Prebuilt Code for Modeling and Pricing Today's Complex Derivatives Justin London shows how to implement pricing algorithms for a wide variety of complex derivatives, including rapidly emerging instruments covered in no other book. Utilizing actual Bloomberg data, London covers credit derivatives, CDOs, mortgage-backed securities, asset-backed securities, fixed-income securities...(展开全部)

This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, includ...(展开全部)

Design patterns are the cutting-edge paradigm for programming in C++, and they are here discussed in depth using examples from financial mathematics. Assuming only a basic knowledge of C++ and mathematical finance, the reader learns how to produce well-designed, structured, reusable code via carefully-chosen examples. This new edition includes several new chapters covering topi...(展开全部)

Learn the Root Causes of Software Vulnerabilities and How to Avoid Them Commonly exploited software vulnerabilities are usually caused by avoidable software defects. Having analyzed tens of thousands of vulnerability reports since 1988, CERT has determined that a relatively small number of root causes account for most of the vulnerabilities. Secure Coding in C and C++, Second E...(展开全部)

"The security of information systems has not improved at a rate consistent with the growth and sophistication of the attacks being made against them. To address this problem, we must improve the underlying strategies and techniques used to create our systems. Specifically, we must build security in from the start, rather than append it as an afterthought. That's the point of Se...(展开全部)

Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts in banks and other financial in...(展开全部)

The overwhelming majority of bugs and crashes in computer programming stem from problems of memory access, allocation, or deallocation. Such memory related errors are also notoriously difficult to debug. Yet the role that memory plays in C and C++ programming is a subject often overlooked in courses and in books because it requires specialised knowledge of operating systems, co...(展开全部)

The overwhelming majority of bugs and crashes in computer programming stem from problems of memory access, allocation, or deallocation. Such memory related errors are also notoriously difficult to debug. Yet the role that memory plays in C and C++ programming is a subject often overlooked in courses and in books because it requires specialised knowledge of operating systems, co...(展开全部)