C++ Design Patterns and Derivatives Pricing (Paperback)

M.S. Joshi

ISBN 10: 0521721628 / ISBN 13: 9780521721622

Edité par Cambridge University Press, Cambridge, 2008

A propos de cet article

Paperback. Newly updated second edition and now in paperback This is the first book on implementing financial models using object-oriented C++. 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++. Using carefully-chosen examples, this book explains how to create well-designed, structured, reusable code, particularly for financial applications. New chapters explain interfacing C++ with EXCEL, designing a generic factory, and improving code design with decoupling. Complete ANSI/ISO compatible C++ source code is hosted on an accompanying web site. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

N° de réf. du vendeur 9780521721622

Détails bibliographiques

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

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.