{"product_id":"financial-instrument-pricing-using-c-9780470971192","title":"Financial Instrument Pricing Using C++","description":"\u003cp\u003e • Author(s): Daniel J. Duffy\u003cbr\u003e • Publisher: Wiley\u003cbr\u003e • Publisher Imprint: Wiley\u003cbr\u003e • BISAC: Investments \u0026amp; Securities - Analysis \u0026amp; Trading Strategies\u003c\/p\u003e\u003cp\u003e\u003cb\u003eAn integrated guide to C++ and computational finance\u003c\/b\u003e \u003c\/p\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  *Delving into a detailed account of the new C++11 standard and its applicability to computational finance. *Using de-facto standard libraries, such as \u003ci\u003eBoost\u003c\/i\u003e and \u003ci\u003eEigen\u003c\/i\u003e to improve developer productivity. *Developing multiparadigm software using the object-oriented, generic, and functional programming styles. *Designing flexible numerical algorithms: modern numerical methods and multiparadigm design patterns. *Providing 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. *Developing applications, from financial model to algorithmic design and code, through a coherent approach. *Generating interoperability with Excel add-ins, C#, and C++\/CLI. *Using random number generation in C++11 and Monte Carlo simulation.  \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","brand":"Wiley","offers":[{"title":"Hardcover","offer_id":45201342038167,"sku":"9780470971192","price":6981.0,"currency_code":"INR","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9780470971192.webp?v=1769207748","url":"https:\/\/atlanticbooks.com\/products\/financial-instrument-pricing-using-c-9780470971192","provider":"Atlantic Books","version":"1.0","type":"link"}