000 01463 a2200193 4500
020 _a9780521721622
082 _a005.1 JOS
100 _aJoshi, M S
245 _aC++ Design Patterns and Derivatives Pricing
250 _a2
260 _bCambridge University Press
_c2008
_aNew York
300 _a292
520 _aDesign 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 _aDerivative Securities
650 _aBusiness Mathematics
650 _aC++ (Computer program language)
650 _aFinance and Risk
942 _cBK
_2ddc
999 _c47968
_d47968