By Erik Schlogl
ISBN-10: 1439897956
ISBN-13: 9781439897959
ISBN-10: 1584884797
ISBN-13: 9781584884798
Quantitative Finance: An Object-Oriented strategy in C++ offers readers with a origin within the key equipment and types of quantitative finance. protecting the fabric as self-contained as attainable, the writer introduces computational finance with a spotlight on sensible implementation in C++.
Through an process in accordance with C++ periods and templates, the textual content highlights the fundamental rules universal to numerous tools and versions whereas the algorithmic implementation publications readers to a extra thorough, hands-on figuring out. by means of relocating past a in basic terms theoretical remedy to the particular implementation of the versions utilizing C++, readers tremendously increase their profession possibilities within the field.
The ebook additionally is helping readers enforce versions in a buying and selling or study setting. It provides recipes and extensible code development blocks for essentially the most common equipment in chance administration and choice pricing.
Web Resource
The author’s web site offers absolutely useful C++ code, together with extra C++ resource records and examples. even if the code is used to demonstrate recommendations (not as a comprehensive software program product), it however compiles, runs, and offers with complete, instead of toy, difficulties. the web site additionally incorporates a suite of sensible workouts for every bankruptcy masking a number of trouble degrees and challenge complexity.
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Additional resources for Quantitative Finance : An Object-Oriented Approach in C++
Sample text
Derived classes may become base classes of other derived classes. The total of all inheritance relationships between a given set of classes make up the class hierarchy. Inheritance, in combination with polymorphism (to be discussed below) is the most important mechanism for creating a truly object–oriented library of classes, and thus will be used extensively throughout the book. To begin with a simple example, consider a class to represent a square matrix. A square matrix is a matrix, and all the operations that were defined for the class Matrix are also valid for this special case, but additional operations not valid for a general matrix can also be defined.
Functions and operators declared friend have the same access privileges as class members. Arguably, this is justifiable in the case of overloading an operator such as this, as defining arithmetic operations on a type can be seen as an integral part of the functionality of that type. However, friend should be used sparingly in order to maintain encapsulation as much as possible. 17) 12 We choose to define the operator * as element–wise multiplication, rather than matrix multiplication, which is defined separately.
Like pointers, iterators are inherently unsafe — there is no guarantee that they point to a valid element in a valid container. It is up to the user of the iterator to ensure that one doesn’t iterate beyond the bounds of a container, or dereference an iterator that points to a container that no longer exists. The other four categories of iterators are restrictions of the random access iterator. A bidirectional iterator supports only the dereferencing operator * and the increment and decrement operators ++ and --.
Quantitative Finance : An Object-Oriented Approach in C++ by Erik Schlogl
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