000			02767cam a22003378i 4500
001			20461671
003			JGU
005			20200512121819.0
007			hard bound
008			180420s2018 nju b 001 0 eng
010			_a 2018017672
020			_a9780470971192
040			_aDLC _beng _erda _cDLC
042			_apcc
082	0	0	_a332.602855133 _223 _bDU-F
100	1		_aDuffy, Daniel J _958097
245	1	0	_aFinancial instrument pricing using C++
250			_a2nd
260			_aNew Jersey _bWiley _c2018
300			_axxi,1142p.
500			_aRevised and updated edition of the author's Financial instrument pricing using C++, c2004.
504			_aIncludes bibliographical references and index.
505	0		_aA 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	_aInvestments _xMathematical models. _958098
650		0	_aFinancial engineering. _929990
650		0	_aC++ (Computer program language) _93234
776	0	8	_iOnline version: _aDuffy, Daniel J., author. _tFinancial instrument pricing using C++ _bSecond Edition. _dHoboken : Wiley, [2018] _z9781119170495 _w(DLC) 2018019643
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2ddc _cBK
999			_c229479 _d229479