Executive Overview of this Book / 1: |
What is this book? / 1.1: |
What's special about this book? / 1.2: |
Who is this book for? / 1.3: |
Software requirements / 1.4: |
The structure of this book / 1.5: |
Pedagogical approach / 1.6: |
What this book is not / 1.7: |
Source code on the CD / 1.8: |
Template Programming in C++ / Part 1: |
A Gentle Introduction to Templates in C++ / 2: |
Introduction and objectives / 2.1: |
Motivation and background / 2.2: |
Defining a template / 2.3: |
An example / 2.3.1: |
Template instantiation / 2.4: |
Function templates / 2.5: |
Default values and typedefs / 2.5.1: |
Guidelines when implementing templates / 2.7: |
Conclusions and summary / 2.8: |
An Introduction to the Standard Template Library / 3: |
Why use STL? / 3.1: |
A Bird's-eye view of STL / 3.2: |
Sequence containers / 3.3: |
Programming lists / 3.3.1: |
Vectors and arrays in STL / 3.3.2: |
Associative containers / 3.4: |
Sets in STL / 3.4.1: |
Maps in STL / 3.4.2: |
Iterators in STL / 3.5: |
What kinds of iterators? / 3.5.1: |
Algorithms / 3.6: |
Using STL for financial instruments / 3.7: |
STL for Financial Engineering Applications / 3.8: |
Clever data structures / 4.1: |
A simple output mechanism / 4.2.1: |
Set theory and STL / 4.3: |
Useful algorithms / 4.4: |
STL adaptor containers / 4.5: |
The Property Pattern in Financial Engineering / 4.6: |
The Property pattern / 5.1: |
Requirements for a Property pattern / 5.2.1: |
Extending the Property pattern: property sets and property lists / 5.3: |
Properties and exotic options / 5.4.1: |
Example: Executive options / 5.5.1: |
Building Block Classes / 5.6: |
Arrays, Vectors and Matrices / 6: |
A layered approach / 6.1: |
The Array and Matrix classes in detail / 6.4: |
Simple print functions / 6.4.1: |
Array example / 6.4.2: |
Matrix example / 6.4.3: |
The Vector and NumericMatrix classes in detail / 6.5: |
Vector example / 6.5.1: |
NumericMatrix example / 6.5.2: |
Associative arrays and matrices / 6.6: |
Arrays and Matrix Properties / 6.7: |
An overview of the functionality / 7.1: |
Accuracy / 7.3: |
Efficiency / 7.3.2: |
Reliability / 7.3.3: |
Understandability / 7.3.4: |
The core processes / 7.4: |
Interactions between matrices and vectors / 7.4.1: |
Some examples / 7.4.2: |
Other function categories / 7.5: |
Measures of central tendency / 7.5.1: |
Measures of dispersion / 7.5.2: |
Moments, skewness, kurtosis / 7.5.3: |
Inequalities / 7.5.4: |
Using the functions / 7.6: |
Calculating historical volatility / 7.6.1: |
Variance of return of a portfolio / 7.6.2: |
An introduction to exception handling / 7.7: |
Try, throw and catch: A bit like tennis / 7.7.1: |
Numerical Linear Algebra / 7.8: |
An introduction to numerical linear algebra / 8.1: |
Direct methods / 8.2.1: |
Iterative methods / 8.2.2: |
Tridiagonal systems / 8.3: |
LU decomposition / 8.3.1: |
Godunov's Double Sweep method / 8.3.2: |
Designing and implementing tridiagonal schemes / 8.3.3: |
Block tridiagonal systems / 8.4: |
What requirem / 8.5: |
Executive Overview of this Book / 1: |
What is this book? / 1.1: |
What's special about this book? / 1.2: |
Who is this book for? / 1.3: |
Software requirements / 1.4: |
The structure of this book / 1.5: |