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Introduction to C++ for Financial Engineers: An Object-Oriented Approach - Daniel J. Duffy
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Daniel J. Duffy:
Introduction to C++ for Financial Engineers: An Object-Oriented Approach - used book

1990, ISBN: 9781118856468

ID: 9781118856468

The object-oriented programming language C++ is the de facto standard for developing real-life applications for Quantitative Finance and Financial Engineering. This language was designed by Dr. Bjarne Stroustup in the early 1990's and it has become one of the most popular and robust languages for many important areas such as medical systems, computer graphics, telecommunications and in application areas where performance, accuracy and interoperability issues play a key role. The general The object-oriented programming language C++ is the de facto standard for developing real-life applications for Quantitative Finance and Financial Engineering. This language was designed by Dr. Bjarne Stroustup in the early 1990's and it has become one of the most popular and robust languages for many important areas such as medical systems, computer graphics, telecommunications and in application areas where performance, accuracy and interoperability issues play a key role. The general expectation is that its importance will grow in the coming years.C++ has also become the de facto standard for quant development and analysis. Knowledge of C++ is mandatory for many openings and job positions in Quantitative Finance. This book is the first book that discusses many of the issues that you need to know in order to be able to design and implement real-world applications. We focus on a number of critical topics: Learning the essential syntax of C++ ('getting the fundamentals right')Designing and implementing generic data structures using STLNumerous applications (lattices, finite difference, Monte Carlo, etc)Libraries, design patterns (GOF, POSA) and reusable software frameworksIntroduction to COM and C++ to Excel interoperabilityEach chapter deals with one major topic. Furthermore, each chapter builds only on the results of the chapters preceding it, so that we keep the amount of forward referencing to a minimum. We discuss all the syntax that is discussed in the IT books and we apply it to QF applications. This book is self-contained and we advise its use in combination with the well-known standard reference work by Dr. Stroustrup. Last, but not least, each chapter concludes with exercises and projects to test what you learned in that chapter. The exercises are based on the tactic: 'get it working, then get it right, then get it optimised'. Furthermore, these exercises will also hopefully EBooks, Books~~Business & Economics~~Finance~~General, Introduction-to-C-for-Financial-Engineers-with-CD~~Daniel-J-Duffy, 999999999, Introduction to C++ for Financial Engineers: An Object-Oriented Approach, Daniel J. Duffy, 1118856465, Wiley, John & Sons, Incorporated, , , , , Wiley, John & Sons, Incorporated

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Introduction to C++ for Financial Engineers - Daniel J. Duffy
book is out-of-stock
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Daniel J. Duffy:
Introduction to C++ for Financial Engineers - new book

2004, ISBN: 9781118856468

ID: 9781118856468

An Object-Oriented Approach This book introduces the reader to the C++ programming language andhow to use it to write applications in quantitative finance (QF)and related areas. No previous knowledge of C or C++ is required-- experience with VBA, Matlab or other programming languageis sufficient. The book adopts an incremental approach startingfrom basic principles then moving on to advanced complex techniquesand then to real-life applications in financial engineering. Thereare five major parts in the book: \* C++ fundamentals and object-oriented thinking in QF \* Advanced object-oriented features such as inheritance andpolymorphism \* Template programming and the Standard Template Library(STL) \* An introduction to GOF design patterns and their applicationsin QF Applications The kinds of applications include binomial and trinomialmethods, Monte Carlo simulation, advanced trees, partialdifferential equations and finite difference methods. This book includes a companion website with all source code andmany useful C++ classes that you can use in your own applications.Examples, test cases and applications are directly relevant toQF. This book is the perfect companion to Daniel J. Duffy`sbook Financial Instrument Pricing using C++ (Wiley 2004,0470855096 / 9780470021620) Introduction to C++ for Financial Engineers: This book introduces the reader to the C++ programming language andhow to use it to write applications in quantitative finance (QF)and related areas. No previous knowledge of C or C++ is required-- experience with VBA, Matlab or other programming languageis sufficient. The book adopts an incremental approach startingfrom basic principles then moving on to advanced complex techniquesand then to real-life applications in financial engineering. Thereare five major parts in the book: \* C++ fundamentals and object-oriented thinking in QF \* Advanced object-oriented features such as inheritance andpolymorphism \* Template programming and the Standard Template Library(STL) \* An introduction to GOF design patterns and their applicationsin QF Applications The kinds of applications include binomial and trinomialmethods, Monte Carlo simulation, advanced trees, partialdifferential equations and finite difference methods. This book includes a companion website with all source code andmany useful C++ classes that you can use in your own applications.Examples, test cases and applications are directly relevant toQF. This book is the perfect companion to Daniel J. Duffy`sbook Financial Instrument Pricing using C++ (Wiley 2004,0470855096 / 9780470021620) Finance & Investments Financial Engineering Finanz- u. Anlagewesen Finanztechnik, John Wiley & Sons

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Introduction to C++ for Financial Engineers - Daniel J. Duffy
book is out-of-stock
(*)
Daniel J. Duffy:
Introduction to C++ for Financial Engineers - new book

2004, ISBN: 9781118856468

ID: 9781118856468

An Object-Oriented Approach This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required -- experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book: \* C++ fundamentals and object-oriented thinking in QF \* Advanced object-oriented features such as inheritance and polymorphism \* Template programming and the Standard Template Library (STL) \* An introduction to GOF design patterns and their applications in QF Applications The kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods. This book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF. This book is the perfect companion to Daniel J. Duffy`s book Financial Instrument Pricing using C++ (Wiley 2004, 0470855096 / 9780470021620) Introduction to C++ for Financial Engineers: This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required -- experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book: \* C++ fundamentals and object-oriented thinking in QF \* Advanced object-oriented features such as inheritance and polymorphism \* Template programming and the Standard Template Library (STL) \* An introduction to GOF design patterns and their applications in QF Applications The kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods. This book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF. This book is the perfect companion to Daniel J. Duffy`s book Financial Instrument Pricing using C++ (Wiley 2004, 0470855096 / 9780470021620) Finanztechnik, John Wiley & Sons

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Introduction to C++ for Financial Engineers - Daniel J. Duffy
book is out-of-stock
(*)
Daniel J. Duffy:
Introduction to C++ for Financial Engineers - new book

10, ISBN: 9781118856468

ID: 100659781118856468

This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required - experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book: C++ fu This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required - experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book: C++ fundamentals and object-oriented thinking in QF Advanced object-oriented features such as inheritance and polymorphism Template programming and the Standard Template Library (STL) An introduction to GOF design patterns and their applications in QF Applications The kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods. This book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF. This book is the perfect companion to Daniel J. Duffy's book Financial Instrument Pricing using C++ (Wiley 2004, 0470855096 / 9780470021620) Finance, Finance & Investing, Introduction to C for Financial Engineers~~ Daniel J. Duffy~~Finance~~Finance & Investing~~9781118856468, en, Introduction to C++ for Financial Engineers, Daniel J. Duffy, 9781118856468, Wiley, 10/24/2013, , , , Wiley, 10/24/2013

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Introduction To C++ For Financial Engineers - Wiley
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Wiley:
Introduction To C++ For Financial Engineers - new book

2013, ISBN: 9781118856468

ID: 18251379

This book introduces the reader to the C++ programming language and how to USE it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required - experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques. This book introduces the reader to the C++ programming language and how to USE it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required - experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book: C++ fundamentals and object-oriented thinking in QF Advanced object-oriented features such as inheritance and polymorphism Template programming and the Standard Template Library (STL) An introduction to GOF design patterns and their applications in QF Applications The kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods. This book includes a companion website with all source code and many useful C++ classes that you can USE in your own applications. Examples, test cases and applications are directly relevant to QF. This book is the perfect companion to Daniel J. Duffy's book Financial Instrument Pricing using C++ (Wiley 2004, 0470855096 / 9780470021620) eBooks, Computing~~Computer Programming/Software Development~~Programming & Scripting Languages: General, Introduction To C For Financial Engineers~~EBook~~9781118856468~~Daniel J Duffy, , Introduction To C++ For Financial Engineers, Daniel J Duffy, 9781118856468, Wiley, 10/24/2013, , , , Wiley

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Details of the book
Introduction to C++ for Financial Engineers
Author:

Duffy, Daniel J.

Title:

Introduction to C++ for Financial Engineers

ISBN:

Details of the book - Introduction to C++ for Financial Engineers


EAN (ISBN-13): 9781118856468
ISBN (ISBN-10): 1118856465
Publishing year: 2013
Publisher: Wiley, J
440 Pages
Language: eng/Englisch

Book in our database since 10.08.2012 05:21:33
Book found last time on 15.08.2016 14:43:52
ISBN/EAN: 1118856465

ISBN - alternate spelling:
1-118-85646-5, 978-1-118-85646-8


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