C++ Design Patterns and Derivatives Pricing Paperback / softback
by M. S. (University of Melbourne) Joshi
Part of the Mathematics, Finance and Risk series
Paperback / softback
- Information
Description
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++.
Information
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Out of StockMore expected soonContact us for further information
- Format:Paperback / softback
- Pages:306 pages, Worked examples or Exercises
- Publisher:Cambridge University Press
- Publication Date:22/05/2008
- Category:
- ISBN:9780521721622
Information
-
Out of StockMore expected soonContact us for further information
- Format:Paperback / softback
- Pages:306 pages, Worked examples or Exercises
- Publisher:Cambridge University Press
- Publication Date:22/05/2008
- Category:
- ISBN:9780521721622