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C++ Design Patterns and Derivatives Pricing

Name: C++ Design Patterns and Derivatives Pricing
Brand: Cambridge University Press
SKU: 04094679
Price: 90.69 EUR
Availability: InStock
Author: Mark S Joshi
ISBN: 9780521721622

Mark S Joshi

Sprache

Englisch

Buch Broschur

Libristo-Code: 04094679

Verlag Cambridge University Press, Mai 2008

Design patterns are the cutting-edge paradigm for programming in C++, and they are here discussed in... Vollständige Beschreibung

Libristo-Code: 04094679

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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++.

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Informationen zum Buch

Vollständiger Name C++ Design Patterns and Derivatives Pricing

Autor Mark S Joshi

Sprache

Englisch

Einband Buch - Broschur

Datum der Veröffentlichung 2008

Anzahl der Seiten 306

EAN 9780521721622

ISBN 0521721628

Libristo-Code 04094679

Verlag Cambridge University Press

Gewicht 570

Abmessungen 175 x 247 x 16

Kategorie

Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management > Finanz- und Rechnungswesen > Finanzen > Anlagen und Wertpapiere

Mathematik und Naturwissenschaften > Mathematik > Angewandte Mathematik

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