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 |