{"title":"Daniel J Duffy","description":"\u003cp\u003eDiscover the thrilling mysteries and atmospheric storytelling of Daniel J. Duffy. Perfect for fans of Ian Rankin and Peter James, Duffy's gripping crime novels will keep you on the edge of your seat.\u003c\/p\u003e","products":[{"product_id":"financial-instrument-pricing-using-c-book-daniel-j-duffy-9780470855096","title":"Financial Instrument Pricing Using C++","description":"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","brand":"WoB","offers":[{"title":"GB \/ LIKE_NEW \/ INTERNAL","offer_id":49580266225937,"sku":"GOR012216796","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ VERY_GOOD \/ INTERNAL","offer_id":49622815998225,"sku":"GOR004766761","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"US \/ VERY_GOOD \/ SBYB","offer_id":51334316982545,"sku":"CIN0470855096VG","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"US \/ GOOD \/ SBYB","offer_id":52862988878097,"sku":"CIN0470855096G","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0470855096.jpg?v=1750782905"},{"product_id":"introduction-to-c-for-financial-engineers-book-daniel-j-duffy-9780470015384","title":"Introduction to C++ for Financial Engineers","description":"This 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:    C++ fundamentals and object-oriented thinking in QF Advanced object-oriented features such as inheritance and polymorphism Template programming and the Standard Template Library (STL) An introduction to GOF design patterns and their applications in QF Applications   The kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods.   This 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.   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It discusses the financial theory as well as the mathematical and numerical background that is needed to write flexible and efficient C++ code using state-of-the art design and system patterns, object-oriented and generic programming models in combination with standard libraries and tools.         Includes a CD containing the source code for all examples. It is strongly advised that you experiment with the code by compiling it and extending it to suit your needs. Support is offered via a user forum on www.datasimfinancial.com where you can post queries and communicate with other purchasers of the book.           This book is for those professionals who design and develop models in computational finance. This book assumes that you have a working knowledge of C ++.","brand":"WoB","offers":[{"title":"US \/ GOOD \/ SBYB","offer_id":50351200272657,"sku":"CIN0470060697G","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ VERY_GOOD \/ INTERNAL","offer_id":51741497950481,"sku":"GOR002693879","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ NEW \/ INGRAM","offer_id":52456031551761,"sku":"NLS9780470060698","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0470060697.jpg?v=1751039156"},{"product_id":"domain-architectures-book-daniel-j-duffy-9780470848333","title":"Domain Architectures","description":"Domain Architectures is a comprehensive catalog of the domain architectures essential to software developers using object--oriented technology and UML to solve real--life problems. Providing a unique top--down view of systems, the book also provides quick access to landmarks and references to domain architectures. The ability to describe applications, in terms of the properties they share, offers software designers a vast new landscape for implementing software reuse. 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In this book we apply the same techniques to pricing real-life derivative products. We use both traditional (or well-known) methods as well as a number of advanced schemes that are making their way into the QF literature:     Crank-Nicolson, exponentially fitted and higher-order schemes for one-factor and multi-factor options Early exercise features and approximation using front-fixing, penalty and variational methods Modelling stochastic volatility models using Splitting methods Critique of ADI and Crank-Nicolson schemes; when they work and when they don't work Modelling jumps using Partial Integro Differential Equations (PIDE) Free and moving boundary value problems in QF   Included with the book is a CD containing information on how to set up FDM algorithms, how to map these algorithms to C++ as well as several working programs for one-factor and two-factor models. 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