Financial Instrument Pricing Using C++
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
List Price: $97.99 (Final bulk discount pricing is based on quantity)
ISBN: 9781118856475
Uh oh. It looks like this title is out of stock.
Did you know eBooks never run out? It's true. We have millions of titles available right now. You can download an eBook in seconds.

Why eBooks are the Smart Way to Go

Deep bulk discounts and $0 in shipping costs means you save big with bulk eBooks. Plus, eBooks are typically cheaper than print books.
Distribute your eBooks via text message, email, social media, and more using redeemable eBook codes. Users can get their eBook instantly.
Receive Readership Analytics & Redemption Reports for proven engagement and user data, including name and email address.
Read from the convenience of our web reader or download the BookShout app on your favorite smart device to read anywhere.
Want to make the smart switch to eBooks? CLICK HERE
Not convinced yet? No problem. We can still get you the print books you need. Fill out the request form below and a member of our sales team will be in touch quickly.

Request Bulk Purchase:
Book Format*
Book Quantity*
How will the books be used?*

Interested in Gift Cards?
9781118856475 medium Bulk gift card c973c6294bb562c572cc09448c6304915953cb77b337c63c74b0d98ee2f3afc7
Plastic Cards are standard Gift Card Size (3.375” x 2.125”). Cards can include scratch-offs over the redemption code. Cost less than distributing/shipping Print books. Great for Events, Churches, Schools, Authors, etc.