Introduction Financial Engineers by Duffy Daniel (18 results)

Hardcover. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 2.25.

Hardcover. Condition: Used, like new. Perfect condition except one page corner is creased. **We are a small family business with over 25 years experience providing fine new and pre-owned books online. You can expect professional service and individual attention to your order, daily shipments, and sturdy packaging.

Condition: As New. Unread book in perfect condition.

Condition: New.

Hardcover. Condition: new. Hardcover. 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 QFAdvanced object-oriented features such as inheritance and polymorphismTemplate 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 methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods. This book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF. This book is the perfect companion to Daniel J. Duffys book Financial Instrument Pricing using C++ (Wiley 2004, 0470855096 / 9780470021620) This book serves as an introductory companion volume to Daniel Duffy's book Financial Instrument Pricing Using C++ (0-470-85509-6). It presents a step-by-step introduction to C++, with numerous examples and applications in finance. It will help bring developers, quantitative analysts, and financial engineers up to speed on C++ quickly. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Condition: very_good. This books is in Very good condition. There may be a few flaws like shelf wear and some light wear.

Hardback. Condition: New. New copy - Usually dispatched within 4 working days. 1006.

Condition: good. Jaquette avec déchirures, livre en très bon état. vendeur professionnel; envoi soigne en 24/48h.

Condition: As New. Unread book in perfect condition.

Condition: New.

Condition: New. pp. xiii + 424 Illus.

Condition: New. This book serves as an introductory companion volume to Daniel Duffy's book Financial Instrument Pricing Using C++ (0-470-85509-6). It presents a step-by-step introduction to C++, with numerous examples and applications in finance. It will help bring developers, quantitative analysts, and financial engineers up to speed on C++ quickly. Series: Wiley Finance Series. Num Pages: 438 pages, Illustrations. BIC Classification: UMX. Category: (P) Professional & Vocational. Dimension: 249 x 174 x 37. Weight in Grams: 864. . 2006. 1st Edition. Hardcover. . . . .

Taschenbuch. Condition: Neu. Neuware - The object-oriented programming language C++ is the de facto standard for developing real-life applications for Quantitative Finance and Financial Engineering. This language was designed by Dr. Bjarne Stroustup in the early 1990's and it has become one of the most popular and robust languages for many important areas such as medical systems, computer graphics, telecommunications and in application areas where performance, accuracy and interoperability issues play a key role. The general expectation is that its importance will grow in the coming years.C++ has also become the de facto standard for quant development and analysis. Knowledge of C++ is mandatory for many openings and job positions in Quantitative Finance. This book is the first book that discusses many of the issues that you need to know in order to be able to design and implement real-world applications. We focus on a number of critical topics:\* Learning the essential syntax of C++ ('getting the fundamentals right')\* Designing and implementing generic data structures using STL\* Numerous applications (lattices, finite difference, Monte Carlo, etc)\* Libraries, design patterns (GOF, POSA) and reusable software frameworks\* Introduction to COM and C++ to Excel interoperabilityEach chapter deals with one major topic. Furthermore, each chapter builds only on the results of the chapters preceding it, so that we keep the amount of forward referencing to a minimum. We discuss all the syntax that is discussed in the IT books and we apply it to QF applications. This book is self-contained and we advise its use in combination with the well-known standard reference work by Dr. Stroustrup.Last, but not least, each chapter concludes with exercises and projects to test what you learned in that chapter. The exercises are based on the tactic: 'get it working, then get it right, then get it optimised'. Furthermore, these exercises will also hopefully prepare you for your job interviews!Included with the book is a CD will full source code, including working code for lattice, finite difference and Monte Carlo methods for one-factor and two-factor pricing models as well as an easy-to-use C++ visualization package to help you examine the output from these numerical methods.

Hardcover. Condition: Brand New. hardback/cd-rom edition. 438 pages. 9.75x6.75x1.00 inches. In Stock.

Condition: New. pp. xiii + 424.

Condition: New. This book serves as an introductory companion volume to Daniel Duffy's book Financial Instrument Pricing Using C++ (0-470-85509-6). It presents a step-by-step introduction to C++, with numerous examples and applications in finance. It will help bring developers, quantitative analysts, and financial engineers up to speed on C++ quickly. Series: Wiley Finance Series. Num Pages: 438 pages, Illustrations. BIC Classification: UMX. Category: (P) Professional & Vocational. Dimension: 249 x 174 x 37. Weight in Grams: 864. . 2006. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.

Hardcover. Condition: new. Hardcover. 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 QFAdvanced object-oriented features such as inheritance and polymorphismTemplate 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 methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods. This book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF. This book is the perfect companion to Daniel J. Duffys book Financial Instrument Pricing using C++ (Wiley 2004, 0470855096 / 9780470021620) This book serves as an introductory companion volume to Daniel Duffy's book Financial Instrument Pricing Using C++ (0-470-85509-6). It presents a step-by-step introduction to C++, with numerous examples and applications in finance. It will help bring developers, quantitative analysts, and financial engineers up to speed on C++ quickly. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Hardcover. Condition: new. Hardcover. 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 QFAdvanced object-oriented features such as inheritance and polymorphismTemplate 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 methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods. This book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF. This book is the perfect companion to Daniel J. Duffys book Financial Instrument Pricing using C++ (Wiley 2004, 0470855096 / 9780470021620) This book serves as an introductory companion volume to Daniel Duffy's book Financial Instrument Pricing Using C++ (0-470-85509-6). It presents a step-by-step introduction to C++, with numerous examples and applications in finance. It will help bring developers, quantitative analysts, and financial engineers up to speed on C++ quickly. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.