Financial Instrument Pricing Using C
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Financial Instrument Pricing Using C
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Author : Daniel J. Duffy
language : en
Publisher: John Wiley & Sons
Release Date : 2018-10-01
Financial Instrument Pricing Using C written by Daniel J. Duffy and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-01 with Business & Economics categories.
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. Duffy's 2004 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++11 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 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++11 and Monte Carlo simulation. Duffy adopted a spiral model approach while writing each chapter of Financial Instrument Pricing Using C++ 2e: 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. HOW TO RECEIVE THE SOURCE CODE Once you have purchased a copy of the book please send an email to the author dduffyATdatasim.nl requesting your personal and non-transferable copy of the source code. Proof of purchase is needed. The subject of the mail should be “C++ Book Source Code Request”. You will receive a reply with a zip file attachment.
Financial Instrument Pricing Using C 2nd Edition
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Author : Daniel J. Duffy
language : en
Publisher:
Release Date : 2018
Financial Instrument Pricing Using C 2nd Edition written by Daniel J. Duffy and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with C++ (Computer program language) categories.
Containing non-trivial exercises and projects that discuss improvements and extensions to the material, this text shows how C++ can be applied to the design and implementation of classes, libraries and applications. --
Financial Instrument Pricing Using C
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Author : Daniel J. Duffy
language : en
Publisher: Createspace Independent Publishing Platform
Release Date : 2017-08-08
Financial Instrument Pricing Using C written by Daniel J. Duffy and has been published by Createspace Independent Publishing Platform this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-08-08 with categories.
Financial Instrument Pricing Using C++ By Daniel J. Duffy
American Book Publishing Record
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Author :
language : en
Publisher:
Release Date : 2003
American Book Publishing Record written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with American literature categories.
Guide To Gaap
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Author : Stephen W. Lindsey
language : en
Publisher:
Release Date : 1996
Guide To Gaap written by Stephen W. Lindsey and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Business & Economics categories.
Wiley Cpa Examination Review 2005 2006 Problems And Solutions
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Author : Patrick R. Delaney
language : en
Publisher: Wiley
Release Date : 2005-07-01
Wiley Cpa Examination Review 2005 2006 Problems And Solutions written by Patrick R. Delaney and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-07-01 with Study Aids categories.
Wiley CPA Exam review 32nd Edition 2005--2006 Volume 1 Outlines and Study Guides * Covers all four sections of the CPA examination point by point * Stresses important topical areas to study for each part * Helps establish a self-study preparation program * Divides exam into 45 manageable study units * Provides an outline format supplemented by brief examples and illustrations * Makes material easy to read, understand, and remember * Includes timely, up-to-the-minute coverage for the computerized exam * Explains step-by-step examples of the "solutions approach" * Contains all current AICPA content requirements for all four sections of the exam Volume 2 Problems and Solutions * Offers selected problems from all four examination sections * Contains rationale for correct or incorrect multiple-choice answers * Covers the new simulation-style problems-offering more than 75 practice questions * Details a "solutions approach" to each problem * Updates unofficial answers to reflect current laws and standards * Groups multiple-choice questions into topical categories within modules for easy cross-referencing * Provides a sample examination for each of the four exam parts The computer-based CPA exam is here! Are you ready? GET EVEN MORE INFORMATION ONLINE: You'll find a wide range of aids for doing your best on the CPA exam at wiley.com/cpa, including content updates, CPA exam study and test-taking tips, and more. All Wiley CPA Exam Review products are listed on the site.
2009 Securities Regulation
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Author : James D. Cox
language : en
Publisher: Aspen Publishers
Release Date : 2009
2009 Securities Regulation written by James D. Cox and has been published by Aspen Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Business & Economics categories.
Designed specifically for the Securities Regulation course, this statutory supplement contains all of the relevant statutes, rules, and forms needed -- in a remarkably concise and uncluttered format. A highly effective teaching tool, it is the ideal complement to any casebook for Securities Regulation, including but not exclusive to the authors' own Securities Regulation: Cases and Materials, Sixth Edition. The 2009 Edition features: The Securities Exchange Act Rules: Rules and Forms Rule 10b-21, naked short sales Rule 12h-6, deregistration of foreign issuers Rule 14a-16, Internet Availability of Proxy Materials Rule 14a-17, internet shareholder forums Section 15A(14), the military sales clause Section 15E, regarding credit rating agencies Rule 17g-1 through 17g-6, new credit rating agency regulations SEC amendment to Rule 146(b)(2), adding new subsection (v) referencing The Nasdaq Capital Market The Investment Advisers Act Section 206(4)-8, hedge fund antifraud rule Regulations S-K, S-X, M, SHO, M-A, AC, FD, and G Securities Act of 1933 Rules and Forms SEC Rule 151a, defining the terms annuity contract and optional annuity contract Rules of Practice and Investigations (Standards of Professional Conduct for Attorneys) Staff Accounting Bulletins Sarbanes-Oxley Act 2002 Investment Advisers Act of 1940 Advisers Act Rules Investment Company Act of 1940 Investment Company Act Rules
The American Encyclopaedia Of Commerce Manufactures Commercial Law And Finance
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Author : Leo de Colange
language : en
Publisher:
Release Date : 1881
The American Encyclopaedia Of Commerce Manufactures Commercial Law And Finance written by Leo de Colange and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1881 with Commerce categories.
Proceedings Of The Winter Simulation Conference
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Author :
language : en
Publisher:
Release Date : 1995
Proceedings Of The Winter Simulation Conference written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Digital computer simulation categories.
New Financial Instruments And Institutions
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Author : Yasuyuki Fuchita
language : en
Publisher: Brookings Institution Press
Release Date : 2007
New Financial Instruments And Institutions written by Yasuyuki Fuchita and has been published by Brookings Institution Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Business & Economics categories.
Highlights the innovative way in which Japanese financiers and government officials have learned from the US regarding the introduction of instruments into their market.