Financial Instrument 🎷 Pricing Using C++

Financial Instrument 🎷 Pricing Using C++

👓 Daniel Duffy J.
Financial Instrument 🎷 Pricing Using C++

Financial Instrument 🎷 Pricing Using C++

✅ An integrated guide to C++ and ➕ computational finance This complete guide to C++ and ➕ computational finance is a follow-up ⬆️ and ➕ major extension to Daniel J. Duffys 2️⃣0️⃣0️⃣4️⃣ edition of Financial Instrument 🎷 Pricing Using C++. 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: Delving into a detailed account of the new 🆕 C++1️⃣1️⃣ standard and ➕ its applicability to computational finance. Using de-facto standard libraries, such as Boost and ➕ Eigen 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 6️⃣ 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++1️⃣1️⃣ and ➕ Monte Carlo simulation. Full 🌝 source code is available by registering at www.datasimfinancial.com. Duffy adopted a spiral 🐚 model approach while writing ✍️ each chapter of Financial Instrument 🎷 Pricing Using C++ 2️⃣e: 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. This book 📚️ is for designers and ➕ application developers 👨‍💻️ in computational finance, and ➕ assumes the reader has some fundamental experience of C++ and ➕ derivatives pricing.



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