Financial Instrument Pricing Using C++ (The Wiley Finance by Daniel J. Duffy

By Daniel J. Duffy

An built-in consultant to C++ and computational finance

This whole advisor to C++ and computational finance is a follow-up and significant extension to Daniel J. Duffy's 2004 version of Financial tool Pricing utilizing C++. either C++ and computational finance have developed and altered dramatically within the final ten years and this booklet records those advancements. Duffy specializes in those advancements and the benefits for the quant developer by:

  • Delving right into a designated account of the hot C++11 usual and its applicability to computational finance.
  • Using de-facto ordinary libraries, corresponding to Boost and Eigen to enhance developer productivity.
  • Developing multiparadigm software program utilizing the object-oriented, common, and useful programming styles.
  • Designing versatile numerical algorithms: glossy numerical tools and multiparadigm layout patterns.
  • Providing an in depth clarification of the Finite distinction tools via six chapters, together with new advancements similar to ADE, approach to traces (MOL), and unsure Volatility Models.
  • Developing purposes, from monetary version to algorithmic layout and code, via a coherent approach.
  • Generating interoperability with Excel add-ins, C#, and C++/CLI.
  • Using random quantity new release in C++11 and Monte Carlo simulation.

Full resource code is on the market through registering at www.datasimfinancial.com.

Duffy followed a spiral version procedure whereas writing every one bankruptcy of Financial tool Pricing utilizing C++ 2e: examine a bit, layout a bit, and code a bit. every one cycle ends with a operating prototype in C++ and exhibits how a given set of rules or numerical strategy works. also, every one bankruptcy comprises non-trivial routines and initiatives that debate advancements and extensions to the material.

This publication is for designers and alertness builders in computational finance, and assumes the reader has a few primary event of C++ and derivatives pricing.

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Category: C C

Sams teach yourself database programming with Visual C++ 6 by Lyn Robison

By Lyn Robison

In just 21 days, you will have all of the abilities you must wake up and operating successfully. With this entire educational, you will grasp the fundamentals of database programming after which circulation directly to the extra complicated beneficial properties and ideas. comprehend the basics of database programming in visible C++. grasp all of the new and complex database good points that visible C++6 bargains. methods to successfully use the newest instruments and lines of visible C++ for database programming by way of following useful, real-world examples. Get professional suggestions from a number one authority for programming your databases with visible C++ 6 within the company surroundings.

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Category: C C

Developing Software for Symbian OS 2nd Edition: A Beginner's by Steve Babin

By Steve Babin

Has every thing to begin Symbian improvement. truly written, comprises not just programming subject matters yet chapters like tips on how to get a certificates, that is vital. quite fresh variation, excellent total publication - content material, supply and printing. hugely prompt.

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Category: C C

Teach Yourself ANSI C++ in 21 Days (Sams Teach Yourself) by Jesse Liberty

By Jesse Liberty

Meant for non-technical humans, this can be a 21-day educational on studying ANSI/ISO C++, a well-liked programming language. It makes a speciality of the hot ANSI/ISO C++ regular, and comprises seven extra days that current the reader with different subject matters proper to C++ programming.

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Category: C C

Excel Add-in Development in C/C++: Applications in Finance by Steve Dalton

By Steve Dalton

A high-end improvement how-to and reference booklet for the construction of high-performance add-ins for Excel in C/C++ with specific functions for clients within the monetary undefined. The e-book pertains to all 32-bit types of Excel and includes a number of examples and a CD-ROM. The ebook takes a rigorous analytical method of the topic of improvement in the constraints of Excel's atmosphere. It analyses a few of the units of knowledge forms that exist in Excel, VB and C/C++, exhibiting how one can convert and go among them whilst important. It comprises functionality try code and effects developer can use to assist come to a decision the simplest technique, in addition to receive a deep realizing of Excel. It includes an implementation of a C++ type that demonstrates how you can harness the ability of the C API inside an object-oriented framework. It not just discusses what may be performed, but additionally what in particular shouldn't be performed as a way to keep away from growing add-ins that may destabilize Excel.Extensive instance codes in VB, C and C++ are supplied, explaining all of the ways that a developer can in achieving their pursuits. The booklet additionally includes a variety of instance initiatives that display, from begin to end, the opportunity of Excel whilst robust C/C+ DLL add-ins might be simply built.

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Category: C C

Debugging Visual C++ Windows: Choose the Best Debugging by Keith Bugg

By Keith Bugg

Keith Bugg presents readers with a tutorial-based ebook that covers the complete software program cycle and examines either Microsoft's debugger and third-party debuggers, together with Purify and boundaries Checker. because the debugging strategy consumes a lot of a programmer's time, "Debugging visible C++ home windows" is designed to be a customary reference for all visible C++ functions.

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Category: C C

Beginning C for Arduino: Learn C Programming for the Arduino by Jack Purdum

By Jack Purdum

Beginning C for Arduino, moment Edition is written in case you don't have any earlier event with microcontrollers or programming yet want to scan and study either. up to date with new tasks and new forums, this e-book introduces you to the c language, reinforcing every one programming constitution with an easy demonstration of ways you should use C to regulate the Arduino relatives of microcontrollers. writer Jack Purdum makes use of an enticing type to educate solid programming innovations utilizing examples which have been honed in the course of his 25 years of collage instructing.

Beginning C for Arduino, moment Edition will train you:

  • The c program languageperiod
  • How to exploit C to manage a microcontroller and comparable
  • How to increase C via developing your individual libraries, together with an advent to object-oriented programming

During the process the booklet, you are going to examine the fundamentals of programming, corresponding to operating with information kinds, making judgements, and writing keep an eye on loops. you will then growth onto a number of the trickier elements of C programming, similar to utilizing tips successfully, operating with the C preprocessor, and tackling dossier I/O. every one bankruptcy ends with a chain of routines and assessment inquiries to try your wisdom and make stronger what you will have learned.

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Category: C C