Title: Financial instrument pricing using C++
First published: 2004
Description: 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 (?write once?) 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. He employs modern software engineering techniques to produce industrial-strength applications:     Using the Standard Template Library (STL) in finance  Creating your own template classes and functions  Reusable data structures for vectors, matrices and tensor...
Subjects: Mathematical models, C++ (Computer program language), Investments, Financial engineering, Business, Finance, Nonfiction, Derivative securities, Securities, data processing
LC classification: HG4515.2 .D85 2004