{"product_id":"9780470971192","title":"Financial Instrument Pricing Using C++","description":"\u003ch3\u003eWiley Finance\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\u003e\n\u003cb\u003eAn integrated guide to C++ and computational finance\u003c\/b\u003e \u003cp\u003eThis complete guide to C++ and computational finance is a follow-up and major extension to Daniel J. Duffy's 2004 edition of \u003ci\u003eFinancial Instrument Pricing Using C++\u003c\/i\u003e. Both C++ and computational finance have evolved and changed dramatically in the last ten years and this book documents these improvements. Duffy focuses on these developments and the advantages for the quant developer by:\u003c\/p\u003e \u003cul\u003e \u003cli\u003eDelving into a detailed account of the new C++11 standard and its applicability to computational finance.\u003c\/li\u003e \u003cli\u003eUsing de-facto standard libraries, such as \u003ci\u003eBoost\u003c\/i\u003e and \u003ci\u003eEigen\u003c\/i\u003e to improve developer productivity.\u003c\/li\u003e \u003cli\u003eDeveloping multiparadigm software using the object-oriented, generic, and functional programming styles.\u003c\/li\u003e \u003cli\u003eDesigning flexible numerical algorithms: modern numerical methods and multiparadigm design patterns.\u003c\/li\u003e \u003cli\u003eProviding 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.\u003c\/li\u003e \u003cli\u003eDeveloping applications, from financial model to algorithmic design and code, through a coherent approach.\u003c\/li\u003e \u003cli\u003eGenerating interoperability with Excel add-ins, C#, and C++\/CLI.\u003c\/li\u003e \u003cli\u003eUsing random number generation in C++11 and Monte Carlo simulation.\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eDuffy adopted a spiral model approach while writing each chapter of \u003ci\u003eFinancial Instrument Pricing Using C++ 2e\u003c\/i\u003e: 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.\u003c\/p\u003e \u003cp\u003eThis book is for designers and application developers in computational finance, and assumes the reader has some fundamental experience of C++ and derivatives pricing.\u003cbr\u003e\u003cbr\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eHOW TO RECEIVE THE SOURCE CODE\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eOnce 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.\u003c\/b\u003e\u003c\/p\u003e\n\u003c\/div\u003e\u003cdiv\u003e \t\t\t \u003cp\u003e\u003cb\u003eDANIEL J. DUFFY\u003c\/b\u003e started the company Datasim in 1987 to promote C++ as a new object-oriented language for developing applications in the roles of developer, architect and requirements analyst to help clients design and analyse software systems for Computer Aided Design (CAD), process control and hardware- software systems, logistics, holography (optical technology) and computational finance. He used a combination of top-down functional decomposition and bottom-up object-oriented programming techniques to create stable and extendible applications. Prior to Datasim, he worked on engineering and financial applications in oil and gas and semiconductor industries using a range of numerical methods (for example, the finite element method [FEM]) on mainframe and mini-computers. \u003c\/p\u003e\n\u003cp\u003eDuffy has BA (Mod), MSc and PhD degrees in pure, numerical and applied mathematics and has been active in promoting partial differential equation (PDE) and finite difference methods (FDM) to applications in computational finance. He was responsible for the introduction of the Fractional Step (\"Soviet Splitting\") method and the Alternating Direction Explicit (ADE) method in computational finance. \u003c\/p\u003e\n\u003cp\u003eHe is the originator of two very popular and leading C++ online courses (both C++98 and C++11\/14\/17) on www.quantnet.com in cooperation with Quantnet LLC and Baruch College (CUNY), NYC. He also trains quants, developers and designers around the world. Duffy can be contacted at dduffy@datasim.nl. In his spare time, he tries to keep in shape by workouts in the dojo. \u003c\/p\u003e\n\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e08 October 2018\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\u003e9780470971192\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\u003e1168\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e66.4\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44384161071244,"sku":"9780470971192","price":102.6,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780470971192_a596d962-22f6-48af-bdf1-3748aebf29cb.jpg?v=1780194471","url":"https:\/\/lateknightbooks.com\/products\/9780470971192","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}