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In this book we bring C++ to the next level by applying it to the design and implementation of classes, libraries and applications for option and derivative pricing models. We employ 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 that you can use directly. This will get you 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
At first I suspected the quality of the book because of the price, but I was surprised by the qualify of the book! It's really great!! Thank you! :)Published 7 months ago by Grace
While I am somewhat rusty with C++, the author did a very nice job or bringing me along slowly. My motivation in buying this book was to learn more about instrument pricing, then... Read morePublished on November 9, 2009 by Amazon Customer
It is very detailed and well written book. Finally, I found book which satisfied all my requirements. Cd with C++ code is well documented and self-explained.Published on December 20, 2008 by Boris Skorodumov
Extremely accessible and professional, both math and software side are very well done, one of the best intro books about numerical modeling and software design. Read morePublished on January 10, 2007 by Atte Saarela