{"product_id":"9780470015384","title":"Introduction to C++ for Financial Engineers An Object-Oriented Approach","description":"\u003ch3\u003eThe Wiley Finance Series\u003c\/h3\u003e\u003ch1\u003eIntroduction to C++ for Financial Engineers\u003c\/h1\u003e\u003ch2\u003eAn Object-Oriented Approach\u003c\/h2\u003e\u003ch3\u003eDaniel J. Duffy\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eBusiness \u0026amp; Economics \/ Finance \/ General\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003eThis 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:  \u003cul\u003e \u003cli\u003eC++ fundamentals and object-oriented thinking in QF\u003c\/li\u003e \u003cli\u003eAdvanced object-oriented features such as inheritance and polymorphism\u003c\/li\u003e \u003cli\u003eTemplate programming and the Standard Template Library (STL)\u003c\/li\u003e \u003cli\u003eAn introduction to GOF design patterns and their applications in QF Applications\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eThe kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods.\u003c\/p\u003e \u003cp\u003eThis book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF.\u003c\/p\u003e \u003cp\u003eThis book is the perfect companion to Daniel J. Duffy’s book \u003ci\u003eFinancial Instrument Pricing using C++\u003c\/i\u003e (Wiley 2004, 0470855096 \/ 9780470021620)\u003c\/p\u003e\n\u003c\/div\u003e\u003cdiv\u003e  \u003cp\u003e\u003cb\u003e\u003ci\u003eAbout the author\u003c\/i\u003e\u003c\/b\u003e \u003c\/p\u003e\n\u003cp\u003e\u003cb\u003eDANIEL J. DUFFY\u003c\/b\u003e has been involved in software development projects using C++ and object-oriented design techniques since 1988. He organized the first C++ course in the Netherlands in 1989 and has worked on a variety of C++ projects in areas such as computer graphics, optical technology, process control and quantitative finance systems. In 1993 he worked on an early version of a large object-oriented system for derivatives pricing and hedging models. He is designer\/trainer and has trained more than 2000 C++ developers in recent years. \u003c\/p\u003e\n\u003cp\u003eA companion book to the current one is “Financial Instrument Pricing using C++” (Wiley 2004). Since 1996 he has written seven books on object-oriented design and programming. Daniel Duffy has a PhD in Numerical Analysis from Trinity College Dublin. He lives in the Netherlands with his wife Ilona and son Brendan. \u003c\/p\u003e\n\u003cp\u003eHe can be contacted at dduffy@datasim.nl. \u003c\/p\u003e\n\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e14 December 2006\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9780470015384\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eHardback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e438\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e31.0\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44384448905356,"sku":"9780470015384","price":116.1,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780470015384.jpg?v=1780169427","url":"https:\/\/lateknightbooks.com\/products\/9780470015384","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}