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› Find signed collectible books: 'Budget Perspectives: Proceedings from a Conference Held on 19 September 2000'
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› Find signed collectible books: 'C# for Financial Markets'
A practice-oriented guide to using C# to design and program pricing and trading models
In this step-by-step guide to software development for financial analysts, traders, developers and quants, the authors show both novice and experienced practitioners how to develop robust and accurate pricing models and employ them in real environments. Traders will learn how to design and implement applications for curve and surface modeling, fixed income products, hedging strategies, plain and exotic option modeling, interest rate options, structured bonds, unfunded structured products, and more. A unique mix of modern software technology and quantitative finance, this book is both timely and practical. The approach is thorough and comprehensive and the authors use a combination of C# language features, design patterns, mathematics and finance to produce efficient and maintainable software.
Designed for quant developers, traders and MSc/MFE students, each chapter has numerous exercises and the book is accompanied by a dedicated companion website, http://www.datasimfinancial.com/forum/viewforum.php?f=196&sid=f30022095850dee48c7db5ff62192b34, providing all source code, alongside audio, support and discussion forums for readers to comment on the code and obtain new versions of the software.
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› Find signed collectible books: 'Domain Architectures: Models and Architectures for UML Applications'
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› Find signed collectible books: 'Enterprise Architectures & Systems Requirements: The Road to Object-Oriented & Component Technology'
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› Find signed collectible books: 'Financial Instrument Pricing Using C++ (The Wiley Finance Series)'
In this book, author Daniel J. Duffy brings C++ to the next level by applying it to the design and implementation of classes, libraries and applications for option and derivative pricing models. He employs modern software engineering techniques to produce industrial-strength applications:
Included with the book is a CD containing the source code in the Datasim Financial Toolkit. You can use this to get up to speed with your C++ applications by reusing existing classes and libraries.
'Unique... Let's all give a warm welcome to modern pricing tools.'
-- Paul Wilmott, mathematician, author and fund manager
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› Find signed collectible books: 'Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach'
In this book we employ partial differential equations (PDE) to describe a range of one-factor and multi-factor derivatives products such as plain European and American options, multi-asset options, Asian options, interest rate options and real options. PDE techniques allow us to create a framework for modeling complex and interesting derivatives products. Having defined the PDE problem we then approximate it using the Finite Difference Method (FDM). This method has been used for many application areas such as fluid dynamics, heat transfer, semiconductor simulation and astrophysics, to name just a few. In this book we apply the same techniques to pricing real-life derivative products. We use both traditional (or well-known) methods as well as a number of advanced schemes that are making their way into the QF literature:
Included with the book is a CD containing information on how to set up FDM algorithms, how to map these algorithms to C++ as well as several working programs for one-factor and two-factor models. We also provide source code so that you can customize the applications to suit your own needs.
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› Find signed collectible books: 'Interoperability: Software Tools and Applications in Finance with Excel, C# and C++ (The Wiley Finance Series)'
Interoperability Software Tools and Applications in Finance with Excel, C#, and C++ shows you how to create applications in a multi-language environment where interfacing with Excel plays a vital role. VBA is an important tool for Excel, and is incorporated here but it doesn't scale well for more complex applications, so a practical integration of C++ and C# is essential for creating increasingly sophisticated finance tools. This book walks you through the fundamentals, software, and applications, providing real-world examples with source code you can extend and apply in your own projects. You'll learn how to create automation and add-ins, integrate .NET, incorporate popular libraries, utilize replacement worksheet functions in C#, and much more as you expand Excel's capabilities and discover the superior functionality multi-language interoperability enables.
Excel is indispensable in many financial applications, but difficulties arise when integrating quant code and formulating complex algorithms where C++ or C# is essential. This book shows you how to make these languages interact efficiently, accurately, and productively to create more effective solutions for todays finance world.
Haphazard multi-language interfacing slows down results, causes numerous errors, and can require complete reworking when changes are made. Today's applications need to move at a steady pace, and developer time cannot be wasted on tedious integration and revision. Interoperability Software Tools and Applications in Finance with Excel, C#, and C++ provides a sound, concrete solution, making it a must-have resource for developers and quantitative finance specialists.
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› Find signed collectible books: 'Introduction to C++ for Financial Engineers: An Object-Oriented Approach'
The kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods.
This book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF.
This book is the perfect companion to Daniel J. Duffys book Financial Instrument Pricing using C++ (Wiley 2004, 0470855096 / 9780470021620)
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› Find signed collectible books: 'Introduction to the Boost C++ Libraries; Volume II - Advanced Libraries'
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› Find signed collectible books: 'Monte Carlo Frameworks: Building Customisable High-performance C++ Applications'
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