AMSTAT News

AMSTAT News
Author: American Statistical Association
Publisher:
Total Pages: 466
Release: 1998
Genre: Statisticians
ISBN:

Introduction to C++ for Financial Engineers

Introduction to C++ for Financial Engineers
Author: Daniel J. Duffy
Publisher: John Wiley & Sons
Total Pages: 405
Release: 2013-10-24
Genre: Business & Economics
ISBN: 1118856465

This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required -- experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book: C++ fundamentals and object-oriented thinking in QF Advanced object-oriented features such as inheritance and polymorphism Template programming and the Standard Template Library (STL) An introduction to GOF design patterns and their applications in QF Applications The kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods. This book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF. This book is the perfect companion to Daniel J. Duffy’s book Financial Instrument Pricing using C++ (Wiley 2004, 0470855096 / 9780470021620)

Effective Computation in Physics

Effective Computation in Physics
Author: Anthony Scopatz
Publisher: "O'Reilly Media, Inc."
Total Pages: 567
Release: 2015-06-25
Genre: Science
ISBN: 1491901586

More physicists today are taking on the role of software developer as part of their research, but software development isnâ??t always easy or obvious, even for physicists. This practical book teaches essential software development skills to help you automate and accomplish nearly any aspect of research in a physics-based field. Written by two PhDs in nuclear engineering, this book includes practical examples drawn from a working knowledge of physics concepts. Youâ??ll learn how to use the Python programming language to perform everything from collecting and analyzing data to building software and publishing your results. In four parts, this book includes: Getting Started: Jump into Python, the command line, data containers, functions, flow control and logic, and classes and objects Getting It Done: Learn about regular expressions, analysis and visualization, NumPy, storing data in files and HDF5, important data structures in physics, computing in parallel, and deploying software Getting It Right: Build pipelines and software, learn to use local and remote version control, and debug and test your code Getting It Out There: Document your code, process and publish your findings, and collaborate efficiently; dive into software licenses, ownership, and copyright procedures

A First Course in Computational Physics

A First Course in Computational Physics
Author: Paul DeVries
Publisher: Jones & Bartlett Learning
Total Pages: 445
Release: 2011-01-28
Genre: Technology & Engineering
ISBN: 076377314X

Computers and computation are extremely important components of physics and should be integral parts of a physicist’s education. Furthermore, computational physics is reshaping the way calculations are made in all areas of physics. Intended for the physics and engineering students who have completed the introductory physics course, A First Course in Computational Physics, Second Edition covers the different types of computational problems using MATLAB with exercises developed around problems of physical interest. Topics such as root finding, Newton-Cotes integration, and ordinary differential equations are included and presented in the context of physics problems. A few topics rarely seen at this level such as computerized tomography, are also included. Within each chapter, the student is led from relatively elementary problems and simple numerical approaches through derivations of more complex and sophisticated methods, often culminating in the solution to problems of significant difficulty. The goal is to demonstrate how numerical methods are used to solve the problems that physicists face. Read the review published in Computing in Science & Engineering magazine, March/April 2011 (Vol. 13, No. 2) ? 2011 IEEE, Published by the IEEE Computer Society

A Primer on Scientific Programming with Python

A Primer on Scientific Programming with Python
Author: Hans Petter Langtangen
Publisher: Springer
Total Pages: 942
Release: 2016-07-28
Genre: Computers
ISBN: 3662498871

The book serves as a first introduction to computer programming of scientific applications, using the high-level Python language. The exposition is example and problem-oriented, where the applications are taken from mathematics, numerical calculus, statistics, physics, biology and finance. The book teaches "Matlab-style" and procedural programming as well as object-oriented programming. High school mathematics is a required background and it is advantageous to study classical and numerical one-variable calculus in parallel with reading this book. Besides learning how to program computers, the reader will also learn how to solve mathematical problems, arising in various branches of science and engineering, with the aid of numerical methods and programming. By blending programming, mathematics and scientific applications, the book lays a solid foundation for practicing computational science. From the reviews: Langtangen ... does an excellent job of introducing programming as a set of skills in problem solving. He guides the reader into thinking properly about producing program logic and data structures for modeling real-world problems using objects and functions and embracing the object-oriented paradigm. ... Summing Up: Highly recommended. F. H. Wild III, Choice, Vol. 47 (8), April 2010 Those of us who have learned scientific programming in Python ‘on the streets’ could be a little jealous of students who have the opportunity to take a course out of Langtangen’s Primer.” John D. Cook, The Mathematical Association of America, September 2011 This book goes through Python in particular, and programming in general, via tasks that scientists will likely perform. It contains valuable information for students new to scientific computing and would be the perfect bridge between an introduction to programming and an advanced course on numerical methods or computational science. Alex Small, IEEE, CiSE Vol. 14 (2), March /April 2012 “This fourth edition is a wonderful, inclusive textbook that covers pretty much everything one needs to know to go from zero to fairly sophisticated scientific programming in Python...” Joan Horvath, Computing Reviews, March 2015

Python for Scientists

Python for Scientists
Author: John M. Stewart
Publisher: Cambridge University Press
Total Pages: 272
Release: 2017-07-20
Genre: Computers
ISBN: 1316641236

Scientific Python is taught from scratch in this book via copious, downloadable, useful and adaptable code snippets. Everything the working scientist needs to know is covered, quickly providing researchers and research students with the skills to start using Python effectively.

The Elements of Computing Systems

The Elements of Computing Systems
Author: Noam Nisan
Publisher:
Total Pages: 343
Release: 2008
Genre: Computers
ISBN: 0262640686

This title gives students an integrated and rigorous picture of applied computer science, as it comes to play in the construction of a simple yet powerful computer system.

Object-Oriented Analysis and Design

Object-Oriented Analysis and Design
Author: Sarnath Ramnath
Publisher: Springer Science & Business Media
Total Pages: 485
Release: 2010-12-06
Genre: Computers
ISBN: 1849965226

Object-oriented analysis and design (OOAD) has over the years, become a vast field, encompassing such diverse topics as design process and principles, documentation tools, refactoring, and design and architectural patterns. For most students the learning experience is incomplete without implementation. This new textbook provides a comprehensive introduction to OOAD. The salient points of its coverage are: • A sound footing on object-oriented concepts such as classes, objects, interfaces, inheritance, polymorphism, dynamic linking, etc. • A good introduction to the stage of requirements analysis. • Use of UML to document user requirements and design. • An extensive treatment of the design process. • Coverage of implementation issues. • Appropriate use of design and architectural patterns. • Introduction to the art and craft of refactoring. • Pointers to resources that further the reader’s knowledge. All the main case-studies used for this book have been implemented by the authors using Java. The text is liberally peppered with snippets of code, which are short and fairly self-explanatory and easy to read. Familiarity with a Java-like syntax and a broad understanding of the structure of Java would be helpful in using the book to its full potential.

Modern Compiler Implementation in C

Modern Compiler Implementation in C
Author: Andrew W. Appel
Publisher: Cambridge University Press
Total Pages: 560
Release: 2004-07-08
Genre: Computers
ISBN: 1107268567

This new, expanded textbook describes all phases of a modern compiler: lexical analysis, parsing, abstract syntax, semantic actions, intermediate representations, instruction selection via tree matching, dataflow analysis, graph-coloring register allocation, and runtime systems. It includes good coverage of current techniques in code generation and register allocation, as well as functional and object-oriented languages, that are missing from most books. In addition, more advanced chapters are now included so that it can be used as the basis for a two-semester or graduate course. The most accepted and successful techniques are described in a concise way, rather than as an exhaustive catalog of every possible variant. Detailed descriptions of the interfaces between modules of a compiler are illustrated with actual C header files. The first part of the book, Fundamentals of Compilation, is suitable for a one-semester first course in compiler design. The second part, Advanced Topics, which includes the advanced chapters, covers the compilation of object-oriented and functional languages, garbage collection, loop optimizations, SSA form, loop scheduling, and optimization for cache-memory hierarchies.