Đây là quyển sách tiếng anh về lĩnh vực công nghệ thông tin cho sinh viên và những ai có đam mê. Quyển sách này trình về lý thuyết ,phương pháp lập trình cho ngôn ngữ C và C++.
[...]... introduction to the Component Object Model (COM) This book is a thorough introduction to C++ and how to use it to write non-trivial and robust applications in Quantitative Finance Some special features of the book are: r r r r r r r r A full discussion of C++ syntax (as described in Stroustrup, 1997) Advanced topics in C++: memory management, exceptions, templates and RTTI An introduction to data structures and... applications 2 Introduction to C++ for Financial Engineers Finally, seeing that C++ is an important language in the financial world we have included exercises, questions and projects at the end of each chapter We advise the reader to answer these questions and implement the exercises and projects because the best way to learn C++ is by doing it It is our feeling (and hope) that you will then be able to face... Understandability: the effort needed to recognize logical concepts and their applicability Learnability: the effort needed to learn the application, for example how often the user manual is consulted Operability: the effort for operation and operational control, for example backup and file management Efficiency refers to the level of performance and the amount of resources needed to achieve the performance... this approach but my answer would be: not everything is, or needs to be an object We have applied the modular paradigm to quantitative finance applications in Duffy (2004) 1.4 C++ AND QUANTITATIVE FINANCE: WHAT’S THE RELATIONSHIP? C++ has become very popular in Quantitative Finance and its importance will grow rather than diminish in the coming years (in my humble opinion) It may not be the most elegant... that level is to be maintained Disturbances compromise this level of performance These disturbances are caused by software faults and bad interfaces, for example Recoverability: this refers to the capability to re-establish previous levels of performance For example, we could consider the time and effort it takes to recover information and data after a system crash Usability refers to the effort that is... background information on C++ and its relevance and applicability to Quantitative Finance 1.2 A SHORT HISTORY OF C++ The object- oriented way of thinking and programming (we call this a paradigm) is almost fifty years old and it has its origins in the programming language Simula that was developed in Norway Simula was the first language to support the concept of a class as we know it in its current form C++ has... attributes of both installability and adaptability 1.6 SUMMARY AND CONCLUSIONS In this chapter we have given an overview of a number of programming paradigms and how they are supported in C++ Furthermore, we gave a short history of C++ and its applications during 14 Introduction to C++ for Financial Engineers the last 25 years Finally, we gave an introduction to the ISO 9126 standard that describes the quality... Two-factor payoff functions and classes 8.9 Conclusions and summary 8.10 Exercises and projects 9 Run-Time Behaviour in C++ 9.1 Introduction and objectives 9.2 An introduction to reflection and self-aware objects 9.3 Run-time type information (RTTI) 9.4 Casting between types 9.4.1 More esoteric casting 9.5 Client-server programming and exception handling 9.6 try, throw and catch: ingredients of the C++. .. sensitivities (for hedging applications) The ability to support constant, time-dependent and stochastic volatility models Export option-related information to a spreadsheet, for example Excel 10 Introduction to C++ for Financial Engineers These features will be implemented by one or more so-called member functions In order to reduce the scope we concentrate on the pricing and hedging functionality For example,... Essential Skills 1 Introduction to C++ and Quantitative Finance 1.1 INTRODUCTION AND OBJECTIVES In this chapter we give an overview of the C++ programming language, its relationship with Quantitative Finance (QF) and why C++ is suitable for complex applications in this domain In particular, we discuss the various programming paradigms and how each paradigm is suited to software projects in QF Furthermore, . alt="" JWBK114-FM JWBK114-Duffy August 29, 2006 17:22 Char Count= 0 Introduction to C++ for Financial Engineers An object-oriented approach Daniel J. Duffy iii JWBK114-FM. Char Count= 0 Introduction to C++ for Financial Engineers An object-oriented approach Daniel J. Duffy iii JWBK114-FM JWBK114-Duffy August 29, 2006 17:22