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|a UAMI
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|a Duffy, Daniel J.,
|e author.
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|a Financial instrument pricing using C++ /
|c Daniel J. Duffy.
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3 |
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|a Financial instrument pricing using C plus plus
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| 250 |
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|a Second edition.
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| 264 |
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1 |
|a Chichester, West Sussex, United Kingdom :
|b John Wiley & Sons,
|c 2018.
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| 264 |
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4 |
|c ©2018
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| 300 |
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|a 1 online resource (1 volume) :
|b illustrations
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 500 |
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|a Revised and updated edition of the author's Financial instrument pricing using C++, ©2004.
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| 588 |
0 |
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|a Print version record.
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| 504 |
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|a Includes bibliographical references and index.
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| 505 |
0 |
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|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, IEEE 754 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.
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| 590 |
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|a O'Reilly
|b O'Reilly Online Learning: Academic/Public Library Edition
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| 650 |
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|a Investments
|x Mathematical models.
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| 650 |
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|a Financial engineering.
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| 650 |
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0 |
|a C++ (Computer program language)
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| 650 |
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6 |
|a Investissements
|x Modèles mathématiques.
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| 650 |
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6 |
|a Ingénierie financière.
|
| 650 |
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6 |
|a C++ (Langage de programmation)
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| 650 |
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7 |
|a C++ (Computer program language)
|2 fast
|
| 650 |
|
7 |
|a Financial engineering
|2 fast
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| 650 |
|
7 |
|a Investments
|x Mathematical models
|2 fast
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| 776 |
0 |
8 |
|i Print version:
|a Duffy, Daniel J.
|t Financial instrument pricing using C++.
|b Second edition.
|d Chichester, West Sussex, United Kingdom ; [Hoboken, NJ] : John Wiley & Sons. Ltd, 2018
|z 9780470971192
|w (DLC) 2018017672
|w (OCoLC)1032288243
|
| 856 |
4 |
0 |
|u https://learning.oreilly.com/library/view/~/9780470971192/?ar
|z Texto completo (Requiere registro previo con correo institucional)
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| 994 |
|
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|a 92
|b IZTAP
|
