ISBN 13 : 978-0-470-01538-4

Sommaire :
Part 1. C++ (Cplusplus) Essential skills
1. Introduction to C++ and Quantitative Finance
2. The Mechanics of C++: from Source Code to a Running Program
3. C++ Fundamentals and My First Option Class
4. Creating Robust Classes
5. Operator Overloading in C++
6. Memory Management in C++
7. Functions, Namespaces and Introduction to Inheritance
8. Advanced Inheritance and Payoff Class Hierarchies
9. Run-Time Behaviour in C++
1.0 An Introduction to C++ Templates

Part 2. Data structures, Templates and patterns
11. Introduction to Generic Data Structures and Standard Template Library (STL)
12. Creating Simpler Interfaces to STL for QF Applications
13. Data Structures for Financial Engineering Applications
14. An Introduction to Design Patterns

Part 3. QF Applications
15. Programming the Binomial Method in C++
16. Implementing One-Factor Black Scholes in C++
17. Two-Factor Option Pricing: Basket and Other Multi-Asset Options
18. Useful C++ Classes for Numerical Analysis Applications in Finance
19. Other Numerical Methods in Quantitative Finance
20. The Monte Carlo Method Theory and C++ Frameworks
21. Skills Development : from White Belt to Black Belt

Part 4. Background information
22. Basic C Survival Guide
23. Advanced C Syntax
24. Datasim Visualisation Package in Excel : Drivers and Mechanisms
25. Motivating COM and Emulation in C++
26. COM Fundamentals

Langue : Anglais

Collection : FINANCE

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque