C++ Design Patterns and Derivatives Pricing (Record no. 47968)

MARC details
000 -LEADER
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.