Implementing Models of Financial Derivatives
Implementing Models of Financial Derivatives is a comprehensive treatment of advanced implementation techniques in VBA for models of financial derivatives. Aimed at readers who are already familiar with the basics of VBA it emphasizes a fully object oriented approach to valuation applications, chiefly in the context of Monte Carlo simulation but also more broadly for lattice and PDE methods. Its unique approach to valuation, emphasizing effective implementation from both the numerical and the computational perspectives makes it an invaluable resource. The book comes with a library of almost a hundred Excel spreadsheets containing implementations of all the methods and models it investigates, including a large number of useful utility procedures. Exercises structured around four application streams supplement the exposition in each chapter, taking the reader from basic procedural level programming up to high level object oriented implementations. ...
Implementing Models of Financial Derivatives is a comprehensive treatment of advanced implementation techniques in VBA for models of financial derivatives. Aimed at readers who are already familiar with the basics of VBA it emphasizes a fully object oriented approach to valuation applications, chiefly in the context of Monte Carlo simulation but also more broadly for lattice and PDE methods. Its unique approach to valuation, emphasizing effective implementation from both the numerical and the computational perspectives makes it an invaluable resource. The book comes with a library of almost a hundred Excel spreadsheets containing implementations of all the methods and models it investigates, including a large number of useful utility procedures. Exercises structured around four application streams supplement the exposition in each chapter, taking the reader from basic procedural level programming up to high level object oriented implementations. ...
Learning to Program with MATLAB
The text is for instructors who want to use MATLAB to teach introductory programming concepts. Since many students struggle with applying the concepts that underlie good programming practice, Learning to Program with MATLAB: Building GUI Tools was designed upon the observation that student learning is enhanced if the students themselves build the GUI (graphical user interface) tool, construct the computational model, implement the visualization of results, and design the GUI. This text teaches the core concepts of computer programming - arrays, loops, functions, and basic data structures - using MATLAB. The chapter sequence covers text-based programs, then programs that produce graphics, building up to an emphasis on GUI tools. This progression unleashes the real power of MATLAB - creating visual expressions of the underlying mathematics of a problem or design. ...
The text is for instructors who want to use MATLAB to teach introductory programming concepts. Since many students struggle with applying the concepts that underlie good programming practice, Learning to Program with MATLAB: Building GUI Tools was designed upon the observation that student learning is enhanced if the students themselves build the GUI (graphical user interface) tool, construct the computational model, implement the visualization of results, and design the GUI. This text teaches the core concepts of computer programming - arrays, loops, functions, and basic data structures - using MATLAB. The chapter sequence covers text-based programs, then programs that produce graphics, building up to an emphasis on GUI tools. This progression unleashes the real power of MATLAB - creating visual expressions of the underlying mathematics of a problem or design. ...
Parallel and Concurrent Programming in Haskell
If you have a working knowledge of Haskell, this hands-on book shows you how to use the language's many APIs and frameworks for writing both parallel and concurrent programs. You'll learn how parallelism exploits multicore processors to speed up computation-heavy programs, and how concurrency enables you to write programs with threads for multiple interactions. Author Simon Marlow walks you through the process with lots of code examples that you can run, experiment with, and extend. ...
If you have a working knowledge of Haskell, this hands-on book shows you how to use the language's many APIs and frameworks for writing both parallel and concurrent programs. You'll learn how parallelism exploits multicore processors to speed up computation-heavy programs, and how concurrency enables you to write programs with threads for multiple interactions. Author Simon Marlow walks you through the process with lots of code examples that you can run, experiment with, and extend. ...
Beginning ASP.NET 1.1 with Visual C# .NET 2003
This book teaches you how to build custom ASP.NET Web sites from the ground up. An expert team of authors uses their extensive ASP.NET programming experience to give you hands-on instruction in the best way to create Web sites with ASP.NET and C#. This completely updated edition features new examples, and all code is written and tested for ASP.NET version 1.1. ...
This book teaches you how to build custom ASP.NET Web sites from the ground up. An expert team of authors uses their extensive ASP.NET programming experience to give you hands-on instruction in the best way to create Web sites with ASP.NET and C#. This completely updated edition features new examples, and all code is written and tested for ASP.NET version 1.1. ...
Professional Oracle Programming
If you are a developer who wants to use Oracle to build effective, robust, and scalable software applications, look no further. Written by a team of leading authorities on the Oracle database, this example-packed book is divided into three main areas: how the Oracle database works, how to use SQL and programming languages to access Oracle, and how to use the features of Oracle effectively in creating your applications. After an overview of the topics you need to know in order to use the Oracle database effectively, you'll get helpful tips, techniques, code samples, and examples written in Oracle Database 10g. Along the way, you'll learn how to access and manipulate data in the Oracle database, implement logic with various programming techniques, use raw data in a database, and, ultimately, create successful applications. ...
If you are a developer who wants to use Oracle to build effective, robust, and scalable software applications, look no further. Written by a team of leading authorities on the Oracle database, this example-packed book is divided into three main areas: how the Oracle database works, how to use SQL and programming languages to access Oracle, and how to use the features of Oracle effectively in creating your applications. After an overview of the topics you need to know in order to use the Oracle database effectively, you'll get helpful tips, techniques, code samples, and examples written in Oracle Database 10g. Along the way, you'll learn how to access and manipulate data in the Oracle database, implement logic with various programming techniques, use raw data in a database, and, ultimately, create successful applications. ...
Beginning Lua Programming
Lua offers a wide range of features that you can utilize to support and enhance your applications. With this book as your guide, you'll gain a thorough understanding of all aspects of programming with this powerful language. It will walk you through the basics, covering everything from installing Lua on your system to developing games and web sites. Experts Jung and Brown first present the fundamentals of programming and explain standard Lua functions. They then show you how to take advantage of all of the free Lua community resources that are available. Complete code samples are integrated throughout the chapters to clearly demonstrate how to apply the information. Diagrams are also included to highlight important Lua features such as stacks, hash tables, garbage collection, and function closures. All of this will help you to quickly write your own effective programs. ...
Lua offers a wide range of features that you can utilize to support and enhance your applications. With this book as your guide, you'll gain a thorough understanding of all aspects of programming with this powerful language. It will walk you through the basics, covering everything from installing Lua on your system to developing games and web sites. Experts Jung and Brown first present the fundamentals of programming and explain standard Lua functions. They then show you how to take advantage of all of the free Lua community resources that are available. Complete code samples are integrated throughout the chapters to clearly demonstrate how to apply the information. Diagrams are also included to highlight important Lua features such as stacks, hash tables, garbage collection, and function closures. All of this will help you to quickly write your own effective programs. ...
MCSD Certification Toolkit (Exam 70-483)
As the entry-level Microsoft certification exam for C# developers, the MCSD 70-483 proves to employers that you have the required skills to build professional-quality applications. This essential resource provides you with in-depth coverage of the exam that will test your competency in C# programming, with chapters covering each of the core subject domains that comprise the exam. Rather than just teaching you how to answer a set of exam questions, the authors provide an understanding of the underlying concepts and skills needed to succeed as a professional C# programmer. In short, you will not just learn how to pass a test—you will learn how to become a better C# developer! ...
As the entry-level Microsoft certification exam for C# developers, the MCSD 70-483 proves to employers that you have the required skills to build professional-quality applications. This essential resource provides you with in-depth coverage of the exam that will test your competency in C# programming, with chapters covering each of the core subject domains that comprise the exam. Rather than just teaching you how to answer a set of exam questions, the authors provide an understanding of the underlying concepts and skills needed to succeed as a professional C# programmer. In short, you will not just learn how to pass a test—you will learn how to become a better C# developer! ...
Lift Cookbook
If you need help building web applications with the Lift framework, this cookbook provides scores of concise, ready-to-use code solutions. You'll find recipes for everything from setting up a coding environment to creating REST web services and deploying your application to production. Built on top of the Scala JVM programming language, Lift takes a different - yet ultimately easier - approach to development than MVC frameworks such as Rails. Each recipe in this book includes a discussion of how and why each solution works, not only to help you complete the task at hand, but also to illustrate how Lift works. ...
If you need help building web applications with the Lift framework, this cookbook provides scores of concise, ready-to-use code solutions. You'll find recipes for everything from setting up a coding environment to creating REST web services and deploying your application to production. Built on top of the Scala JVM programming language, Lift takes a different - yet ultimately easier - approach to development than MVC frameworks such as Rails. Each recipe in this book includes a discussion of how and why each solution works, not only to help you complete the task at hand, but also to illustrate how Lift works. ...
Software Engineering for Students, 4th edition
Software Engineering for Students presents a range of current techniques and tools for people who have experienced the pleasures of writing programs and who want to see how things change in the scale up to large programs and software systems. The students' familiarity with programming gives them relevant background and the confidence to grasp the fundamentals of this subject. The book starts by explaining the challenges that large software projects present, moving on to cover the current principles, techniques and tools that are used in software development throughout the industrialised world. ...
Software Engineering for Students presents a range of current techniques and tools for people who have experienced the pleasures of writing programs and who want to see how things change in the scale up to large programs and software systems. The students' familiarity with programming gives them relevant background and the confidence to grasp the fundamentals of this subject. The book starts by explaining the challenges that large software projects present, moving on to cover the current principles, techniques and tools that are used in software development throughout the industrialised world. ...
Ant Colony Optimization and Constraint Programming
Ant colony optimization is a metaheuristic which has been successfully applied to a wide range of combinatorial optimization problems. The author describes this metaheuristic and studies its efficiency for solving some hard combinatorial problems, with a specific focus on constraint programming. The text is organized into three parts. The first part introduces constraint programming, which provides high level features to declaratively model problems by means of constraints. It describes the main existing approaches for solving constraint satisfaction problems, including complete tree search approaches and metaheuristics, and shows how they can be integrated within constraint programming languages. ...
Ant colony optimization is a metaheuristic which has been successfully applied to a wide range of combinatorial optimization problems. The author describes this metaheuristic and studies its efficiency for solving some hard combinatorial problems, with a specific focus on constraint programming. The text is organized into three parts. The first part introduces constraint programming, which provides high level features to declaratively model problems by means of constraints. It describes the main existing approaches for solving constraint satisfaction problems, including complete tree search approaches and metaheuristics, and shows how they can be integrated within constraint programming languages. ...