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010 a| 2018017672;

020 a| 9780470971192 (hardcover);

020 z| 9781119170495 (ePDF);

020 z| 9781119170488 (ePub);

020 z| 9781119170518 (Obook);

035 a| (WaSeSS)ssj0002061183;

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049 a| EREEa| NEHH;

050 00 a| HG4515.2b| .D85 2018;

082 00 a| 332.60285/51332| 23;

100 1 a| Duffy, Daniel J.=| ^A1206468;

245 10 a| Financial instrument pricing using C++h| [electronic resource] /c| Daniel J. Duffy.;

250 a| Second Edition.;

260 a| Hoboken :b| Wiley,c| [2018];

263 a| 1808;

300 a| pages cm.;

490 0 a| Wiley finance series;

500 a| Revised and updated edition of the author's Financial instrument pricing using C++, c2004.;

504 a| Includes bibliographical references and index.;

505 0 a| A tour of C++ and environs -- New and improved C++ fundamentals -- Modelling functions in C++ -- Advanced c++ template programming -- Tuples in c++ and their applications -- Type traits, advanced lambdas and multiparadigm design in C++ -- Multiparadigm design in C++ -- C++ numerics, IEEE754 and boost C++ multiprecision -- An introduction to unified software design (USD) -- New data types, containers and algorithms in C++ and boost C++ libraries -- Lattice models fundamental data structures and algorithms -- Lattice models applications to computational finance -- Numerical linear algebra : tridiagonal systems and applications -- Data visualisation in Excel -- Univariate statistical distributions -- Bivariate statistical distributions and two-asset option pricing -- STL algorithms in detail -- STL algorithms part II -- An introduction to optimisation and the solution of nonlinear equations -- The finite difference method for PDEs mathematical background -- Software framework for one-factor option models -- Extending the software framework -- A PDE software framework in C++11 for a class of path-dependent options -- Ordinary differential equations and their numerical approximation -- Advanced ordinary differential equations and method of lines (MOL) -- Random number generation and distributions -- Microsoft .net, C# and C++11 interoperability -- C++ concurrency, Part I Threads -- C++ concurrency, part II Tasks -- Parallel patterns language (PPL) -- Monte Carlo simulation, Part I -- Monte Carlo simulation, Part II -- Bibliography -- Appendix -- Index.;

506 a| Available only to authorized users.;

538 a| Mode of access: World Wide Web;

650 0 a| Investmentsx| Mathematical models.=| ^A47170;

650 0 a| Financial engineering.=| ^A286173;

650 0 a| C++ (Computer program language)=| ^A596045;

655 0 a| Electronic books.=| ^A491897;

856 40 z| Full text available from Ebook Central - Academic Completeu| https://ebookcentral.proquest.com/lib/eastcarolina/detail.action?docID=5510007;

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Financial instrument pricing using C++ / Daniel J. Duffy.

Author/creator	Duffy, Daniel J.
Format	Electronic
Edition	Second Edition.
Publication Info	Hoboken : Wiley, [2018]
Description	pages cm.
Supplemental Content	Full text available from Ebook Central - Academic Complete
Subjects	Investments--Mathematical models. Financial engineering. C++ (Computer program language)

Series	Wiley finance series
Contents	A tour of C++ and environs -- New and improved C++ fundamentals -- Modelling functions in C++ -- Advanced c++ template programming -- Tuples in c++ and their applications -- Type traits, advanced lambdas and multiparadigm design in C++ -- Multiparadigm design in C++ -- C++ numerics, IEEE754 and boost C++ multiprecision -- An introduction to unified software design (USD) -- New data types, containers and algorithms in C++ and boost C++ libraries -- Lattice models fundamental data structures and algorithms -- Lattice models applications to computational finance -- Numerical linear algebra : tridiagonal systems and applications -- Data visualisation in Excel -- Univariate statistical distributions -- Bivariate statistical distributions and two-asset option pricing -- STL algorithms in detail -- STL algorithms part II -- An introduction to optimisation and the solution of nonlinear equations -- The finite difference method for PDEs mathematical background -- Software framework for one-factor option models -- Extending the software framework -- A PDE software framework in C++11 for a class of path-dependent options -- Ordinary differential equations and their numerical approximation -- Advanced ordinary differential equations and method of lines (MOL) -- Random number generation and distributions -- Microsoft .net, C# and C++11 interoperability -- C++ concurrency, Part I Threads -- C++ concurrency, part II Tasks -- Parallel patterns language (PPL) -- Monte Carlo simulation, Part I -- Monte Carlo simulation, Part II -- Bibliography -- Appendix -- Index.
General note	Revised and updated edition of the author's Financial instrument pricing using C++, c2004.
Bibliography note	Includes bibliographical references and index.
Access restriction	Available only to authorized users.
Technical details	Mode of access: World Wide Web
Genre/form	Electronic books.
LCCN	2018017672
ISBN	9780470971192 (hardcover)

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Financial instrument pricing using C++ / Daniel J. Duffy.

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