Introduction to C++ for Financial Engineers: An Object Oriented Approach (The Wiley Finance Series)

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Name:Introduction to C++ for Financial Engineers: An Object Oriented Approach (The Wiley Finance Series)

Total Size: 4.31 MB

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Wiley.Introduction.to.C++.for.Financial.Engineers.Dec.2006.pdf (Size: 4.31 MB) (Files: 1)


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This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required. - experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book:

* C++ fundamentals and object-oriented thinking in QF
* Advanced object-oriented features such as inheritance and polymorphism
* Template programming and the Standard Template Library (STL)
* An introduction to GOF design patterns and their applications in QF Applications

The kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods.

ISBN: 0470015381
Publisher: Wiley
Date: 13 December, 2006
Author: Daniel J. Duffy

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