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  • Financial Instrument Pricing Using C++by Daniel J. Duffy

    Wiley 2013; US$ 120.00

    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... more...

  • Domain Architecturesby Daniel J. Duffy

    Wiley 2004; US$ 60.00

    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,... more...

  • Introduction to C++ for Financial Engineersby Daniel J. Duffy

    Wiley 2013; US$ 130.00

    The object-oriented programming language C++ is the de facto standard for developing real-life applications for Quantitative Finance and Financial Engineering. This language was designed by Dr. Bjarne Stroustup in the early 1990?s and it has become one of the most popular and robust languages for many important areas such as medical systems, computer... more...

  • Finite Difference Methods in Financial Engineeringby Daniel J. Duffy

    Wiley 2013; US$ 132.00

    The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the discovery of the famous Black-Scholes equation in the 1970's we have seen a surge in the number of models for a wide range of products such as plain and exotic options, interest rate derivatives,... more...

  • Monte Carlo Frameworksby Daniel J. Duffy; Joerg Kienitz

    Wiley 2011; US$ 150.00

    This is one of the first books that describe all the steps that are needed in order to analyze, design and implement Monte Carlo applications. 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... more...

  • C# for Financial Marketsby Daniel J. Duffy; Andrea Germani

    Wiley 2013; US$ 100.00

    Daniel J. Duffy has been working with numerical methods in finance, industry and engineering since 1979. He has written four books on financial models and numerical methods and C++ for computational finance and he has also developed a number of new schemes for this field. He is the founder of Datasim Education and has a PhD in Numerical Analysis... more...

  • Interoperabilityby Daniel J. Duffy; Robert Demming

    Wiley 2015; US$ 95.00

    Expand Excel functionality with a multi-language environment that works Interoperability Software Tools and Applications in Finance with Excel, C#, and C++ shows you how to create applications in a multi-language environment where interfacing with Excel plays a vital role. VBA is an important tool for Excel, and is incorporated here — but... more...

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