This book is the follow-up of the Boost Volume I book and it has been written for software developers who use Boost C++ libraries to create flexible applications. We discuss approximately 20 advanced libraries that can be classified into the following major categories: Mathematics: special functions, statistical distributions, interval arithmetic and matrix algebra. Special data structures: date and time, circular buffer, UUID, dynamic bitsets, pool memory. TCP and UDP portable network programming using the software interface. Interprocess communication and shared memory programming models. Three chapters on graphs, graph algorithms and their implementation in Boost. The focus is hands-on and each library is discussed in detail and numerous working examples are given to get the reader up to speed as soon as possible. Each library is described in a step-by-step fashion and you can use the corresponding code as a basis for more advanced applications. These libraries are the ideal basis for new applications. We shall use them in Volume III of the current series when we discuss applications to engineering, science and computational finance. About the Authors Robert Demming is software designer, developer and trainer and he has been involved with software projects in the areas of optical technology, process control, CAD and order processing systems since 1993. He has a BSc degree in technical computerscience from Amsterdam Hogeschool. Daniel J. Duffy is founder of Datasim Education BV and has been working with C++ and its applications since 1989 and with software development since 1979. He is designer, algorithm builder and trainer. He has a PhD in numerical analysis from Trinity College, Dublin. One of the projects that he is involved in is applying the Boost libraries to computational finance."

C++ is one of the most important and influential programming languages for application development. It supports the modular, object- oriented and generic programming models and its flexibility has been one of the main reasons why it has been so successful. With the emergence of the Boost Libraries (www.boost.org) we see that C++ is brought to a new level, namely a set of reusable and modular template libraries that C++ developers can use in their applications. This book is dedicated to a number of Boost libraries for higher-order functions, data types and data structures, libraries for text and string processing, multi-threading, random number generation and more. We also discuss how Boost and design patterns are used to promote the flexibility of code. Each library is described in a step-by-step manner. Numerous examples are given to show the functionality of each library. The full source code is freely available to purchasers of the book. Coverage Includes Understanding and using 30 major Boost libraries. Learn about higher-order functions, data structures, memory management, multi-threading and more. Using Boost in new and existing applications. Integrating Boost and the Gang-Of-Four design patterns. Ready-to-run projects for Visual Studio. Appendices and exercises."

The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the discovery of the famous Black-Scholes equation in the 1970's we have seen a surge in the number of models for a wide range of products such as plain and exotic options, interest rate derivatives, real options and many others. Gone are the days when it was possible to price these derivatives analytically. For most problems we must resort to some kind of approximate method.

In this book we employ partial differential equations (PDE) to describe a range of one-factor and multi-factor derivatives products such as plain European and American options, multi-asset options, Asian options, interest rate options and real options. PDE techniques allow us to create a framework for modeling complex and interesting derivatives products. Having defined the PDE problem we then approximate it using the Finite Difference Method (FDM). This method has been used for many application areas such as fluid dynamics, heat transfer, semiconductor simulation and astrophysics, to name just a few. In this book we apply the same techniques to pricing real-life derivative products. We use both traditional (or well-known) methods as well as a number of advanced schemes that are making their way into the QF literature: Crank-Nicolson, exponentially fitted and higher-order schemes for one-factor and multi-factor options Early exercise features and approximation using front-fixing, penalty and variational methods Modelling stochastic volatility models using Splitting methods Critique of ADI and Crank-Nicolson schemes; when they work and when they don't work Modelling jumps using Partial Integro Differential Equations (PIDE) Free and moving boundary value problems in QF

Included with the book is a CD containing information on how to set up FDM algorithms, how to map these algorithms to C++ as well as several working programs for one-factor and two-factor models. We also provide source code so that you can customize the applications to suit your own needs.

Darby and his two best friends Jake and Rick are modern day cowboys on a 3 day horse pack trip into the wilderness of southern Utah Mountains. Unforeseen events and the quest for survival force the three young men through the fabric of time into unknown worlds and alien encounters that challenge the very core of whom they are and who they will be as they face apocalyptic events. Darby worries that he will never see his beloved Laura Beth in time to save her from the certain destruction over the horizon.