An integrated guide to C++ and computational finance This complete guide to C++ and computational finance is a follow-up and major extension to Daniel J. Duffy'

One of the best languages for the development of financial engineering and instrument pricing applications is C++. This book has several features that allow dev

Containing non-trivial exercises and projects that discuss improvements and extensions to the material, this text shows how C++ can be applied to the design and

Design patterns are the cutting-edge paradigm for programming in object-oriented languages. Here they are discussed, for the first time in a book, in the contex

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 previ