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