Join BookitisSave favorites, build lists, and follow creators.

Introduction to C++ for Financial Engineers

Work detail

Bookitis Pick
Cover for Introduction to C++ for Financial Engineers
IT
Image source: Open Library
Daniel J. Duffy9 editions

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 meNote: CD-ROM/DVD and other supplementary materials are not included....

Overview

Shared work-level identity and catalog context.

1 credited authorSearch language english

Bookitis keeps work pages focused on the shared book identity and the editions that actually belong to it. Unrelated books should not appear here as primary content.

Contributors

People credited with this work in the active catalog.

  • Daniel J. Duffy

    Author profile in the active Bookitis catalog

    Open Author

Editions

Publication-specific versions linked to this work only.