C++ Design Patterns and Derivatives Pricing 2nd Edition Paperback (Mathematics, Finance and Risk, Series Number 2) - Softcover

Joshi, M S

Softcover

ISBN 10: 0521721628 ISBN 13: 9780521721622

Verlag: Cambridge University Press, 2008

Inhaltsangabe

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.

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Críticas

'This is a short book, but an elegant one. It would serve as an excellent course text for a course on the practical aspects of mathematical finance.' International Statistical Institute

'This book is thought-provoking and rewarding. Even for the less experienced programmer, the presentation is readily accessible, and the coded examples can be directly used to solve real-life problems.' Journal of the American Statistics Association

'This book, although it is quite short, does cover a significant amount of material and does deal with some fairly advanced topics that are important to practitioners. The real strength of the book is its clarity and conciseness.' SIAM Review

Biografía del autor

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

Details zur Ausgabe

• Verlag: Cambridge University Press
• Erscheinungsdatum: 2008
• ISBN 10: 0521721628
• ISBN 13: 9780521721622
• Einband: Tapa blanda
• Sprache: Englisch
• Auflage: 2
• Anzahl der Seiten: 310