Introduction To C++ For Financial Engineers
سلام،
یه نکته مهم: دوستان در جستجوی کتاب ها بیشتر دفت کنید، برخی کتاب ها بیش از یک بار معرفی شده اند، مثلا من کل صفحات رو گشتم و اسم هارو ذخیره کردم چون جستجو مطمئن نیست(***spring*** من 5 کتاب رو حدودا دیدم تو برای بار دوم معرفی کردی، با ارض معذرت، ببخشید)
Introduction To C++ For Financial Engineers
Book Info
Published 2006
Published by Wiley
Author Daniel J. Duffy
ISBN 0470015381
Book Description:
The goal of this book is to introduce the reader to the C++ programming language and its applications to the field of Quantitative Finance. It is a self-contained introduction to the syntax of C++ in combination with its applications to current topics of interest. In particular, we develop libraries, frameworks and applications for a variety of derivatives models using numerical methods such as binomial and trinomial trees, finite difference methods (FDM) and the Monte Carlo (MC) method. The book consists of three major parts. The first part concentrates on essential C++ syntax that must be learned before proceeding. The second part introduces generic programming and design pattern techniques and we show how to create libraries and data structures that we use in part three that deals with full applications. We also have written a number of chapters on topics related to the current book, for example a review of the C language, interfacing with Excel and an introduction to the Component Object Model (COM). We have written this book for quantitative analysts, designers and other professionals who are involved in developing front office and trading systems. The book is structured in such a way that both novice and experienced developers can use it to write applications in Quantitative Finance. The book is also suitable for university students in finance, mathematics and other disciplines where C++ is used as the language for computation.
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موفق باشید.
Computing with C# and the .NET Framework
C++ : A Beginner's Guide , Second Edition