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C++ design patterns and derivatives pricing

by M. S. Joshi | 22 May 2008
PAPERBACK
Synopsis
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 topics of increasing robustness in the presence of exceptions, designing a generic factory, interfacing C++ with EXCEL, and improving code design using the idea of decoupling. Complete ANSI/ISO compatible C++ source code is hosted on an accompanying website for the reader to study in detail, and reuse as they see fit. Whether you are a student of financial mathematics, a working quantitative analyst or financial mathematician, you need this book. Offering practical steps for implementing pricing models for complex financial products, it will transform your understanding of how to use C++.
€67.19
201 Reward Points
Currently out of stock
Delivery in 5-7 Days
Eligible for free delivery

Any purchases for more than €10 are eligible for free delivery anywhere in the UK or Ireland!

Synopsis
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 topics of increasing robustness in the presence of exceptions, designing a generic factory, interfacing C++ with EXCEL, and improving code design using the idea of decoupling. Complete ANSI/ISO compatible C++ source code is hosted on an accompanying website for the reader to study in detail, and reuse as they see fit. Whether you are a student of financial mathematics, a working quantitative analyst or financial mathematician, you need this book. Offering practical steps for implementing pricing models for complex financial products, it will transform your understanding of how to use C++.
€67.19
201 Reward Points
Currently out of stock
Delivery in 5-7 Days
Eligible for free delivery

Any purchases for more than €10 are eligible for free delivery anywhere in the UK or Ireland!


Product Details

ISBN - 9780521721622
Format - PAPERBACK
Publisher -
Published - 22/05/2008
Categories - All, Books, Science and Nature, Science, Mathematics, All, Books, Business Computers, Finance, Accounting & Finance
No. of Pages - 306
Weight - 640
Edition - 2nd Edition
Series - - Not Available
Page Size - 25
Language - en-US
Readership Age - Not Available
Table of Contents - Not Available

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