9780470971192 - financial instrument pricing using c++ (wiley finance) de duffy, daniel j. (18 resultados)
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Librería: Bahamut Media, Reading, , Reino UnidoBahamut Media
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hardcover. Condición: Very Good. Shipped within 24 hours from our UK warehouse. Clean, undamaged book with no damage to pages and minimal wear to the cover. Spine still tight, in very good condition. Remember if you are not happy, you are covered by our 100% money back guarantee.
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EUR 80,75
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Hardcover. Condición: Very Good. Financial Instrument Pricing Using C++ (Wiley Finance) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and… looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping.
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HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
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EUR 96,77
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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Librería: Chiron Media, Wallingford, , Reino UnidoChiron Media
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Librería: Majestic Books, Hounslow, , Reino UnidoMajestic Books
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EUR 105,43
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Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail
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EUR 113,99
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Hardcover. Condición: new. Hardcover. An integrated guide to C++ and computational finance This complete guide to C++ and computational finance is a follow-up and major extension to Daniel J. Duffy's 2004 edition of Financial Instrument Pricing Using C++. Both C++ and computational finance have evolved and changed dramatically i…n the last ten years and this book documents these improvements. Duffy focuses on these developments and the advantages for the quant developer by: Delving into a detailed account of the new C++11 standard and its applicability to computational finance.Using de-facto standard libraries, such as Boost and Eigen to improve developer productivity.Developing multiparadigm software using the object-oriented, generic, and functional programming styles.Designing flexible numerical algorithms: modern numerical methods and multiparadigm design patterns.Providing a detailed explanation of the Finite Difference Methods through six chapters, including new developments such as ADE, Method of Lines (MOL), and Uncertain Volatility Models.Developing applications, from financial model to algorithmic design and code, through a coherent approach.Generating interoperability with Excel add-ins, C#, and C++/CLI.Using random number generation in C++11 and Monte Carlo simulation. Duffy adopted a spiral model approach while writing each chapter of Financial Instrument Pricing Using C++ 2e: analyse a little, design a little, and code a little. Each cycle ends with a working prototype in C++ and shows how a given algorithm or numerical method works. Additionally, each chapter contains non-trivial exercises and projects that discuss improvements and extensions to the material. This book is for designers and application developers in computational finance, and assumes the reader has some fundamental experience of C++ and derivatives pricing. HOW TO RECEIVE THE SOURCE CODE Once you have purchased a copy of the book please send an email to the author dduffyATdatasim.nl requesting your personal and non-transferable copy of the source code. Proof of purchase is needed. The subject of the mail should be C++ Book Source Code Request. You will receive a reply with a zip file attachment. ? C++ is one of the best languages for the development of financial engineering and instrument pricing applications. ? This book applies C++ to the design and implementation of classes, libraries and latest applications for option and derivative pricing models. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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EUR 100,23
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Condición: New. ? C++ is one of the best languages for the development of financial engineering and instrument pricing applications. ? This book applies C++ to the design and implementation of classes, libraries and latest applications for option and derivative pricing models. Series: Wiley Finance Series. Num Pages: 160 pages.…BIC Classification: KFFM; UF; UMZ. Category: (P) Professional & Vocational. Dimension: 244 x 170. . . 2018. 2nd. Hardcover. . . . .
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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EUR 120,70
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Librería: Ubiquity Trade, Miami, FL, Estados Unidos de AmericaUbiquity Trade
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EUR 128,28
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Condición: New. Brand new! Please provide a physical shipping address.
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Librería: Kennys Bookstore, Olney, MD, Estados Unidos de AmericaKennys Bookstore
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EUR 127,87
Envío por EUR 9,15Se envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New. ? C++ is one of the best languages for the development of financial engineering and instrument pricing applications. ? This book applies C++ to the design and implementation of classes, libraries and latest applications for option and derivative pricing models. Series: Wiley Finance Series. Num Pages: 160 pages.…BIC Classification: KFFM; UF; UMZ. Category: (P) Professional & Vocational. Dimension: 244 x 170. . . 2018. 2nd. Hardcover. . . . . Books ship from the US and Ireland.
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Librería: Revaluation Books, Exeter, , Reino UnidoRevaluation Books
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EUR 114,80
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Hardcover. Condición: Brand New. 2nd edition. 1142 pages. 9.75x7.00x2.50 inches. In Stock.
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Librería: CitiRetail, Stevenage, Reino UnidoCitiRetail
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EUR 133,00
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Hardcover. Condición: new. Hardcover. An integrated guide to C++ and computational finance This complete guide to C++ and computational finance is a follow-up and major extension to Daniel J. Duffy's 2004 edition of Financial Instrument Pricing Using C++. Both C++ and computational finance have evolved and changed dramatically i…n the last ten years and this book documents these improvements. Duffy focuses on these developments and the advantages for the quant developer by: Delving into a detailed account of the new C++11 standard and its applicability to computational finance.Using de-facto standard libraries, such as Boost and Eigen to improve developer productivity.Developing multiparadigm software using the object-oriented, generic, and functional programming styles.Designing flexible numerical algorithms: modern numerical methods and multiparadigm design patterns.Providing a detailed explanation of the Finite Difference Methods through six chapters, including new developments such as ADE, Method of Lines (MOL), and Uncertain Volatility Models.Developing applications, from financial model to algorithmic design and code, through a coherent approach.Generating interoperability with Excel add-ins, C#, and C++/CLI.Using random number generation in C++11 and Monte Carlo simulation. Duffy adopted a spiral model approach while writing each chapter of Financial Instrument Pricing Using C++ 2e: analyse a little, design a little, and code a little. Each cycle ends with a working prototype in C++ and shows how a given algorithm or numerical method works. Additionally, each chapter contains non-trivial exercises and projects that discuss improvements and extensions to the material. This book is for designers and application developers in computational finance, and assumes the reader has some fundamental experience of C++ and derivatives pricing. HOW TO RECEIVE THE SOURCE CODE Once you have purchased a copy of the book please send an email to the author dduffyATdatasim.nl requesting your personal and non-transferable copy of the source code. Proof of purchase is needed. The subject of the mail should be C++ Book Source Code Request. You will receive a reply with a zip file attachment. ? C++ is one of the best languages for the development of financial engineering and instrument pricing applications. ? This book applies C++ to the design and implementation of classes, libraries and latest applications for option and derivative pricing models. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
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Librería: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 200,06
Envío por EUR 32,24Se envía de Australia a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardcover. Condición: new. Hardcover. An integrated guide to C++ and computational finance This complete guide to C++ and computational finance is a follow-up and major extension to Daniel J. Duffy's 2004 edition of Financial Instrument Pricing Using C++. Both C++ and computational finance have evolved and changed dramatically i…n the last ten years and this book documents these improvements. Duffy focuses on these developments and the advantages for the quant developer by: Delving into a detailed account of the new C++11 standard and its applicability to computational finance.Using de-facto standard libraries, such as Boost and Eigen to improve developer productivity.Developing multiparadigm software using the object-oriented, generic, and functional programming styles.Designing flexible numerical algorithms: modern numerical methods and multiparadigm design patterns.Providing a detailed explanation of the Finite Difference Methods through six chapters, including new developments such as ADE, Method of Lines (MOL), and Uncertain Volatility Models.Developing applications, from financial model to algorithmic design and code, through a coherent approach.Generating interoperability with Excel add-ins, C#, and C++/CLI.Using random number generation in C++11 and Monte Carlo simulation. Duffy adopted a spiral model approach while writing each chapter of Financial Instrument Pricing Using C++ 2e: analyse a little, design a little, and code a little. Each cycle ends with a working prototype in C++ and shows how a given algorithm or numerical method works. Additionally, each chapter contains non-trivial exercises and projects that discuss improvements and extensions to the material. This book is for designers and application developers in computational finance, and assumes the reader has some fundamental experience of C++ and derivatives pricing. HOW TO RECEIVE THE SOURCE CODE Once you have purchased a copy of the book please send an email to the author dduffyATdatasim.nl requesting your personal and non-transferable copy of the source code. Proof of purchase is needed. The subject of the mail should be C++ Book Source Code Request. You will receive a reply with a zip file attachment. ? C++ is one of the best languages for the development of financial engineering and instrument pricing applications. ? This book applies C++ to the design and implementation of classes, libraries and latest applications for option and derivative pricing models. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
