Jumat, 26 September 2014

[F866.Ebook] Free Ebook Financial Instrument Pricing Using C++ (The Wiley Finance Series), by Daniel J. Duffy

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Financial Instrument Pricing Using C++ (The Wiley Finance Series), by Daniel J. Duffy

Financial Instrument Pricing Using C++ (The Wiley Finance Series), by Daniel J. Duffy



Financial Instrument Pricing Using C++ (The Wiley Finance Series), by Daniel J. Duffy

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Financial Instrument Pricing Using C++ (The Wiley Finance Series), by 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 developers to write robust, flexible and extensible software systems. The book is an ANSI/ISO standard, fully object-oriented and interfaces with many third-party applications. It has support for templates and generic programming, massive reusability using templates (?write once?) and support for legacy C applications.

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:

  • Using the Standard Template Library (STL) in finance
  • Creating your own template classes and functions
  • Reusable data structures for vectors, matrices and tensors
  • Classes for numerical analysis (numerical linear algebra ?)
  • Solving the Black Scholes equations, exact and approximate solutions
  • Implementing the Finite Difference Method in C++
  • Integration with the ?Gang of Four? Design Patterns
  • Interfacing with Excel (output and Add-Ins)
  • Financial engineering and XML
  • Cash flow and yield curves

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

  • Sales Rank: #3804132 in eBooks
  • Published on: 2013-10-23
  • Released on: 2013-10-23
  • Format: Kindle eBook

From the Back Cover
One of the best languages for the development of financial engineering and instrument pricing applications is C++. It has several features that allow developers to write robust, flexible and extensible software systems. It is an ANSI/ISO standard, fully object-oriented and interfaces with many third-party applications. It has support for templates and generic programming, massive reusability using templates (‘write once’) and support for legacy C applications.

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: -

  • Using the Standard Template Library (STL) in finance
  • Creating your own template classes and functions
  • Reusable data structures for vectors, matrices and tensors
  • Classes for numerical analysis (numerical linear algebra …)
  • Solving the Black Scholes equations, exact and approximate solutions
  • Implementing the Finite Difference Method in C++
  • Integration with the ‘Gang of Four’ Design Patterns
  • Interfacing with Excel (output and Add-Ins)
  • Financial engineering and XML
  • Cash flow and yield curves

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

About the Author
Daniel Duffy works for Datasim, an Amsterdam-based trainer and software developer (www.datasim-component.com, www.datasim.nl). He has been working in IT since 1979 and with object-oriented technology since 1987. He received his MSc and PhD theses (in numerical analysis) from Trinity College, Dublin. His current interests are in the modelling of financial instruments using numerical methods (for example, finite difference method) and C++. He can be contacted at dduffy@datasim.nl

Most helpful customer reviews

38 of 38 people found the following review helpful.
Utter shambles
By ifitaintbrokeitwillbe
The code is a real mess. Source files are missing, class member variables not defined, calls made to misspelled functions, basic syntax errors. Here are a few of the problems I have run into:
- Missing Source Files:: BVPmechanisms.hpp. So files like BVPSOlver.cpp can't compile
- Undefined members variables: AssocArray::contents. Can't build without it
- Basic syntax errors: (if ass2 == this). Should be if(ass2 == this)
- Incorrect function calls: standardDeviation(). Should be standardDeviation(x)

Aside from all the kindergarten errors, the author over uses templates to such an extent that simple routines are hopelessly obfuscated.

I think he built it on an old version of Visual C++. This is because the code fails to build on modern compilers with tighter error checking.

I have no idea why the other guys love this book so much, they must never have tried to build any of the examples in it ... which is weird because the whole reason I bought the book was to begin building a library of financial tools.

5 of 6 people found the following review helpful.
Poor
By Subrata Kumar Paschimiray
It's theoritical book . Few examples. Not givien much idea about various instrument pricing.

1 of 3 people found the following review helpful.
Nice job...
By Amazon Customer
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 programming. So in either case, I rate the book very high. I would highly recommend this to anyone on the path of becoming a Quant.

See all 11 customer reviews...

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Minggu, 21 September 2014

[C425.Ebook] Download PDF Cool Hotels Spa & Wellness, by MARTIN KUNZ

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Cool Hotels Spa & Wellness, by MARTIN KUNZ

AN IDEAL GUIDE TO THE WORLD'S COOLEST SPAS THAT'S PERFECT FOR THE HEALTH-CONSCIOUS TRAVELER

  • Sales Rank: #685085 in Books
  • Brand: Brand: teNeues
  • Published on: 2008-06-15
  • Released on: 2008-06-15
  • Original language: French, English, German, Spanish, Italian
  • Number of items: 1
  • Dimensions: 7.46" h x .81" w x 5.92" l, 1.23 pounds
  • Binding: Mass Market Paperback
  • 219 pages
Features
  • Used Book in Good Condition

About the Author
Patrice Farameh is a producer and writer based in Los Angeles who specializes in lifestyle segments for TV and print media for Europe and the US.

Martin Nicholas Kunz writes six Trendcity Guides per year for the architecture and design magazine Atrium, and is the author of several articles in architecture and design journals. His book Luxury Hotels Europe was published by teNeues last year.

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Kamis, 11 September 2014

[O492.Ebook] Ebook Download Alphabet or Abracadabra? Reverse Engineering the Western Alphabet, by Wim Borsboom

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Alphabet or Abracadabra?  Reverse Engineering the Western Alphabet, by Wim Borsboom

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Alphabet or Abracadabra?  Reverse Engineering the Western Alphabet, by Wim Borsboom

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Alphabet or Abracadabra?  Reverse Engineering the Western Alphabet, by Wim Borsboom

"Alphabet or Abracadabra? - Reverse Engineering The Western Alphabet" details a ground-breaking discovery: the origin of the western 'abecedary' - the alphabet's sequence of letters.(Not to be confused with the origin of the design of the western alphabet letters.) It must have been somewhere between 3400 and 3700 years ago that the western alphabet's linear sequence of characters (abecedary) was created by following an already existing tabular model of a South Asian Pre-Sanskrit 'abugida' or 'alpha-syllabary'. In spite of it looking quite disorderly, the western alphabet letter sequence is found to be based on that ancient orderly pattern, a pattern that categorized sounds by how and where they were articulated in the mouth. This study retraces the steps of how that copying process took place, a process that also included a number of 'errors and omissions' made by one, perhaps two ancient scribes most likely from the Near East. The errors eventually resulted in the apparent disorder of the western 'ABC'. By tracking these 'copied' errors across a number of ancient alphabets, the author was not only able to reconstruct the copying process, but he also arrived at a date before which it must have taken place.

  • Sales Rank: #3491389 in Books
  • Published on: 2015-07-15
  • Original language: English
  • Number of items: 1
  • Dimensions: 11.02" h x .10" w x 8.50" l, .34 pounds
  • Binding: Paperback
  • 40 pages

Most helpful customer reviews

2 of 2 people found the following review helpful.
An insightful book
By Subhash Kak
Wim Borsboom has hit upon a brilliant idea related to the origins of the western alphabet. He shows how in its earliest and original form the western alphabet sequence of characters (abecedary) was modelled after an ancient scientifically organized Sanskrit alphabet (abugida).
The Sanskrit alphabet from its very early beginnings used a column and row format, and in his research he shows how that format was initially adopted by Near-Eastern (probably from the Levant) "budding linguists" (as the writer puts it).
Using as evidence a ca. 3400 year old cuneiform clay tablet from what is now Syria, he demonstrates how the original Indian tabular format became read row-by-row rather than column-by-column, which mistaken order eventually resulted in its now so familiar linear alphabetic sequence.
Using clear and helpful color coding, he demonstrates how that western linear sequence (clearly shown right on the front cover of the book) still shows its early origins - what looks like a haphazard sequence of letters still shows its ancient linguistic scientific roots.
This research is of importance not only to the student of alphabets and languages, but also to the historian and the layperson interested in understanding cultural interactions in the ancient world and how those interactions still reverberate in the modern world.

Although, at first sight "Alphabet or Abracadabra?" seems not an easy read, when one first reads the front outside and inside cover pages, and then its outside and inside back pages, and when one then proceeds page by page from the introduction to the end without skipping (except for the notes at the end of each chapter) then story of this discovery slowly unfolds and its impact eventually registers strongly.
Another way to enjoy this book is to first peruse the many illustrations but... leave the tables and charts for later serious reading.

At the end of the Indian print version of the book is a delightful little story in which the writer reminisces about when (first grade,1960) and how (pandemonium) his research began with a puzzling question to the teacher, "Miss, why are those letters in that order?" to which she answered, "Well, they are alphabetic of course!"
Little did she (yes, the proverbial matron) know that when she called for "Order!" (see front cover blackboard) that one of the more precocious kids would find that order and write about it!

1 of 1 people found the following review helpful.
Facinating research
By Vasishtha
In the context of Indology, linguistics has justifiably attained a bad name as it has been explored, exploited and misused by too many Indologists. Many of their works have provided illustrations of ‘agenda driven' research.

Unfortunately though, much good that can come out of linguistics is also thrown away like the proverbial "baby with the bathwater"!

However, there are few brilliant gems. and this book, "Alphabet or Abracadabra? - Reverse Engineering the Western Alphabet" by Shri Wim Borsboom is one of them.

It may not be a light reading, but definitely worth the effort for a curious, tenacious and inquisitive reader."

1 of 1 people found the following review helpful.
The reading of this book has been a wonderful occasion to reflect about the way we use words
By Cristina M.
It is never too late to learn.
The reading of this book has been a wonderful occasion to reflect about the way we use words, that is, without relating them to their origins.
Abracadabra has been a discovery and a trip to the past which becomes present.
Perfect layout and easy to read, even for non expert in this specific field.
I appreciate Wim Borsboom's.subtle sense of humour and his ability to tell a story.
Brilliant!

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Selasa, 09 September 2014

[I466.Ebook] PDF Ebook Aufladung der Verbrennungskraftmaschine (Der Fahrzeugantrieb) (German Edition), by Hermann Hiereth, Peter Prenninger

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Das Buch behandelt die Aufladung der Kolben-Verbrennungskraftmaschine. Dabei wird auf die Aufladeger�te und -systeme selbst, die theoretischen Zusammenh�nge des Zusammenwirkens Motor und Auflade-Systeme sowie schlussendlich auf die Kriterien des Zusammenwirkens dieser System-Kombination – unter besonderer Ber�cksichtigung des Betriebsverhaltens – eingegangen. Es werden neue Erkenntnisse bei der Entwicklung und Adaption von Aufladesystemen, neue Darstellungsformen sowie die heute angewandten Berechnungs- und Simulationsverfahren vorgestellt, mit Beispielen erl�utert und bewertet. Einen Schwerpunkt bildet das Betriebs- und Regelverhalten aufgeladener Verbrennungsmotoren in den verschiedenen Anwendungs- bzw. Einsatzgebieten. Eine Reihe ausgew�hlter Anwendungsbeispiele sowie ein Ausblick auf m�gliche Weiterentwicklungen des Systems "Auflade-Motor" beschlie�en die Abhandlung.

  • Sales Rank: #10801234 in Books
  • Published on: 2003-04-04
  • Original language: German
  • Number of items: 1
  • Dimensions: 10.98" h x .83" w x 8.27" l, .0 pounds
  • Binding: Hardcover
  • 273 pages

Review
"... Dieses wissenschaftliche Fachbuch sei all jenen empfohlen, die sich vertieft mit dem Thema Aufladung besch�ftigen, sei es in der industriellen Praxis oder der universit�ren Lehre." Motortechnische Zeitschrift 10/2003

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Minggu, 07 September 2014

[O465.Ebook] Fee Download Love & Respect Deluxe Edition (Includes Workbook): The Love She Most Desires - The Respect He Desperately Needs, by Emerson Eggerichs

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This deluxe edition of Emerson Eggerichs' classic book also includes a workbook as well as the biblically based counsel that has been changing marriages across the country for decades.

  • Sales Rank: #9720486 in Books
  • Published on: 2010
  • Binding: Paperback
  • 578 pages

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Love & Respect Deluxe Edition (Includes Workbook): The Love She Most Desires - The Respect He Desperately Needs, by Emerson Eggerichs PDF
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