Expert C Cli
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Expert Visual C++/CLI
Stan Lippman is one of the best-selling authors on C++ and has long been one of the major contributors to its growth and standardization. Written by experts, and full of sound expert insight and advice, this book can be read profitably by any C++ programmer. Short code examples concisely illustrate concepts, and more elaborate examples show how C++/CLI is best used. Even programmers new to C++/CLI, but planning to migrate to it from another language, can use this book to understand core language elements crucial to planning and migrating effectively.
Expert Visual C++/CLI
C++/CLI is Microsofts latest extension to C++ that targets the heart of .NET 2.0, the common language runtime. Expert Visual C++/CLI is written by visual C++ MVP Marcus Heege, who examines the core of the C++/CLI language. He explains both how the language elements work and how Microsoft intends them to be used. Even if you're new to C++/CLI and are planning to migrate to it from another language, this book will ground you in the core language elements and give you the confidence to explore further and migrate effectively. It provides concise, yet in-depth coverage of all major C++/CLI features; short code examples succinctly illustrate syntax and concepts, and more elaborate examples show how C++/CLI should be used.
Financial Instrument Pricing Using C++
An integrated guide to C++ and computational finance This complete guide to C++ and computational finance is a follow-up and major extension to Daniel J. Duffy's 2004 edition of Financial Instrument Pricing Using C++. Both C++ and computational finance have evolved and changed dramatically in the last ten years and this book documents these improvements. Duffy focuses on these developments and the advantages for the quant developer by: Delving into a detailed account of the new C++11 standard and its applicability to computational finance. Using de-facto standard libraries, such as Boost and Eigen to improve developer productivity. Developing multiparadigm software using the object-oriented, generic, and functional programming styles. Designing flexible numerical algorithms: modern numerical methods and multiparadigm design patterns. Providing a detailed explanation of the Finite Difference Methods through six chapters, including new developments such as ADE, Method of Lines (MOL), and Uncertain Volatility Models. Developing applications, from financial model to algorithmic design and code, through a coherent approach. Generating interoperability with Excel add-ins, C#, and C++/CLI. Using random number generation in C++11 and Monte Carlo simulation. Duffy adopted a spiral model approach while writing each chapter of Financial Instrument Pricing Using C++ 2e: analyse a little, design a little, and code a little. Each cycle ends with a working prototype in C++ and shows how a given algorithm or numerical method works. Additionally, each chapter contains non-trivial exercises and projects that discuss improvements and extensions to the material. This book is for designers and application developers in computational finance, and assumes the reader has some fundamental experience of C++ and derivatives pricing. HOW TO RECEIVE THE SOURCE CODE Once you have purchased a copy of the book please send an email to the author dduffyATdatasim.nl requesting your personal and non-transferable copy of the source code. Proof of purchase is needed. The subject of the mail should be “C++ Book Source Code Request”. You will receive a reply with a zip file attachment.