Introduction to C++ for Financial Engineers (The Wiley Finance Series)
| Author | : | |
| Rating | : | 4.20 (862 Votes) |
| Asin | : | 1118446089 |
| Format Type | : | paperback |
| Number of Pages | : | 480 Pages |
| Publish Date | : | 2017-01-01 |
| Language | : | English |
DESCRIPTION:
This resource is written for Quant developers versed in creating applications using C++98. It shows how to define, design and implement flexible applications using modern software design methods in C++. New C++ syntax, language features and librariesBuilding flexible lattice models using the domain architecture approachDetailed discussion of PDE/Finite Difference Method for European and American option pricingC++ Concurrency, multithreading and parallel libraries for multi-core CPUs and GPUsNumerical solution of stochastic differential equations and Monte Carlo option pricingOptimal use of the combined object-oriented, template and functional programming stylesIntroduction to C++ for Financial Engineers, Second Edition assembles many of the design and language features to help you create flexible and maintainable applications.. Each chapter concludes with exercises and projects, allowing the reader to monitor progress by reviewing what has been discussed and writing code based on those concepts. Each chapter has been written to be as self-contained as possible, while taking account of the most recent developments in software design, programming styles and advances in desktop hardware. Developers will learn how to: Adopt a standardised design methodology (based on domain architectures) for applicationsWrite clear and maintainable code in the ‘gold standard' C++ languageMove from C++98 to next-gene