C++ needed for entry level quant

ebifry · November 4th, 2003, 11:08 am

QuoteOriginally posted by: mjno, my book of course (which isn't out yet)What are the details of the book? is there a table of contents somewhere and expected time when it will be released??CheersTony

QwertyYuiop · November 4th, 2003, 12:58 pm

QuoteOriginally posted by: playerGive the fact that I’m still relatively new to C++ can someone help me?How do I use bring normal distribution (and any other distributions) in to my programming code.Check out Chapter 7 of Numerical Recipes in C for a couple of examples of transforming a uniform distribution into, eg, a Gaussian probability distribution.

nielses · November 4th, 2003, 4:51 pm

rajnikant: There is a working but incomplete interface from QuantLib to Excel (QuantLibXL (Excel add-in)).Player: Try QuantLib's GaussianRandomGenerator. It should be possible to pull out and isolate the code.DCFC: Yes, I guess that's the sad truth. In practice the code used is not always as polished as QuantLib.

mj · November 5th, 2003, 8:04 am

QuoteOriginally posted by: e3321534QuoteOriginally posted by: mjno, my book of course (which isn't out yet)What are the details of the book? is there a table of contents somewhere and expected time when it will be released??CheersTonysee www.markjoshi.com , there are already multiple threads in the book and software on the topic of my book.Hopefully it will be out in February.MJ

player · November 5th, 2003, 9:40 am

QuoteCheck out Chapter 7 of Numerical Recipes in C for a couple of examples of transforming a uniform distribution into, eg, a Gaussian probability distributionBut what about if I want to use other distributions, like poisson or beta or alpha distribution. Isn’t there a library on visual c++.net which has this. If not, does one exist. And where can I get hold of it??

mj · November 5th, 2003, 10:07 am

check outwww.boost.orgthis thread really belongs in the software forum and a lot of the topics have already been discussed there

skeptible · July 21st, 2004, 7:40 pm

Hey Mark,When is that book coming out? Amazon says July 1 release date.The delay of this book is ruining my summer!---------------------------------------------------------------------------------------Product Details Hardcover: 200 pages Publisher: Cambridge University Press; (July 1, 2004) ISBN: 0521832357 Amazon.com Sales Rank: 97,424

mj · July 22nd, 2004, 5:51 am

it is now out -- order it from the wilmott bookshop

DominicConnor · July 22nd, 2004, 6:32 pm

It is a decent book, certainly worth the 35 quid or so. It isn't a standalone book, you'll need a generic C++ text as well, something like Eckel or Stroustrup.