C++ Design Patterns and Derivatives Pricing (Paperback, 2nd Revised edition)

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++.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Series:	Mathematics, Finance and Risk
Release date:	May 2008
First published:	2008
Authors:	M.S. Joshi
Dimensions:	247 x 174 x 14mm (L x W x T)
Format:	Paperback
Pages:	292
Edition:	2nd Revised edition
ISBN-13:	978-0-521-72162-2
Categories:	Books > Computing & IT > Computer programming > Object-oriented programming (OOP) Books > Business & Economics > Finance & accounting > Finance > General Books > Science & Mathematics > Mathematics > Applied mathematics > General Books > Money & Finance > General Promotions
LSN:	0-521-72162-8
Barcode:	9780521721622

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