C++ Design Patterns and Derivatives Pricing (Paperback)

M.S. Joshi

ISBN 10: 0521721628 / ISBN 13: 9780521721622

Verlag: Cambridge University Press, Cambridge, 2008

Beschreibung

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.

Bestandsnummer des Verkäufers 9780521721622

Bibliografische Details

• Titel: C++ Design Patterns and Derivatives Pricing (Paperback)
• Verlag: Cambridge University Press, Cambridge
• Veröffentlichungsdatum: 2008
• Sprache: Englisch
• ISBN-10: 0521721628
• ISBN-13: 9780521721622
• Bindung: Paperback
• Ausgabe: 2. Auflage
• Zustand: new

Über diesen Titel

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.

Über die Autorin bzw. den Autor

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