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楼主: 幻影斩

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WileyFinance_ Modeling Derivatives in C++ (2006) [推广有奖]

11楼

hunterman9955 发表于 2009-6-2 12:03:00 |只看作者 |坛友微信交流群

good, thanks

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12楼

kz2009 发表于 2009-6-2 22:58:00 |只看作者 |坛友微信交流群

好东西，下了就一定要顶一个！

楼主好人，谢谢！！

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13楼

DanRen 发表于 2009-6-8 08:03:00 |只看作者 |坛友微信交流群

This is a good particularly when you start coding in C++, which save a lot of hassle.

But make sure to check its codes before actually use them because they are programmed for simple cases or for examples as far I know.

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14楼

joseph0729

发表于 2009-6-23 22:48:59 |只看作者 |坛友微信交流群

谢谢楼猪。。。

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15楼

irvingy 发表于 2009-6-24 01:15:09 |只看作者 |坛友微信交流群

DanRen 发表于 2009-6-8 08:03
This is a good particularly when you start coding in C++, which save a lot of hassle.But make sure to check its codes before actually use them because they are programmed for simple cases or for examples as far I know.

save a lot of hassle

笑死了，这本书自己就是个hassle

这本书基本是复制粘贴早年的quantlib，估计这里叫好的几个人连自己动手复制粘贴都没有做过，为什么，很简单，因为一试就能发现根本不能编译

不过话说回来，要是有毅力把这本书看完，找到每个程序里面的错误，你c++水平保证提高一大块

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16楼

jisorc 发表于 2009-6-24 16:07:00 |只看作者 |坛友微信交流群

感谢论坛，感谢楼主

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17楼

cristinatian 发表于 2009-6-25 04:17:04 |只看作者 |坛友微信交流群

thx so so so much!!!

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18楼

DanRen 发表于 2009-6-25 11:34:39 |只看作者 |坛友微信交流群

Wow.  you know what, when you need to price a trade at a trading desk which pays $, then you know what saves your hassle.
Looks like, you never have such hassle, so enjoy being an associate professor.[lol]

No offence, but Only fools are learning C++ for C++ purpose only in 金融投资 ( computer science is different ). C++ is the a tool to the end. If some one has done something in a book, why don’t you just  pay $60 bucks ( in this forum, you can download free) to buy the book and copy  a few pages of coding, then you modify them and they become yours. You need the sharp eye or experience to see what useful to you.
Only fools are reinventing the wheels ( IT people are different). Who cares whether it is compiled or not, it is your job to get useful codes that you need and build new things.

By the way, the program was not runable because some files missing and all you have to do is to delink some linked files or add some files or change  a few codes and they will run for you, have you tried?

When you have not others to do, it is your time to " perfect" your C++ or whatever

Who need to read a thousand pages of a document such as this book, are you nuts. IT IS A Reference, when you need it and come to it
The points are: this is not a mathematical finance but the handbook of C++ implementation book for derivatives. By the way, I do not know this book's author.

Hope this helps you understand the first comment.

irvingy 发表于 2009-6-24 01:15
DanRen 发表于 2009-6-8 08:03
This is a good particularly when you start coding in C++, which save a lot of hassle.But make sure to check its codes before actually use them because they are programmed for simple cases or for examples as far I know.
save a lot of hassle

笑死了，这本书自己就是个hassle

这本书基本是复制粘贴早年的quantlib，估计这里叫好的几个人连自己动手复制粘贴都没有做过，为什么，很简单，因为一试就能发现根本不能编译

不过话说回来，要是有毅力把这本书看完，找到每个程序里面的错误，你c++水平保证提高一大块

使用道具举报

19楼

irvingy 发表于 2009-6-25 12:37:34 |只看作者 |坛友微信交流群

嘿嘿，我工作之一就是c++的automated trading system，要是老板发现我用这本书，估计马上炒了我，要是我发现手下的人用这本书，我马上炒了他

try this function on pages 64-65

/*****************************************************************************/
generatePrime: This function computes the smallest prime greater than or equal
to N
[in]: long N : find prime >= N
64 MONTE CARLO SIMULATION
[out]: prime >= N
/*****************************************************************************/
inline long generatePrime(long N)
{
long i = N;
bool flag = false;
do
{
// check if number is prime
if ((i % 2 != 0) && (i % 3 != 0) && (i % 4 != 0) && (i % 5 != 0)
&& (i % 7 != 0) && (i % 8 != 0) && (i % 9 != 0))
flag = true;
else
i++;
}
while (flag != true);
return i;
}

try N = 121，lol...it tells you it's a prime number

DanRen 发表于 2009-6-25 11:34
Wow. you know what, when you need to price a trade at a trading desk which pays $, then you know what saves your hassle.

if you are really working on a trading desk, I love to trade with you, and I believe that will save both of us hassle,...give me a ****ing break

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20楼

DanRen 发表于 2009-6-25 14:37:00 |只看作者 |坛友微信交流群

Well, wecome back,

No body say if you are a good programer or not. Again this book is "Modeling Derivatives in C++ ", 金融衍生品 is the forum. It is about derivatives, not "automated trading system", correct?. Of cousre you are welcome to show it.

Since you are still civilized asking "give me a ****ing break" , so i am glad to grand you the wish: give you a ****ing break, so we can move on to save both of us hassle before to taminate this forum, should we.

No, I do not want trade with you about this kind stuff such as ***** anymore. It is simply not good.

Looks like you are angry now. Come on. fools did not mean to you but a general They in writing and the same, your 笑死了 does not offend anybody either.

Again, let us move on, should we.

irvingy 发表于 2009-6-25 12:37
嘿嘿，我工作之一就是c++的automated trading system，要是老板发现我用这本书，估计马上炒了我，要是我发现手下的人用这本书，我马上炒了他

try this function on pages 64-65

/*****************************************************************************/
generatePrime: This function computes the smallest prime greater than or equal
);
return i;
}

try N = 121，lol...it tells you it's a prime number
DanRen 发表于 2009-6-25 11:34
Wow. you know what, when you need to price a trade at a trading desk which pays $, then you know what saves your hassle.
if you are really working on a trading desk, I love to trade with you, and I believe that will save both of us hassle,...
give me a ****ing break