Recenze Financial Instrument Pricing Using C++ 2e

Chapter 1: A Tour of C++ and Environs Chapter 2: New and Improved C++ Fundamentals Chapter 3: Modelling Functions in C++ Chapter 4: Advanced C++ Template Programming Chapter 5:Tuples in C++ and their Applications Chapter 6: Type Traits, Advanced Lambdas and Multiparadigm Design in C++ Chapter 7: Multiparadigm Design in C++ Chapter 8: C++ Numerics, IEEE754 and Boost C++ Multiprecision Chapter 9: An Introduction to Unified Software Design (USD) Chapter 10: New Data Types, Containers and Algorithms in C++ and Boost C++ Libraries Chapter 11:Lattice Models Fundamental Data Structures and Algorithms Chapter 12: Lattice Models Applications to Computational Finance Chapter 13: Numerical Linear Algebra: Tridiagonal Systems and Applications Chapter 14: Data Visualisation in Excel Chapter 15: Univariate Statistical Distributions chapter 16: Bivariate Statistical Distributions and Two-Asset Option Pricing chapter 17: STL Algorithms in Detail Chapter 18: STL Algorithms Part II Chapter 19: An Introduction to Optimisation and the Solution of Nonlinear Equations Chapter 20: The Finite Difference Method for PDEs Mathematical Background Chapter 21: Software Framework for One-Factor Option Models Chapter 22: Extending the Software Framework Chapter 23: A PDE Software Framework in C++11 for a Class of Path-Dependent Options Chapter 24: Ordinary Differential Equations and their Numerical Approximation Chapter 25: Advanced Ordinary Differential Equations and Method of Lines (MOL) Chapter 26: Random Number Generation and Distributions Chapter 27: Microsoft .Net, C# and C++11 Interoperability Chapter 28: C++ Concurrency, Part I Threads Chapter 29: C++ Concurrency, Part II Tasks Chapter 30: Parallel Patterns Language (PPL) Chapter 31: Monte Carlo Simulation, Part I Chapter 32: Monte Carlo Simulation, Part II Bibliography Appendix Index schovat popis