{"product_id":"9780470855096","title":"Financial Instrument Pricing Using C++","description":"\u003ch3\u003eThe Wiley Finance Series\u003c\/h3\u003e\u003ch1\u003eFinancial Instrument Pricing Using C++\u003c\/h1\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\u003eOne 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.  \u003cp\u003eIn this book, author Daniel J. Duffy brings C++ to the next level by applying it to the design and implementation of classes, libraries and applications for option and derivative pricing models. He employs modern software engineering techniques to produce industrial-strength applications:\u003c\/p\u003e \u003cul\u003e \u003cli\u003eUsing the Standard Template Library (STL) in finance\u003c\/li\u003e \u003cli\u003eCreating your own template classes and functions\u003c\/li\u003e \u003cli\u003eReusable data structures for vectors, matrices and tensors\u003c\/li\u003e \u003cli\u003eClasses for numerical analysis (numerical linear algebra ?)\u003c\/li\u003e \u003cli\u003eSolving the Black Scholes equations, exact and approximate solutions\u003c\/li\u003e \u003cli\u003eImplementing the Finite Difference Method in C++\u003c\/li\u003e \u003cli\u003eIntegration with the ?Gang of Four? Design Patterns\u003c\/li\u003e \u003cli\u003eInterfacing with Excel (output and Add-Ins)\u003c\/li\u003e \u003cli\u003eFinancial engineering and XML\u003c\/li\u003e \u003cli\u003eCash flow and yield curves\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eIncluded with the book is a CD containing the source code in the Datasim Financial Toolkit. You can use this to get up to speed with your C++ applications by reusing existing classes and libraries.\u003c\/p\u003e \u003cp\u003e'Unique... Let's all give a warm welcome to modern pricing tools.'\u003cbr\u003e -- Paul Wilmott, mathematician, author and fund manager\u003c\/p\u003e\n\u003c\/div\u003e\u003cdiv\u003e \u003cb\u003eDaniel Duffy\u003c\/b\u003e works for Datasim, an Amsterdam-based trainer and software developer (www.datasim-component.com, www.datasim.nl). He has been working in IT since 1979 and with object-oriented technology since 1987. He received his MSc and PhD theses (in numerical analysis) from Trinity College, Dublin. His current interests are in the modelling of financial instruments using numerical methods (for example, finite difference method) and C++. He can be contacted at dduffy@datasim.nl\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e30 July 2004\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\u003e9780470855096\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eMultiple \/ component \/ retail \/ product \/ part \/ s\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e432\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e35.2\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44393438773388,"sku":"9780470855096","price":134.1,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780470855096_556b4fd9-b962-4c65-b599-9460618fb0a4.jpg?v=1780194822","url":"https:\/\/lateknightbooks.com\/products\/9780470855096","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}