Articles liés à C++ Design Patterns and Derivatives Pricing

C++ Design Patterns and Derivatives Pricing - Couverture souple

Joshi, M S

 
9780521721622: C++ Design Patterns and Derivatives Pricing
Couverture souple
ISBN 10 : 0521721628 ISBN 13 : 9780521721622
Editeur : Cambridge University Press, 2008

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++.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

Mark S. Joshi is an Associate Professor in the Centre for Actuarial Studies at the University of Melbourne.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2008
Langue
anglais
ISBN 10 
0521721628
ISBN 13 
9780521721622
Reliure
Broché
Numéro d'édition
2
Nombre de pages
310
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
France