MARC details
000 -LEADER |
fixed length control field |
02767cam a22003378i 4500 |
001 - CONTROL NUMBER |
control field |
20461671 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
JGU |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20200512121819.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
fixed length control field |
hard bound |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
180420s2018 nju b 001 0 eng |
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
LC control number |
2018017672 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9780470971192 |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
DLC |
Language of cataloging |
eng |
Description conventions |
rda |
Transcribing agency |
DLC |
042 ## - AUTHENTICATION CODE |
Authentication code |
pcc |
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
332.602855133 |
Edition number |
23 |
Item number |
DU-F |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Duffy, Daniel J |
9 (RLIN) |
58097 |
245 10 - TITLE STATEMENT |
Title |
Financial instrument pricing using C++ |
250 ## - EDITION STATEMENT |
Edition statement |
2nd |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
Place of publication, distribution, etc |
New Jersey |
Name of publisher, distributor, etc |
Wiley |
Date of publication, distribution, etc |
2018 |
300 ## - PHYSICAL DESCRIPTION |
Extent |
xxi,1142p. |
500 ## - GENERAL NOTE |
General note |
Revised and updated edition of the author's Financial instrument pricing using C++, c2004. |
504 ## - BIBLIOGRAPHY, ETC. NOTE |
Bibliography, etc |
Includes bibliographical references and index. |
505 0# - FORMATTED CONTENTS NOTE |
Formatted contents note |
A tour of C++ and environs -- New and improved C++ fundamentals -- Modelling functions in C++ -- Advanced c++ template programming -- Tuples in c++ and their applications -- Type traits, advanced lambdas and multiparadigm design in C++ -- Multiparadigm design in C++ -- C++ numerics, IEEE754 and boost C++ multiprecision -- An introduction to unified software design (USD) -- New data types, containers and algorithms in C++ and boost C++ libraries -- Lattice models fundamental data structures and algorithms -- Lattice models applications to computational finance -- Numerical linear algebra : tridiagonal systems and applications -- Data visualisation in Excel -- Univariate statistical distributions -- Bivariate statistical distributions and two-asset option pricing -- STL algorithms in detail -- STL algorithms part II -- An introduction to optimisation and the solution of nonlinear equations -- The finite difference method for PDEs mathematical background -- Software framework for one-factor option models -- Extending the software framework -- A PDE software framework in C++11 for a class of path-dependent options -- Ordinary differential equations and their numerical approximation -- Advanced ordinary differential equations and method of lines (MOL) -- Random number generation and distributions -- Microsoft .net, C# and C++11 interoperability -- C++ concurrency, Part I Threads -- C++ concurrency, part II Tasks -- Parallel patterns language (PPL) -- Monte Carlo simulation, Part I -- Monte Carlo simulation, Part II -- Bibliography -- Appendix -- Index. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Investments |
General subdivision |
Mathematical models. |
9 (RLIN) |
58098 |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Financial engineering. |
9 (RLIN) |
29990 |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
C++ (Computer program language) |
9 (RLIN) |
3234 |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
Display text |
Online version: |
Main entry heading |
Duffy, Daniel J., author. |
Title |
Financial instrument pricing using C++ |
Edition |
Second Edition. |
Place, publisher, and date of publication |
Hoboken : Wiley, [2018] |
International Standard Book Number |
9781119170495 |
Record control number |
(DLC) 2018019643 |
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
a |
7 |
b |
cbc |
c |
orignew |
d |
1 |
e |
ecip |
f |
20 |
g |
y-gencatlg |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
Dewey Decimal Classification |
Koha item type |
Print |