C++ Design Patterns and Derivatives Pricing (BOK)

M.S. Joshi

519,00 51900
Sendes vanligvis innen 5-15 dager
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++.

Produktfakta

Språk Engelsk Engelsk Innbinding Heftet
Utgitt 2008 Forfatter M.S. Joshi
Forlag
CAMBRIDGE UNIVERSITY PRESS
ISBN 9780521721622
Antall sider 306 Dimensjoner 17,4cm x 24,7cm x 1,6cm
Vekt 640 gram Leverandør Bertram Trading Ltd
Emner og form Applied mathematics