C++ Design Patterns and Derivatives Pricing

M. S. Joshi

ISBN 10: 0521721628 / ISBN 13: 9780521721622

Edité par Cambridge University Press, 2008

A propos de cet article

Druck auf Anfrage Neuware - Printed after ordering - 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++.

N° de réf. du vendeur 9780521721622

Détails bibliographiques

• Titre: C++ Design Patterns and Derivatives Pricing
• Éditeur: Cambridge University Press
• Date de parution: 2008
• Langue: anglais
• ISBN à 10 chiffres: 0521721628
• ISBN à 13 chiffres: 9780521721622
• Reliure: Taschenbuch
• Édition: 2ème Édition
• État de l'article: Neu

A propos de ce titre

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++.

À propos de l?auteur

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