this book shows how to use C++ 11 effectively for financial engineering applications. As with the first edition, this second edition provides a complete introduction to C++ specifically geared to the unique needs of developers, quants and financial engineers with little or no prior experience programming in C++. Following a concise, yet thorough introduction to object-oriented programming, Duffy cuts to the chase with example-driven explications of powerful techniques for developing extended classes and advanced financial applications in C++ 11. The final third of the book is devoted exclusively to the design and implementation of several applications using C++, all of which are documented in the literature.

  • The ideal introduction for those with no prior experience with C++ programming and an excellent refresher for those who need to brush up on their C++ programming skills
  • This Second Edition includes all new real-world examples as well as new end-of-chapter exercises and test questions
  • Now featuring coverage of C++ 11 with design patterns and extended financial applications
  • Companion Website contains all the C++ source code and programming exercises from the book, along with additional examples and tools

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