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Code from Introduction to C++ for Financial Engineers by Duffy

Joined
3/21/10
Messages
6
Points
11
Dear all,

I have access to
Introduction to C++ for Financial Engineers ebook by Duffy through my school elibrary. However, I do not have the source files from this book.

There is one example in Chapt. 15 (Binomial Model) that is driving me nuts because not all the code is in the book.

Does anyone have the code and would be kind to share it with me? I am only looking for that chapt. code

Please let me know.
 
Hi
I am the author. The files are on the CD. Reading your post I see that you have an e-version. Well, in that case the publisher and distributor issue in the sense that they have probably not delivered a CD. Did you contact your library? What did they say?

Of course, not all code from CD is in the book, Is this the problem?

Which file(s) are you misssing? Do you get a compiler or linker error?


regards

Daniel J. Duffy

edit: I have rebuilt the most extended project and it works; I have a response on my book site. This is the best project to run

http://www.datasimfinancial.com/forum/viewtopic.php?t=46
 
Dear Mr. Duffy,

Thank you very much for your post. I feel quite lucky to have found you directly.

I tried to contact my library and they said they do not have the cd.

Specifically, I am trying to implement the Binomial Model in Chapt. 15. However, the code for creating and modifying the overall Lattice is not in the boos ( please correct if I am wrong). On pg. 256, it says that the source code in on the CD.

So, I truly woluld like to see the source code for the methods on pag. 255-6 (buildLattice, modifyLattice...)

Is there any resources where I can access this information?

Thank you very much for your time and consideration. I am learning a great deal from your book.

I look forward to hearing from you.
 
Maresma,
Normally, your library should have bought the book and CD. Anyways, if you send me an email I will send you the BM code.

My email address is dduffy AT datasim.nl. Please include a subject like "C++ request as discussed" or suchlike.

Good luck with C++.

Daniel
 
Dear Daniel Duffy,
I am really astonished to see how depth your knowledge is all the areas, like finance, quantitative finance, C++, Mathemtics etc. I started reading your books on 'introduction to C++ for financial engineering" and also the book on "Monte carlo framework". However, I do not have the CD for the first book. I have basic knowledge on C++. I love to learn more on mainly OOP. I think the first book is the book to start with. Could you please kindly at least share with me the very first codes set written for Chapter 15 ("Binomial Method"). I am sure once I get the very first foundation, I should be able to follow the rest of the chapters and also the other book. Thank you so much Daniel.
 
Hi Samjeewani,
Just saw your post. Could you email me dduffy AT datasim.nl

regards

Daniel

Sanjeewani
Dear Mr. Daniel Duffy,

Hope you are doing well since the last reply. I am a software engineering university student aspiring to further my quant finance abilities. I am currently reading your book on an "Introduction to C++ for financial engineering" and I am now stuck on chapter 15 where I cannot complete the Binomial Lattice Strategy example because I do not have access to the source code. I am really hoping to finish the book in its entirety so I can begin another, therefore, could I email you? Thanks for reading my post and helping the community.
 
Hope you are doing well since the last reply.
I'm not dead yet 😱

I need proof of purchase. Thank you.

BTW the C++ compiler has changed a bit. My 2018 C++ book does lattices etc.
 
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Hope you are doing well since the last reply.
I'm not dead yet 😱

I need proof of purchase. Thank you.

BTW the C++ compiler has changed a bit. My 2018 C++ book does lattices etc.
Good to hear.

I am using a PDF copy available through my universities digital license yet I cannot find access to the source code.

Also, where is the best place to purchase this 2018 edition?

Thank you.
 

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Wiley used to give a CD with the book...
Your university needs to contact me.
And the 2006 book is a long time ago. Go for my new stuff, e.g. QN C++ course.
 
Ill forgoe the hassle and look into the new stuff. Where do you recommend I begin?
Depends; how is your C++ knowledge? none, a little, novice,,,?

// my books are on Amazon.
 
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Depends; how is your C++ knowledge? none, a little, novice,,,?

// my books are on Amazon.
I have taken three C/C++ courses throughout my degree; I would consider myself an intermediate, or rather, on a scale of 1 to 10, a 6. On the finance/quant side, I would say novice but I strive to learn more.

Given my experience, where do you recommend I begin?
 
I have taken three C/C++ courses throughout my degree; I would consider myself an intermediate, or rather, on a scale of 1 to 10, a 6. On the finance/quant side, I would say novice but I strive to learn more.

Given my experience, where do you recommend I begin?
Depends on what you learned in those 3 (!) courses. How do they compare with QN C++? Were they syntaxy stuff w/o real examples? Just asking.


TBH are you able to design a binomial solver from scratch given your current knowledge?

@APalley
 
Depends on what you learned in those 3 (!) courses. How do they compare with QN C++? Were they syntaxy stuff w/o real examples? Just asking.


TBH are you able to design a binomial solver from scratch given your current knowledge?

@APalley
I listed the C++ courses I took and their brief outline below:
  • Programming Fundamentals for Software - Key features of the C programming language. Pointers, memory models and memory management. Manipulation of text files and binary files. Introduction to recursion. Introduction to a modern object-oriented language. Development of basic program design skills with small projects.
  • Principles of Software Design - Brief overview of typical software development lifecycles. Systematic methods for designing large-scale, quality software. Concepts such as abstraction, modularity, and software modelling will be covered. Designing for non-functional properties of software will be introduced. Emphasis on individual skills.
As well as an OS and Computer Networks course in C++. Nothing related to finance. I have taken several other courses in other languages.

I will look into the course you linked.

I do believe I could design one from scratch with my current knowledge.
 
Ok. Here's the specification for the binomial method. A nice exercise is to map it to C++ or Python.

I will do that exercise.

In terms of the QN C++ course you offer, I have learned the following topics:
  • Basic C/C++ Language and Syntax
  • Object-Oriented Programming (OOP) in C++
  • Inheritance and Polymorphism
  • Generic Programming in C++ and Standard Template Library (STL)
I have no experience with Boost C++ libs; however, am familiar with statistics, and novice with finance applications. From your knowledge, what are the best resources for theses topics?
 
I will do that exercise.

In terms of the QN C++ course you offer, I have learned the following topics:
  • Basic C/C++ Language and Syntax
  • Object-Oriented Programming (OOP) in C++
  • Inheritance and Polymorphism
  • Generic Programming in C++ and Standard Template Library (STL)
I have no experience with Boost C++ libs; however, am familiar with statistics, and novice with finance applications. From your knowledge, what are the best resources for theses topics?
The first QN C++ course instills the following:

-- Proficiency in OOO, inheritance, polymorphism.
-- Proficiency in generic programming (C++ templates).
-- Deep understanding of C/C++ memory management (dynamic allocation), pointers, references, memory leaks, etc.
-- Understanding of the importance and usage of const-correctness, data hiding, etc.
-- Experience using Boost libraries.
-- Experience with basic STL containers/data structures.
-- Solid experience with Object Oriented design (i.e., abstract classes, composition vs. inheritance, class design).
-- Great coding habits (best C++ practices, code commenting, code format, etc.)

The level of experience goes well beyond most college courses. Your code is reviewed and critiqued at a professional level, which is the best way to become a proficient coder; most college courses will teach you concepts and syntax (the 'science'), but do not make you into a good coder (the 'art').

The Advanced course on QN takes all of this to the next level, including C++20, a deep section on Boost libraries, STL, concurrency, and advanced design patterns.
 
  • Principles of Software Design - Brief overview of typical software development lifecycles. Systematic methods for designing large-scale, quality software. Concepts such as abstraction, modularity, and software modelling will be covered. Designing for non-functional properties of software will be introduced. Emphasis on individual skills.

This sounds useless, to be honest. Especially in an academic setting. I doubt its worth based on the above. Anyways, it has nothing to do with C++.
You can learn and _appreciate_ these topics only after several years of working in industry.
The jargon is very 80s.

It's the kind of stuff I used to as requirements analyst in industrial projects. I loved interviewing.

 
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OS and Computer Networks course in C++

I'm just wondering what one can do in C++ for OS topics. Kind of tenuous?
Booast C++ asio??

Just curious.
 
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