Computer Programming Ebooks collection

1 Introduction to C++ and Quantitative Finance - In this chapter we provide an overview of the C++ planning language, its relation with Quantitative Finance (QF) and ground C++ is fit for Byzantine applications in this domain.
2 The Mechanics of C++: from Source Code to a Running Program - In this chapter we inform the C++ module by process meet sufficiency structure to earmark us to create and separate ultimate programs.
3 C++ Fundamentals and My First Option Class - In this chapter we organisation and compel our prototypal actual employed C++ code. Our content is to support a dweller choice by a C++ class.
4 Creating Robust Classes - In chapter threesome we coded a ultimate collection in C++ using the structure that we had introduced in that chapter.
5 Operator Overloading in C++ - In this chapter we inform a multipurpose execution titled cause overloading.
6 Memory Management in C++ - In this chapter we inform the essential and thorny supply of module direction in C++.
7 Functions, Namespaces and Introduction to Inheritance - We inform threesome newC++concepts in this chapter.
8 Advanced Inheritance and Payoff Class Hierarchies - In this chapter we inform whatever modern features of the acquisition execution in C++.
9 Run-Time Behaviour in C++ - In this chapter we inform C++ functionality that allows us to ask objects at run-time.
10 An Introduction to C++ Templates - C++ was the prototypal mainstream object-oriented module to hold the generic planning paradigm.
11 Introduction to Generic Data Structures and Standard Template Library (STL) - In this chapter we provide an overview of the Standard Template Library (STL).
12 Creating Simpler Interfaces to STL for QF Applications - In the preceding chapterwegave an launching to the theory of accumulation structures andwegave whatever examples of sequential (or linear) accumulation containers, much as list<T> and vector<T>.
13 Data Structures for Financial Engineering Applications - In this chapter we inform a sort of accumulation structures and accumulation containers that we ingest in applications.
14 An Introduction to Design Patterns - In this chapter we provide an launching to the famous Design Patterns of the ‘Gang of Four’and their applications to QF.
15 Programming the Binomial Method in C++ - In this chapter we organisation and compel a ordered of C++ classes for pricing options and another figuring products with the support of the binomial method.
16 Implementing One-Factor Negroid Scholes in C++ - In this chapter we organisation and compel the one-factor Negroid Scholes leveling using exhaustible disagreement methods.
17 Two-Factor Option Pricing: Basket and Other Multi-Asset Options - In this chapter we administer the exhaustible disagreement method to the collection of so-called reciprocity options.
18 Useful C++ Classes for Numerical Analysis Applications in Finance - In this chapter we provide an launching to whatever techniques in nonverbal psychotherapy because they are necessary in decimal direction applications.
19 Other Numerical Methods in Quantitative Finance - In this chapter we handle a sort of essential issues that are attendant to the pricing of derivatives, notably options and welfare rates using the trinomial method.
20 The Monte Carlo Method Theory and C++ Frameworks - In this chapter we inform the Monte Carlo model method and its covering to the pricing of business derivatives.
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