Financial Instrument Pricing Using C++ - Image 1

£69.03

Wiley Financial Instrument Pricing Using C++

Name: Financial Instrument Pricing Using C++
Brand: Wiley
Price: 69.03 GBP
Availability: InStock

Investments & Securities

This is the usual price. Wait for it to drop, or tell us your number.

£69 today · usual range £0–£0 · best ever £35

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 598 days • 598 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 598 days • 5 price ranges

Days at Price

Current Price

Price Analysis

Most common range: £59-71 (273 days, 45.7%)

Price range: £35 - £94

Price levels: 5 price ranges over 598 days

Description

One 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. In 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: Using the Standard Template Library (STL) in finance Creating your own template classes and functions Reusable data structures for vectors, matrices and tensors Classes for numerical analysis (numerical linear algebra ?) Solving the Black Scholes equations, exact and approximate solutions Implementing the Finite Difference Method in C++ Integration with the ?Gang of Four? Design Patterns Interfacing with Excel (output and Add-Ins) Financial engineering and XML Cash flow and yield curves Included 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. 'Unique... Let's all give a warm welcome to modern pricing tools.' -- Paul Wilmott, mathematician, author and fund manager

Key Features

Financial Instrument Pricing Using C

Product Type: Abis Book

Brand: Wiley

Product Specifications

Brand: Wiley
Format: hardcover
ASIN: 0470855096
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Investments & Securities
Domain: Amazon UK
Release Date: 29 June 2004
Listed Since: 24 January 2007

Barcode

No barcode data available

Wiley Financial Instrument Pricing Using C++

This is the usual price. Wait for it to drop, or tell us your number.

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Introduction to C++ for Financial Engineers: An Object-Oriented Approach (The Wiley Finance Series)

Applied Quantitative Finance for Equity Derivatives: Fifth Edition

Financial Modelling: Theory, Implementation and Practice with MATLAB Source (The Wiley Finance Series)

Financial Products: An Introduction Using Mathematics and Excel

Computation and Simulation for Finance: An Introduction with Python (Springer Undergraduate Texts in Mathematics and Technology)

Financial Instrument Pricing Using C++ (Wiley Finance)

Financial Mathematics: A Comprehensive Treatment in Discrete Time (Chapman and Hall/CRC Financial Mathematics Series)

Derivatives: Models on Models (The Wiley Finance Series)

Financial Calculus: An Introduction to Derivative Pricing

Asset Pricing and Portfolio Choice Theory (Financial Management Association Survey and Synthesis Series)

Numerical Methods for Finance (Chapman & Hall/CRC Financial Mathematics)

Quantitative Finance: A Simulation-Based Introduction Using Excel

C++ for Financial Mathematics (Chapman and Hall/CRC Financial Mathematics Series)

Numerical Methods in Finance with C++ (Mastering Mathematical Finance)

Market Practice in Financial Modelling

Research in Finance: 24

Pricing and Hedging Interest and Credit Risk Sensitive Instruments

The Mathematics of Finance: Modeling and Hedging (Pure and Applied Undergraduate Texts)

C++ for Financial Mathematics (Chapman and Hall/CRC Financial Mathematics Series)

Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies: 237 (The Wiley Finance Series)

C# for Financial Markets (The Wiley Finance Series)

Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing

Computational Methods for Option Pricing: Series Number 30 (Frontiers in Applied Mathematics, Series Number 30)

Stochastic Finance: An Introduction in Discrete Time (De Gruyter Textbook)