C++ Design Patterns and Derivatives Pricing (Record no. 47968)
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000 -LEADER | |
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fixed length control field | 01463 a2200193 4500 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9780521721622 |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 005.1 JOS |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Joshi, M S |
245 ## - TITLE STATEMENT | |
Title | C++ Design Patterns and Derivatives Pricing |
250 ## - EDITION STATEMENT | |
Edition statement | 2 |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Name of publisher, distributor, etc | Cambridge University Press |
Date of publication, distribution, etc | 2008 |
Place of publication, distribution, etc | New York |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 292 |
520 ## - SUMMARY, ETC. | |
Summary, etc | 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++. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Derivative Securities |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Business Mathematics |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | C++ (Computer program language) |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Finance and Risk |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | Book |
Source of classification or shelving scheme | Dewey Decimal Classification |
No items available.