{"product_id":"introduction-to-c-for-financial-engineers-an-object-oriented-approach-hardback-9780470015384","title":"Introduction to C++ for Financial Engineers; An Object-Oriented Approach (Hardback) 9780470015384","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eIntroduction to C++ for Financial Engineers\u003c\/font\u003e\u003cbr\u003e\r\n\u003cfont size=\"5\"\u003eAn Object-Oriented Approach\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eDaniel J. Duffy (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780470015384, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 13 October 2006\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e438 pages\u003cbr\u003e25.4 x 17.7 x 3.1 cm, 0.879 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eThis 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 previous knowledge of C or C++ is required -- experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book:  \u003cul\u003e \u003cli\u003eC++ fundamentals and object-oriented thinking in QF\u003c\/li\u003e \u003cli\u003eAdvanced object-oriented features such as inheritance and polymorphism\u003c\/li\u003e \u003cli\u003eTemplate programming and the Standard Template Library (STL)\u003c\/li\u003e \u003cli\u003eAn introduction to GOF design patterns and their applications in QF Applications\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eThe kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods.\u003c\/p\u003e \u003cp\u003eThis 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.\u003c\/p\u003e \u003cp\u003eThis book is the perfect companion to Daniel J. Duffy’s book \u003ci\u003eFinancial Instrument Pricing using C++\u003c\/i\u003e (Wiley 2004, 0470855096 \/ 9780470021620)\u003c\/p\u003e\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e\u003cp\u003e\u003cb\u003e0 Goals of this Book and Global Overview 1\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e0.1 What is this book? 1\u003c\/p\u003e \u003cp\u003e0.2 Why has this book been written? 1\u003c\/p\u003e \u003cp\u003e0.3 For whom is this book intended? 2\u003c\/p\u003e \u003cp\u003e0.4 Why should I read this book? 2\u003c\/p\u003e \u003cp\u003e0.5 The structure of this book 2\u003c\/p\u003e \u003cp\u003e0.6 What this book does not cover 2\u003c\/p\u003e \u003cp\u003e0.7 More information and support 3\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart I C++ Essential Skills 5\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003e1 Introduction to C++ and Quantitative Finance 7\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e1.1 Introduction and objectives 7\u003c\/p\u003e \u003cp\u003e1.2 A short history of C++ 7\u003c\/p\u003e \u003cp\u003e1.3 C++, a multi-paradigm language 8\u003c\/p\u003e \u003cp\u003e1.4 C++ and quantitative finance: what’s the relationship? 11\u003c\/p\u003e \u003cp\u003e1.5 What is software quality? 11\u003c\/p\u003e \u003cp\u003e1.6 Summary and conclusions 13\u003c\/p\u003e \u003cp\u003e1.7 Exercises 14\u003c\/p\u003e \u003cp\u003e\u003cb\u003e2 The Mechanics of C++: from Source Code to a Running Program 15\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e2.1 Introduction and objectives 15\u003c\/p\u003e \u003cp\u003e2.2 The compilation process 15\u003c\/p\u003e \u003cp\u003e2.3 Header files and source files 16\u003c\/p\u003e \u003cp\u003e2.4 Creating classes and using their objects 19\u003c\/p\u003e \u003cp\u003e2.5 Template classes and template functions 22\u003c\/p\u003e \u003cp\u003e2.6 Kinds of errors 25\u003c\/p\u003e \u003cp\u003e2.7 The struct concept 27\u003c\/p\u003e \u003cp\u003e2.8 Useful data conversion routines 27\u003c\/p\u003e \u003cp\u003e2.9 Summary and conclusions 29\u003c\/p\u003e \u003cp\u003e2.10 Exercises and projects 29\u003c\/p\u003e \u003cp\u003e\u003cb\u003e3 C++ Fundamentals and My First Option Class 31\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e3.1 Introduction and objectives 31\u003c\/p\u003e \u003cp\u003e3.2 Class == member data + member functions 32\u003c\/p\u003e \u003cp\u003e3.3 The header file (function prototypes) 33\u003c\/p\u003e \u003cp\u003e3.4 The class body (code file) 35\u003c\/p\u003e \u003cp\u003e3.5 Using the class 38\u003c\/p\u003e \u003cp\u003e3.6 Examining the class in detail 40\u003c\/p\u003e \u003cp\u003e3.7 Other paradigms 41\u003c\/p\u003e \u003cp\u003e3.8 Summary and conclusions 45\u003c\/p\u003e \u003cp\u003e3.9 Questions, exercises and projects 45\u003c\/p\u003e \u003cp\u003e\u003cb\u003e4 Creating Robust Classes 49\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e4.1 Introduction and objectives 49\u003c\/p\u003e \u003cp\u003e4.2 Call by reference and call by value 49\u003c\/p\u003e \u003cp\u003e4.3 Constant objects everywhere 52\u003c\/p\u003e \u003cp\u003e4.4 Constructors in detail 54\u003c\/p\u003e \u003cp\u003e4.5 Static member data and static member functions 55\u003c\/p\u003e \u003cp\u003e4.6 Function overloading 57\u003c\/p\u003e \u003cp\u003e4.7 Non-member functions 58\u003c\/p\u003e \u003cp\u003e4.8 Performance tips and guidelines 58\u003c\/p\u003e \u003cp\u003e4.9 Summary and conclusions 60\u003c\/p\u003e \u003cp\u003e4.10 Questions, exercises and projects 60\u003c\/p\u003e \u003cp\u003e\u003cb\u003e5 Operator Overloading in C++ 63\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e5.1 Introduction and objectives 63\u003c\/p\u003e \u003cp\u003e5.2 What is operator overloading and what are the possibilities? 63\u003c\/p\u003e \u003cp\u003e5.3 Why use operator overloading? The advantages 65\u003c\/p\u003e \u003cp\u003e5.4 Operator overloading: the steps 68\u003c\/p\u003e \u003cp\u003e5.5 Using operator overloading for simple I\/O 71\u003c\/p\u003e \u003cp\u003e5.6 Friend functions in general 72\u003c\/p\u003e \u003cp\u003e5.7 Summary and conclusions 74\u003c\/p\u003e \u003cp\u003e5.8 Exercise 74\u003c\/p\u003e \u003cp\u003eAppendix: useful data structures in C++ 75\u003c\/p\u003e \u003cp\u003e\u003cb\u003e6 Memory Management in C++ 79\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e6.1 Introduction and objectives 79\u003c\/p\u003e \u003cp\u003e6.2 Single objects and arrays of objects on the stack 79\u003c\/p\u003e \u003cp\u003e6.3 Special operators: ‘new’ and ‘delete’ 82\u003c\/p\u003e \u003cp\u003e6.4 Small application: working with complex numbers 84\u003c\/p\u003e \u003cp\u003e6.5 Creating an array class 86\u003c\/p\u003e \u003cp\u003e6.6 Summary and conclusions 89\u003c\/p\u003e \u003cp\u003e6.7 Exercises 89\u003c\/p\u003e \u003cp\u003e6.8 Review questions and comments 91\u003c\/p\u003e \u003cp\u003e\u003cb\u003e7 Functions, Namespaces and Introduction to Inheritance 93\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e7.1 Introduction and objectives 93\u003c\/p\u003e \u003cp\u003e7.2 Functions and function pointers 93\u003c\/p\u003e \u003cp\u003e7.3 An introduction to namespaces in C++ 96\u003c\/p\u003e \u003cp\u003e7.4 An introduction to the inheritance mechanism in C++ 99\u003c\/p\u003e \u003cp\u003e7.5 Multiple inheritance 104\u003c\/p\u003e \u003cp\u003e7.6 Solution of nonlinear equations 104\u003c\/p\u003e \u003cp\u003e7.7 Nonlinear solvers in C++: design and implementation 106\u003c\/p\u003e \u003cp\u003e7.8 Applying nonlinear solvers: calculating volatility 108\u003c\/p\u003e \u003cp\u003e7.9 Summary and conclusions 109\u003c\/p\u003e \u003cp\u003e7.10 Exercises and projects 109\u003c\/p\u003e \u003cp\u003e\u003cb\u003e8 Advanced Inheritance and Payoff Class Hierarchies 113\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e8.1 Introduction and objectives 113\u003c\/p\u003e \u003cp\u003e8.2 The virtual specifier and memory deallocation 113\u003c\/p\u003e \u003cp\u003e8.3 Abstract and concrete classes 115\u003c\/p\u003e \u003cp\u003e8.4 Lightweight payoff classes 119\u003c\/p\u003e \u003cp\u003e8.5 Super lightweight payoff functions 121\u003c\/p\u003e \u003cp\u003e8.6 The dangers of inheritance: a counterexample 123\u003c\/p\u003e \u003cp\u003e8.7 Implementation inheritance and fragile base class problem 127\u003c\/p\u003e \u003cp\u003e8.8 Two-factor payoff functions and classes 127\u003c\/p\u003e \u003cp\u003e8.9 Conclusions and summary 130\u003c\/p\u003e \u003cp\u003e8.10 Exercises and projects 130\u003c\/p\u003e \u003cp\u003e\u003cb\u003e9 Run-Time Behaviour in C++ 133\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e9.1 Introduction and objectives 133\u003c\/p\u003e \u003cp\u003e9.2 An introduction to reflection and self-aware objects 133\u003c\/p\u003e \u003cp\u003e9.3 Run-time type information (RTTI) 134\u003c\/p\u003e \u003cp\u003e9.4 Casting between types 137\u003c\/p\u003e \u003cp\u003e9.5 Client-server programming and exception handling 140\u003c\/p\u003e \u003cp\u003e9.6 try, throw and catch: ingredients of the C++ exception mechanism 141\u003c\/p\u003e \u003cp\u003e9.7 C++ implementation 141\u003c\/p\u003e \u003cp\u003e9.8 Pragmatic exception mechanisms 145\u003c\/p\u003e \u003cp\u003e9.9 Conclusions and summary 149\u003c\/p\u003e \u003cp\u003e9.10 Exercises and research 149\u003c\/p\u003e \u003cp\u003e\u003cb\u003e10 An Introduction to C++ Templates 153\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e10.1 Introduction and objectives 153\u003c\/p\u003e \u003cp\u003e10.2 My first template class 154\u003c\/p\u003e \u003cp\u003e10.3 Template functions 158\u003c\/p\u003e \u003cp\u003e10.4 Consolidation: understanding templates 159\u003c\/p\u003e \u003cp\u003e10.5 Summary and conclusions 163\u003c\/p\u003e \u003cp\u003e10.6 Exercises and projects 164\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart II Data Structures, Templates and Patterns 167\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003e11 Introduction to Generic Data Structures and Standard Template Library (STL) 169\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e11.1 Introduction and objectives 169\u003c\/p\u003e \u003cp\u003e11.2 Complexity analysis 170\u003c\/p\u003e \u003cp\u003e11.3 An introduction to data structures 172\u003c\/p\u003e \u003cp\u003e11.4 Algorithms 176\u003c\/p\u003e \u003cp\u003e11.5 Navigation in data structures: iterators in STL 177\u003c\/p\u003e \u003cp\u003e11.6 STL by example: my first example 178\u003c\/p\u003e \u003cp\u003e11.7 Conclusions and summary 183\u003c\/p\u003e \u003cp\u003e11.8 Exercises and projects 183\u003c\/p\u003e \u003cp\u003e\u003cb\u003e12 Creating Simpler Interfaces to STL for QF Applications 187\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e12.1 Introduction and objectives 187\u003c\/p\u003e \u003cp\u003e12.2 Maps and dictionaries 187\u003c\/p\u003e \u003cp\u003e12.3 Applications of maps 190\u003c\/p\u003e \u003cp\u003e12.4 User-friendly sets 191\u003c\/p\u003e \u003cp\u003e12.5 Associative arrays and associative matrices 196\u003c\/p\u003e \u003cp\u003e12.6 Applications of associative data structures 199\u003c\/p\u003e \u003cp\u003e12.7 Conclusions and summary 200\u003c\/p\u003e \u003cp\u003e12.8 Exercises and projects 200\u003c\/p\u003e \u003cp\u003e\u003cb\u003e13 Data Structures for Financial Engineering Applications 203\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e13.1 Introduction and objectives 203\u003c\/p\u003e \u003cp\u003e13.2 The property pattern 203\u003c\/p\u003e \u003cp\u003e13.3 Property sets 205\u003c\/p\u003e \u003cp\u003e13.4 Property sets and data modelling for quantitative finance 213\u003c\/p\u003e \u003cp\u003e13.5 Lattice structures 215\u003c\/p\u003e \u003cp\u003e13.6 Conclusions and summary 221\u003c\/p\u003e \u003cp\u003e13.7 Exercises and projects 221\u003c\/p\u003e \u003cp\u003e\u003cb\u003e14 An Introduction to Design Patterns 223\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e14.1 Introduction and objectives 223\u003c\/p\u003e \u003cp\u003e14.2 The software lifecycle 223\u003c\/p\u003e \u003cp\u003e14.3 Documentation issues 225\u003c\/p\u003e \u003cp\u003e14.4 An Introduction to design patterns 233\u003c\/p\u003e \u003cp\u003e14.5 Are we using the wrong design? Choosing the appropriate pattern 237\u003c\/p\u003e \u003cp\u003e14.6 CADObject, a C++ library for computer graphics 238\u003c\/p\u003e \u003cp\u003e14.7 Using patterns in CADObject 241\u003c\/p\u003e \u003cp\u003e14.8 Conclusions and summary 241\u003c\/p\u003e \u003cp\u003e14.9 Exercises and projects 241\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart III QF Applications 243\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003e15 Programming the Binomial Method in C++ 245\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e15.1 Introduction and objectives 245\u003c\/p\u003e \u003cp\u003e15.2 Scoping the problem 246\u003c\/p\u003e \u003cp\u003e15.3 A short overview of the binomial method 246\u003c\/p\u003e \u003cp\u003e15.4 Software requirements for a binomial solver 249\u003c\/p\u003e \u003cp\u003e15.5 Class design and class structure 250\u003c\/p\u003e \u003cp\u003e15.6 Applying design patterns 252\u003c\/p\u003e \u003cp\u003e15.7 The builder and director classes 255\u003c\/p\u003e \u003cp\u003e15.8 The process and the steps 258\u003c\/p\u003e \u003cp\u003e15.9 Test cases and examples 259\u003c\/p\u003e \u003cp\u003e15.10 Conclusions and summary 260\u003c\/p\u003e \u003cp\u003e15.11 Exercises and questions 260\u003c\/p\u003e \u003cp\u003e\u003cb\u003e16 Implementing One-Factor Black Scholes in C++ 265\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e16.1 Introduction and objectives 265\u003c\/p\u003e \u003cp\u003e16.2 Scope and assumptions 265\u003c\/p\u003e \u003cp\u003e16.3 Assembling the C++ building blocks 267\u003c\/p\u003e \u003cp\u003e16.4 Modelling the black scholes PDE 267\u003c\/p\u003e \u003cp\u003e16.5 Finite difference schemes 270\u003c\/p\u003e \u003cp\u003e16.6 Test cases and presentation in excel 276\u003c\/p\u003e \u003cp\u003e16.7 Summary 279\u003c\/p\u003e \u003cp\u003e16.8 Exercises and projects 279\u003c\/p\u003e \u003cp\u003e\u003cb\u003e17 Two-Factor Option Pricing: Basket and Other Multi-Asset Options 283\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e17.1 Introduction and objectives 283\u003c\/p\u003e \u003cp\u003e17.2 Motivation and background 283\u003c\/p\u003e \u003cp\u003e17.3 Scoping the problem: PDEs for basket options 285\u003c\/p\u003e \u003cp\u003e17.4 Modelling basket option PDE in UML and C++ 286\u003c\/p\u003e \u003cp\u003e17.5 The finite difference method for two-factor problems 297\u003c\/p\u003e \u003cp\u003e17.6 Discrete boundary and initial conditions 298\u003c\/p\u003e \u003cp\u003e17.7 Assembling the system of equations 299\u003c\/p\u003e \u003cp\u003e17.8 Post processing and output 301\u003c\/p\u003e \u003cp\u003e17.9 Summary and conclusions 302\u003c\/p\u003e \u003cp\u003e17.10 Exercises and projects 302\u003c\/p\u003e \u003cp\u003e\u003cb\u003e18 Useful C++ Classes for Numerical Analysis Applications in Finance 305\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e18.1 Introduction and objectives 305\u003c\/p\u003e \u003cp\u003e18.2 Solving tridiagonal systems 305\u003c\/p\u003e \u003cp\u003e18.3 An introduction to interpolation 310\u003c\/p\u003e \u003cp\u003e18.4 Summary and conclusions 313\u003c\/p\u003e \u003cp\u003e\u003cb\u003e19 Other Numerical Methods in Quantitative Finance 315\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e19.1 Introduction and objectives 315\u003c\/p\u003e \u003cp\u003e19.2 The trinomial method for assets 315\u003c\/p\u003e \u003cp\u003e19.3 Lattice data structures 318\u003c\/p\u003e \u003cp\u003e19.4 Trinomial tree for the short rate 318\u003c\/p\u003e \u003cp\u003e19.5 The multidimensional binomial method 321\u003c\/p\u003e \u003cp\u003e19.6 Generic lattice structures 322\u003c\/p\u003e \u003cp\u003e19.7 Approximating exponential functions 326\u003c\/p\u003e \u003cp\u003e19.8 Summary and conclusions 326\u003c\/p\u003e \u003cp\u003e19.9 Exercises 326\u003c\/p\u003e \u003cp\u003e\u003cb\u003e20 The Monte Carlo Method Theory and C++ Frameworks 327\u003cbr\u003e \u003c\/b\u003e\u003ci\u003eDr. Joerg Kieritz and Daniel J. Duffy\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e20.1 Introduction and objectives 327\u003c\/p\u003e \u003cp\u003e20.2 A short history of the Monte Carlo (MC) method 327\u003c\/p\u003e \u003cp\u003e20.3 Examples of the application of the Monte Carlo method 327\u003c\/p\u003e \u003cp\u003e20.4 The Monte Carlo method in quantitative finance 333\u003c\/p\u003e \u003cp\u003e20.5 Software architecture for the Monte Carlo method 337\u003c\/p\u003e \u003cp\u003e20.6 Examples and test cases 338\u003c\/p\u003e \u003cp\u003e20.7 Summary and conclusions 340\u003c\/p\u003e \u003cp\u003e20.8 Appendix: comparing Monte Carlo with other numerical methods 340\u003c\/p\u003e \u003cp\u003e20.9 Exercises and projects 341\u003c\/p\u003e \u003cp\u003e\u003cb\u003e21 Skills Development: from White Belt to Black Belt 345\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e21.1 Introduction and objectives 345\u003c\/p\u003e \u003cp\u003e21.2 Review of book 345\u003c\/p\u003e \u003cp\u003e21.3 Part I: C++ essential skills 345\u003c\/p\u003e \u003cp\u003e21.4 Part II: data structures, templates and patterns 346\u003c\/p\u003e \u003cp\u003e21.5 Part III: applications in quantitative finance 347\u003c\/p\u003e \u003cp\u003e21.6 Part IV: background information 347\u003c\/p\u003e \u003cp\u003e21.7 Choosing a programming paradigm 348\u003c\/p\u003e \u003cp\u003e21.8 Summary and conclusions 349\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart IV Background Information 351\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003e22 Basic C Survival Guide 353\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e22.1 Introduction and objectives 353\u003c\/p\u003e \u003cp\u003e22.2 Basic data types 353\u003c\/p\u003e \u003cp\u003e22.3 The C preprocessor 354\u003c\/p\u003e \u003cp\u003e22.4 Pointers and references 355\u003c\/p\u003e \u003cp\u003e22.5 Other useful bits and pieces 357\u003c\/p\u003e \u003cp\u003e22.6 What to avoid in c 357\u003c\/p\u003e \u003cp\u003e22.7 Test case: numerical integration in one dimension 358\u003c\/p\u003e \u003cp\u003e22.8 Conclusions and summary 359\u003c\/p\u003e \u003cp\u003e22.9 Exercises 359\u003c\/p\u003e \u003cp\u003e\u003cb\u003e23 Advanced C Syntax 363\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e23.1 Introduction and objectives 363\u003c\/p\u003e \u003cp\u003e23.2 Fixed-size and dynamic arrays 364\u003c\/p\u003e \u003cp\u003e23.3 Multi-dimensional arrays 364\u003c\/p\u003e \u003cp\u003e23.4 Introduction to structures 365\u003c\/p\u003e \u003cp\u003e23.5 Unions 366\u003c\/p\u003e \u003cp\u003e23.6 Useful C libraries 366\u003c\/p\u003e \u003cp\u003e23.7 Test case: linear regression 367\u003c\/p\u003e \u003cp\u003e23.8 Conclusions and summary 370\u003c\/p\u003e \u003cp\u003e23.9 Exercises 370\u003c\/p\u003e \u003cp\u003e\u003cb\u003e24 Datasim Visualisation Package in Excel: Drivers and Mechanisms 373\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e24.1 Introduction and objectives 373\u003c\/p\u003e \u003cp\u003e24.2 Fundamental functionality in the package 373\u003c\/p\u003e \u003cp\u003e24.3 Basic driver functionality 373\u003c\/p\u003e \u003cp\u003e24.4 Excel mechanisms 376\u003c\/p\u003e \u003cp\u003e24.5 Option values and sensitivities in excel 380\u003c\/p\u003e \u003cp\u003e24.6 Finite difference method 384\u003c\/p\u003e \u003cp\u003e24.7 Summary and conclusions 387\u003c\/p\u003e \u003cp\u003e24.8 Exercises and projects 387\u003c\/p\u003e \u003cp\u003e\u003cb\u003e25 Motivating COM and Emulation in C++ 391\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e25.1 Introduction and objectives 391\u003c\/p\u003e \u003cp\u003e25.2 A short history of COM 391\u003c\/p\u003e \u003cp\u003e25.3 An introduction to multiple inheritance (MI) 391\u003c\/p\u003e \u003cp\u003e25.4 Interfaces and multiple inheritance 396\u003c\/p\u003e \u003cp\u003e25.5 Virtual function tables 399\u003c\/p\u003e \u003cp\u003e25.6 Summary 399\u003c\/p\u003e \u003cp\u003e\u003cb\u003e26 COM Fundamentals 401\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e26.1 Introduction and objectives 401\u003c\/p\u003e \u003cp\u003e26.2 Interfaces in COM 401\u003c\/p\u003e \u003cp\u003e26.3 The IUnknown interface 401\u003c\/p\u003e \u003cp\u003e26.4 Using IUnknown 402\u003c\/p\u003e \u003cp\u003e26.5 Defining new versions of components 406\u003c\/p\u003e \u003cp\u003e26.6 Summary 406\u003c\/p\u003e \u003cp\u003eReferences 407\u003c\/p\u003e \u003cp\u003eIndex 409\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Finance \u0026amp; accounting [\u003ca title=\"See our other books on Finance \u0026amp; accounting\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Finance%20\u0026amp;%20accounting%20%5BKF%5D%22\"\u003eKF\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley","offers":[{"title":"Brand New","offer_id":52501146861848,"sku":"9780470015384","price":68.99,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9780470015384.jpg?v=1786212640","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/introduction-to-c-for-financial-engineers-an-object-oriented-approach-hardback-9780470015384","provider":"Freshly Printed Books","version":"1.0","type":"link"}