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Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Duffy, Daniel J. ; | en_US |
| dc.date.accessioned | 2013 | en_US |
| dc.date.accessioned | 2020-05-17T08:59:30Z | - |
| dc.date.available | 2020-05-17T08:59:30Z | - |
| dc.date.issued | 2018 | en_US |
| dc.identifier.isbn | 9780470971192 (hardcover) ; | en_US |
| dc.identifier.isbn | 9781119170495 (ePDF) ; | en_US |
| dc.identifier.isbn | 9781119170488 (ePub) ; | en_US |
| dc.identifier.isbn | 9781119170518 (Obook) ; | en_US |
| dc.identifier.uri | http://localhost/handle/Hannan/3298 | - |
| dc.description | en_US | |
| dc.description | Online version: ; Duffy, Daniel J., author. ; Financial instrument pricing using C++ ; Second Edition. ; Hoboken : Wiley, [2018] ; 9781119170495 ; (DLC) 2018019643. ; | en_US |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description.statementofresponsibility | Daniel J. Duffy. | en_US |
| dc.description.tableofcontents | 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. ; | en_US |
| dc.format.extent | pages cm. ; | en_US |
| dc.format.extent | Revised and updated edition of the author's Financial instrument pricing using C++, c2004. ; | en_US |
| dc.format.extent | Includes bibliographical references and index. ; | en_US |
| dc.publisher | Wiley, | en_US |
| dc.relation.ispartofseries | Wiley finance series. ; | en_US |
| dc.relation.haspart | 9780470971192.pdf | en_US |
| dc.subject | Investments ; Mathematical models. ; | en_US |
| dc.subject | Financial engineering. ; | en_US |
| dc.subject | C++ (Computer program language) ; | en_US |
| dc.subject.ddc | 332.60285/5133 ; 23 ; | en_US |
| dc.subject.lcc | HG4515.2 ; .D85 2018 ; | en_US |
| dc.title | Financial instrument pricing using C++ | en_US |
| dc.type | Book | en_US |
| dc.publisher.place | Hoboken : | en_US |
| dc.date.edition | Second Edition. ; | en_US |
| Appears in Collections: | مدیریت بازرگانی ، کسب و کار | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9780470971192.pdf | 7 MB | Adobe PDF |  Preview File |
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Duffy, Daniel J. ; | en_US |
| dc.date.accessioned | 2013 | en_US |
| dc.date.accessioned | 2020-05-17T08:59:30Z | - |
| dc.date.available | 2020-05-17T08:59:30Z | - |
| dc.date.issued | 2018 | en_US |
| dc.identifier.isbn | 9780470971192 (hardcover) ; | en_US |
| dc.identifier.isbn | 9781119170495 (ePDF) ; | en_US |
| dc.identifier.isbn | 9781119170488 (ePub) ; | en_US |
| dc.identifier.isbn | 9781119170518 (Obook) ; | en_US |
| dc.identifier.uri | http://localhost/handle/Hannan/3298 | - |
| dc.description | en_US | |
| dc.description | Online version: ; Duffy, Daniel J., author. ; Financial instrument pricing using C++ ; Second Edition. ; Hoboken : Wiley, [2018] ; 9781119170495 ; (DLC) 2018019643. ; | en_US |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description.statementofresponsibility | Daniel J. Duffy. | en_US |
| dc.description.tableofcontents | 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. ; | en_US |
| dc.format.extent | pages cm. ; | en_US |
| dc.format.extent | Revised and updated edition of the author's Financial instrument pricing using C++, c2004. ; | en_US |
| dc.format.extent | Includes bibliographical references and index. ; | en_US |
| dc.publisher | Wiley, | en_US |
| dc.relation.ispartofseries | Wiley finance series. ; | en_US |
| dc.relation.haspart | 9780470971192.pdf | en_US |
| dc.subject | Investments ; Mathematical models. ; | en_US |
| dc.subject | Financial engineering. ; | en_US |
| dc.subject | C++ (Computer program language) ; | en_US |
| dc.subject.ddc | 332.60285/5133 ; 23 ; | en_US |
| dc.subject.lcc | HG4515.2 ; .D85 2018 ; | en_US |
| dc.title | Financial instrument pricing using C++ | en_US |
| dc.type | Book | en_US |
| dc.publisher.place | Hoboken : | en_US |
| dc.date.edition | Second Edition. ; | en_US |
| Appears in Collections: | مدیریت بازرگانی ، کسب و کار | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9780470971192.pdf | 7 MB | Adobe PDF | Preview File |
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Duffy, Daniel J. ; | en_US |
| dc.date.accessioned | 2013 | en_US |
| dc.date.accessioned | 2020-05-17T08:59:30Z | - |
| dc.date.available | 2020-05-17T08:59:30Z | - |
| dc.date.issued | 2018 | en_US |
| dc.identifier.isbn | 9780470971192 (hardcover) ; | en_US |
| dc.identifier.isbn | 9781119170495 (ePDF) ; | en_US |
| dc.identifier.isbn | 9781119170488 (ePub) ; | en_US |
| dc.identifier.isbn | 9781119170518 (Obook) ; | en_US |
| dc.identifier.uri | http://localhost/handle/Hannan/3298 | - |
| dc.description | en_US | |
| dc.description | Online version: ; Duffy, Daniel J., author. ; Financial instrument pricing using C++ ; Second Edition. ; Hoboken : Wiley, [2018] ; 9781119170495 ; (DLC) 2018019643. ; | en_US |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description.statementofresponsibility | Daniel J. Duffy. | en_US |
| dc.description.tableofcontents | 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. ; | en_US |
| dc.format.extent | pages cm. ; | en_US |
| dc.format.extent | Revised and updated edition of the author's Financial instrument pricing using C++, c2004. ; | en_US |
| dc.format.extent | Includes bibliographical references and index. ; | en_US |
| dc.publisher | Wiley, | en_US |
| dc.relation.ispartofseries | Wiley finance series. ; | en_US |
| dc.relation.haspart | 9780470971192.pdf | en_US |
| dc.subject | Investments ; Mathematical models. ; | en_US |
| dc.subject | Financial engineering. ; | en_US |
| dc.subject | C++ (Computer program language) ; | en_US |
| dc.subject.ddc | 332.60285/5133 ; 23 ; | en_US |
| dc.subject.lcc | HG4515.2 ; .D85 2018 ; | en_US |
| dc.title | Financial instrument pricing using C++ | en_US |
| dc.type | Book | en_US |
| dc.publisher.place | Hoboken : | en_US |
| dc.date.edition | Second Edition. ; | en_US |
| Appears in Collections: | مدیریت بازرگانی ، کسب و کار | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9780470971192.pdf | 7 MB | Adobe PDF | Preview File |