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03473nam a2200469 i 4500 |
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EBC5510007 |
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MiAaPQ |
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20200520144314.0 |
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m o d | |
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cr cnu|||||||| |
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181002s2018 nju ob 001 0 eng d |
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|z 9780470971192
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|a 9781119170488 (e-book)
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|a 9781119170495 (e-book)
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|a (MiAaPQ)EBC5510007
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|a (Au-PeEL)EBL5510007
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|a (OCoLC)1032290430
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|a MiAaPQ
|b eng
|e rda
|e pn
|c MiAaPQ
|d MiAaPQ
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4 |
|a HG4515.2
|b .D844 2018
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0 |
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|a 332.60285/5133
|2 23
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| 100 |
1 |
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|a Duffy, Daniel J.,
|e author.
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| 245 |
1 |
0 |
|a Financial instrument pricing using C++ /
|c Daniel J. Duffy.
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| 250 |
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|a Second edition.
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| 264 |
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1 |
|a Hoboken :
|b Wiley,
|c 2018.
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| 300 |
|
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|a 1 online resource (1,167 pages).
|
| 336 |
|
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|a text
|b txt
|2 rdacontent
|
| 337 |
|
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|a computer
|b c
|2 rdamedia
|
| 338 |
|
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|a online resource
|b cr
|2 rdacarrier
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| 490 |
1 |
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|a Wiley finance series
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| 500 |
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|a Revised and updated edition of the author's Financial instrument pricing using C++, c2004.
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| 504 |
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|a Includes bibliographical references and index.
|
| 505 |
0 |
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|a A tour of C++ and environs -- New and improved C++ fundamentals -- Modelling functions in C++ -- Advanced c++ template programming -- Tuples in c++ and their applications -- Type traits, advanced lambdas and multiparadigm design in C++ -- Multiparadigm design in C++ -- C++ numerics, IEEE754 and boost C++ multiprecision -- An introduction to unified software design (USD) -- New data types, containers and algorithms in C++ and boost C++ libraries -- Lattice models fundamental data structures and algorithms -- Lattice models applications to computational finance -- Numerical linear algebra : tridiagonal systems and applications -- Data visualisation in Excel -- Univariate statistical distributions -- Bivariate statistical distributions and two-asset option pricing -- STL algorithms in detail -- STL algorithms part II -- An introduction to optimisation and the solution of nonlinear equations -- The finite difference method for PDEs mathematical background -- Software framework for one-factor option models -- Extending the software framework -- A PDE software framework in C++11 for a class of path-dependent options -- Ordinary differential equations and their numerical approximation -- Advanced ordinary differential equations and method of lines (MOL) -- Random number generation and distributions -- Microsoft .net, C# and C++11 interoperability -- C++ concurrency, Part I Threads -- C++ concurrency, part II Tasks -- Parallel patterns language (PPL) -- Monte Carlo simulation, Part I -- Monte Carlo simulation, Part II -- Bibliography -- Appendix -- Index.
|
| 588 |
|
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|a Description based on print version record.
|
| 590 |
|
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|a Electronic reproduction. Ann Arbor, MI : ProQuest, 2018. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
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| 650 |
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0 |
|a Investments
|x Mathematical models.
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| 650 |
|
0 |
|a Financial engineering.
|
| 650 |
|
0 |
|a C++ (Computer program language)
|
| 655 |
|
4 |
|a Electronic books.
|
| 776 |
0 |
8 |
|i Print version:
|a Duffy, Daniel J.
|t Financial instrument pricing using C++
|b Second edition.
|d Hoboken : Wiley, 2018
|h 1167 pages
|k Wiley finance series.
|z 9780470971192
|w (DLC) 2018019643
|
| 797 |
2 |
|
|a ProQuest (Firm)
|
| 830 |
|
0 |
|a Wiley finance series.
|
| 856 |
4 |
0 |
|u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=5510007
|z Click to View
|
