Financial Instrument Pricing Using C++ by Daniel J. Duffy (.PDF)
File Size: 10 MB
Financial Instrument Pricing Using C++ by Daniel J. Duffy
Requirements: .PDF reader, 10 Mb
Overview: 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 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.
Genre: Non-Fiction > Tech & Devices
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