关闭

关闭

封号提示

内容

首页 Wiley - Introduction to C++ for Financial Engin…

Wiley - Introduction to C++ for Financial Engineers An Object-Oriented Approach.pdf

Wiley - Introduction to C++ for…

上传者: memduh 2012-11-02 评分 4.5 0 60 8 275 暂无简介 简介 举报

简介:本文档为《Wiley - Introduction to C++ for Financial Engineers An Object-Oriented Approachpdf》,可适用于IT/计算机领域,主题内容包含JWBKFMJWBKDuffyAugust,:CharCount=IntroductiontoCforFinancialEngineersAnobj符等。

JWBKFMJWBKDuffyAugust,:CharCount=IntroductiontoCforFinancialEngineersAnobjectorientedapproachDanielJDuffyiiiJWBKFMJWBKDuffyAugust,:CharCount=IntroductiontoCforFinancialEngineersiJWBKFMJWBKDuffyAugust,:CharCount=ForothertitlesintheWileyFinanceSeriespleaseseewwwwileycomfinanceiiJWBKFMJWBKDuffyAugust,:CharCount=IntroductiontoCforFinancialEngineersAnobjectorientedapproachDanielJDuffyiiiJWBKFMJWBKDuffyAugust,:CharCount=CopyrightCDanielJDuffyPublishedbyJohnWileySonsLtd,TheAtrium,SouthernGate,Chichester,WestSussexPOSQ,EnglandTelephone()Email(forordersandcustomerserviceenquiries):csbookswileycoukVisitourHomePageonwwwwileycomAllRightsReservedNopartofthispublicationmaybereproduced,storedinaretrievalsystemortransmittedinanyformorbyanymeans,electronic,mechanical,photocopying,recording,scanningorotherwise,exceptunderthetermsoftheCopyright,DesignsandPatentsActorunderthetermsofalicenceissuedbytheCopyrightLicensingAgencyLtd,TottenhamCourtRoad,LondonWTLP,UK,withoutthepermissioninwritingofthePublisherRequeststothePublishershouldbeaddressedtothePermissionsDepartment,JohnWileySonsLtd,TheAtrium,SouthernGate,Chichester,WestSussexPOSQ,England,oremailedtopermreqwileycouk,orfaxedto()DesignationsusedbycompaniestodistinguishtheirproductsareoftenclaimedastrademarksAllbrandnamesandproductnamesusedinthisbookaretradenames,servicemarks,trademarksorregisteredtrademarksoftheirrespectiveownersThePublisherisnotassociatedwithanyproductorvendormentionedinthisbookThispublicationisdesignedtoprovideaccurateandauthoritativeinformationinregardtothesubjectmattercoveredItissoldontheunderstandingthatthePublisherisnotengagedinrenderingprofessionalservicesIfprofessionaladviceorotherexpertassistanceisrequired,theservicesofacompetentprofessionalshouldbesoughtOtherWileyEditorialOfficesJohnWileySonsInc,RiverStreet,Hoboken,NJ,USAJosseyBass,MarketStreet,SanFrancisco,CA,USAWileyVCHVerlagGmbH,Boschstr,DWeinheim,GermanyJohnWileySonsAustraliaLtd,McDougallStreet,Milton,Queensland,AustraliaJohnWileySons(Asia)PteLtd,ClementiLoop#,JinXingDistripark,SingaporeJohnWileySonsCanadaLtd,FreemontBlvd,Mississauga,ONT,LRJ,CanadaWileyalsopublishesitsbooksinavarietyofelectronicformatsSomecontentthatappearsinprintmaynotbeavailableinelectronicbooksLibraryofCongressCataloginginPublicationDataDuffy,DanielJIntroductiontoCforfinancialengineers:anobjectorientedapproachDanielJDuffypcm(Wileyfinanceseries)IncludesbibliographicalreferencesandindexISBN:(cloth:alkpaper)ISBN:(cloth:alkpaper)FinancialengineeringComputerprogramsC(Computerprogramlanguage)ITitleHGD′dcBritishLibraryCataloguinginPublicationDataAcataloguerecordforthisbookisavailablefromtheBritishLibraryISBN(HB)ISBN(HB)TypesetinptTimesbyTechBooks,NewDelhi,IndiaPrintedandboundinGreatBritainbyAntonyRoweLtd,Chippenham,WiltshireThisbookisprintedonacidfreepaperresponsiblymanufacturedfromsustainableforestryinwhichatleasttwotreesareplantedforeachoneusedforpaperproductionivJWBKFMJWBKDuffyAugust,:CharCount=ContentsGoalsofthisBookandGlobalOverviewWhatisthisbookWhyhasthisbookbeenwrittenForwhomisthisbookintendedWhyshouldIreadthisbookThestructureofthisbookWhatthisbookdoesnotcoverMoreinformationandsupportPARTICESSENTIALSKILLSIntroductiontoCandQuantitativeFinanceIntroductionandobjectivesAshorthistoryofCC,amultiparadigmlanguageObjectorientedparadigmGenericprogrammingProcedural,modularandfunctionalprogrammingCandquantitativefinance:what’stherelationshipWhatissoftwarequalitySummaryandconclusionsExercisesTheMechanicsofC:fromSourceCodetoaRunningProgramIntroductionandobjectivesThecompilationprocessHeaderfilesandsourcefilesCreatingclassesandusingtheirobjectsTemplateclassesandtemplatefunctionsKindsoferrorsCompilererrorsLinkererrorsRuntimeerrorsThestructconceptvJWBKFMJWBKDuffyAugust,:CharCount=viContentsUsefuldataconversionroutinesSummaryandconclusionsExercisesandprojectsCFundamentalsandMyFirstOptionClassIntroductionandobjectivesClass==memberdatamemberfunctionsTheheaderfile(functionprototypes)Theclassbody(codefile)UsingtheclassExaminingtheclassindetailAccessibilityissuesUsingstandardlibrariesThescoperesolutionoperator‘::’Virtualdestructor:bettersafethansorryOtherparadigmsSummaryandconclusionsQuestions,exercisesandprojectsCreatingRobustClassesIntroductionandobjectivesCallbyreferenceandcallbyvalueConstantobjectseverywhereReadonly(const)memberfunctionsConstructorsindetailMemberinitialisationStaticmemberdataandstaticmemberfunctionsFunctionoverloadingNonmemberfunctionsPerformancetipsandguidelinesThe‘inline’keywordAnonymousobjectsinfunctioncodeLoopoptimisationSummaryandconclusionsQuestions,exercisesandprojectsOperatorOverloadinginCIntroductionandobjectivesWhatisoperatoroverloadingandwhatarethepossibilitiesWhyuseoperatoroverloadingTheadvantagesOperatoroverloading:thestepsAspecialcase:theassignmentoperatorUsingoperatoroverloadingforsimpleIOFriendfunctionsingeneralFriendclassesSummaryandconclusionsExerciseAppendix:usefuldatastructuresinCJWBKFMJWBKDuffyAugust,:CharCount=ContentsviiMemoryManagementinCIntroductionandobjectivesSingleobjectsandarraysofobjectsonthestackSpecialoperators:‘new’and‘delete’SingleobjectsArraysofobjectsSmallapplication:workingwithcomplexnumbersCreatinganarrayclassMemoryallocationanddeallocationAccessingfunctionsExamplesThefullheaderfileSummaryandconclusionsExercisesReviewquestionsandcommentsFunctions,NamespacesandIntroductiontoInheritanceIntroductionandobjectivesFunctionsandfunctionpointersFunctionsinfinancialengineeringFunctioncategoriesModellingfunctionsinCApplicationareasforfunctionpointers,partIAnintroductiontonamespacesinCSomeextrafunctionalityAnintroductiontotheinheritancemechanisminCBasicinheritancestructureAddingnewfunctionalityOverridingfunctionality:polymorphicandnonpolymorphicbehaviourMultipleinheritanceSolutionofnonlinearequationsNonlinearsolversinC:designandimplementationApplyingnonlinearsolvers:calculatingvolatilitySummaryandconclusionsExercisesandprojectsAdvancedInheritanceandPayoffClassHierarchiesIntroductionandobjectivesThevirtualspecifierandmemorydeallocationAbstractandconcreteclassesUsingpayoffclassesLightweightpayoffclassesSuperlightweightpayofffunctionsThedangersofinheritance:acounterexampleImplementationinheritanceandfragilebaseclassproblemDeephierarchiesMultipleinheritanceproblemsJWBKFMJWBKDuffyAugust,:CharCount=viiiContentsTwofactorpayofffunctionsandclassesConclusionsandsummaryExercisesandprojectsRunTimeBehaviourinCIntroductionandobjectivesAnintroductiontoreflectionandselfawareobjectsRuntimetypeinformation(RTTI)CastingbetweentypesMoreesotericcastingClientserverprogrammingandexceptionhandlingtry,throwandcatch:ingredientsoftheCexceptionmechanismCimplementationPragmaticexceptionmechanismsAnexampleofuseConclusionsandsummaryExercisesandresearchAnIntroductiontoCTemplatesIntroductionandobjectivesMyfirsttemplateclassUsingtemplateclasses(Massive)reusabilityoftherangetemplateclassTemplatefunctionsConsolidation:understandingtemplatesAtestprogramSummaryandconclusionsExercisesandprojectsPARTIIDATASTRUCTURES,TEMPLATESANDPATTERNSIntroductiontoGenericDataStructuresandStandardTemplateLibrary(STL)IntroductionandobjectivesComplexityanalysisExamplesofcomplexitiesAnintroductiontodatastructuresListsStacksandqueuesSetsandmultisetsMapsandmultimapsAlgorithmsNavigationindatastructures:iteratorsinSTLSTLbyexample:myfirstexampleConstructorsandmemoryallocationIteratorsAlgorithmsJWBKFMJWBKDuffyAugust,:CharCount=ContentsixConclusionsandsummaryExercisesandprojectsCreatingSimplerInterfacestoSTLforQFApplicationsIntroductionandobjectivesMapsanddictionariesIteratinginmapsErasingrecordsinamapApplicationsofmapsUserfriendlysetsSTLsetsUserdefinedandwrapperclassesforSTLsetsAssociativearraysandassociativematricesApplicationsofassociativedatastructuresConclusionsandsummaryExercisesandprojectsDataStructuresforFinancialEngineeringApplicationsIntroductionandobjectivesThepropertypatternPropertysetsBasicfunctionalityAdditionandremovalofpropertiesNavigatinginapropertyset:creatingyourowniteratorsPropertysetswithheterogeneousdatatypesPropertysetsanddatamodellingforquantitativefinanceFixedassemblies(assembliespartsrelationship)CollectionmembersrelationshipContainercontentsrelationshipRecursiveandnestedpropertysetsLatticestructuresSomesimpleexamplesAsimplebinomialmethodsolverConclusionsandsummaryExercisesandprojectsAnIntroductiontoDesignPatternsIntroductionandobjectivesThesoftwarelifecycleDocumentationissuesGeneralisationandspecialisationAggregationandcompositionAssociationsOtherdiagramsAnIntroductiontodesignpatternsCreationalpatternsStructuralpatternsBehaviouralpatternsJWBKFMJWBKDuffyAugust,:CharCount=xContentsAreweusingthewrongdesignChoosingtheappropriatepatternCADObject,aClibraryforcomputergraphicsUsingpatternsinCADObjectConclusionsandsummaryExercisesandprojectsPARTIIIQFAPPLICATIONSProgrammingtheBinomialMethodinCIntroductionandobjectivesScopingtheproblemAshortoverviewofthebinomialmethodSoftwarerequirementsforabinomialsolverClassdesignandclassstructureUMLclassstructureInformationflowApplyingdesignpatternsThebuilderanddirectorclassesTheprocessandthestepsTestcasesandexamplesConclusionsandsummaryExercisesandquestionsImplementingOneFactorBlackScholesinCIntroductionandobjectivesScopeandassumptionsAssemblingtheCbuildingblocksModellingtheblackscholesPDECreatingyourownonefactorfinancialmodelsFinitedifferenceschemesExplicitschemesImplicitschemesAnoteonexceptionhandlingOtherschemesTestcasesandpresentationinexcelCreatingtheuserinterfacedialogueVectorandmatrixoutputPresentationSummaryExercisesandprojectsTwoFactorOptionPricing:BasketandOtherMultiAssetOptionsIntroductionandobjectivesMotivationandbackgroundScopingtheproblem:PDEsforbasketoptionsModellingbasketoptionPDEinUMLandCDataclassesforinstrumentsModellingthePDEwithCclassesJWBKFMJWBKDuffyAugust,:CharCount=ContentsxiThefinitedifferencemethodfortwofactorproblemsDiscreteboundaryandinitialconditionsAssemblingthesystemofequationsPostprocessingandoutputSummaryandconclusionsExercisesandprojectsUsefulCClassesforNumericalAnalysisApplicationsinFinanceIntroductionandobjectivesSolvingtridiagonalsystemsAtridiagonalsolverinCAnintroductiontointerpolationPolynomialinterpolationRationalfunctioninterpolationCubicsplineinterpolationSummaryandconclusionsOtherNumericalMethodsinQuantitativeFinanceIntroductionandobjectivesThetrinomialmethodforassetsLatticedatastructuresTrinomialtreefortheshortrateThemultidimensionalbinomialmethodGenericlatticestructuresCandlestickcharts(Highly)genericlatticestructuresApproximatingexponentialfunctionsSummaryandconclusionsExercisesTheMonteCarloMethodTheoryandCFrameworksDrJoergKieritzandDanielJDuffyIntroductionandobjectivesAshorthistoryoftheMonteCarlo(MC)methodExamplesoftheapplicationoftheMonteCarlomethodCalculationofdefiniteintegralsDevicereliabilityTheMonteCarlomethodinquantitativefinanceAnoverviewofstochasticdifferentialequations(SDE)OtherbackgroundinformationSoftwarearchitecturefortheMonteCarlomethodExamplesandtestcasesPlainoptionsBarrieroptionsAsianoptionsSummaryandconclusionsAppendix:comparingMonteCarlowithothernumericalmethodsExercisesandprojectsJWBKFMJWBKDuffyAugust,:CharCount=xiiContentsSkillsDevelopment:fromWhiteBelttoBlackBeltIntroductionandobjectivesReviewofbookPartI:CessentialskillsPartII:datastructures,templatesandpatternsPartIII:applicationsinquantitativefinancePartIV:backgroundinformationChoosingaprogrammingparadigmLayer:foundationclassesLayer:mechanismsLayer:buildingblocksLayer:applicationlevelSummaryandconclusionsPARTIVBACKGROUNDINFORMATIONBasicCSurvivalGuideIntroductionandobjectivesBasicdatatypesTheCpreprocessorPointersandreferencesOtherusefulbitsandpiecesWhattoavoidinCTestcase:numericalintegrationinonedimensionConclusionsandsummaryExercisesAdvancedCSyntaxIntroductionandobjectivesFixedsizeanddynamicarraysMultidimensionalarraysIntroductiontostructuresUnionsUsefulClibrariesTestcase:linearregressionConclusionsandsummaryExercisesDatasimVisualisationPackageinExcel:DriversandMechanismsIntroductionandobjectivesFundamentalfunctionalityinthepackageBasicdriverfunctionalityExcelmechanismsOptionvaluesandsensitivitiesinexcelFinitedifferencemethodSummaryandconclusionsExercisesandprojectsJWBKFMJWBKDuffyAugust,:CharCount=ContentsxiiiMotivatingCOMandEmulationinCIntroductionandobjectivesAshorthistoryofCOMAnintroductiontomultipleinheritance(MI)InterfacesandmultipleinheritanceVirtualfunctiontablesSummaryCOMFundamentalsIntroductionandobjectivesInterfacesinCOMTheIUnknowninterfaceUsingIUnknownTestingtheinterfaceDefiningnewversionsofcomponentsSummaryReferencesIndexJWBKFMJWBKDuffyAugust,:CharCount=xivJWBKJWBKDuffyAugust,:CharCount=GoalsofthisBookandGlobalOverviewWHATISTHISBOOKThegoalofthisbookistointroducethereadertotheCprogramminglanguageanditsapplicationstothefieldofQuantitativeFinanceItisaselfcontainedintroductiontothesyntaxofCincombinationwithitsapplicationstocurrenttopicsofinterestInparticular,wedeveloplibraries,frameworksandapplicationsforavarietyofderivativesmodelsusingnumericalmethodssuchasbinomialandtrinomialtrees,finitedifferencemethods(FDM)andtheMonteCarlo(MC)methodThebookconsistsofthreemajorpartsThefirstpartconcentratesonessentialCsyntaxthatmustbelearnedbeforeproceedingThesecondpartintroducesgenericprogramminganddesignpatterntechniquesandweshowhowtocreatelibrariesanddatastructuresthatweuseinpartthreethatdealswithfullapplicationsWealsohavewrittenanumberofchaptersontopicsrelatedtothecurrentbook,forexampleareviewoftheClanguage,interfacingwithExcelandanintroductiontotheComponentObjectModel(COM)ThisbookisathoroughintroductiontoCandhowtouseittowritenontrivialandrobustapplicationsinQuantitativeFinanceSomespecialfeaturesofthebookare:AfulldiscussionofCsyntax(asdescribedinStroustrup,)AdvancedtopicsinC:memorymanagement,exceptions,templatesandRTTIAnintroductiontodatastructuresandComplexityAnalysisTheStandardTemplateLibrar

精彩专题

职业精品

上传我的资料

热门资料

资料评价:

/ 441
所需积分:0 立即下载

意见
反馈

返回
顶部

Q