9780521832359
C++ Design Patterns and Derivatives Pricing
M. Joshi
ISBN 13: 9780521832359
Publisher: Cambridge Univ Pr
Publication Date: 2004
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C++ Design Patterns and Derivatives Pricing (ISBN: 9780521832359) Joshi, M. Quantity Available: 1
Book Description: Cambridge University Press, US, 2004. Hardcover. 9.8 x 6.8 x 0.5 inches. Editorial Reviews Review "This book is thought-provoking and rewarding. Even for the less experienced programmer, the presentation is readily accessible, and the coded examples can be directly used to solve real-life problems." Journal of the American Statistics Association, Ana-Maria Matache "This book, although it is quite short, does cover a significant amount of material and does deal with some fairly advanced topics that are important to practitioners. The real strength of the book is its clarity and conciseness." Anita Mayo, Sherman Wong, Baruch College, CUNY, SIAM Review Product Description Combining mathematical finance with C++ and object-oriented programming (00P), M. Joshi demonstrates the relevance and use of OOP in financial mathematics by describing how to use price derivatives to obtain reusable and extensible code. A large part of the book is devoted to designing reusable components which are then combined to build a Monte Carlo pricer for exotic equity derivatives. Readers knowing the basics of C++ and mathematical finance, but are unclear how to use OOP to implement models, will welcome this analysis. Bookseller Inventory # 342 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
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C++ Design Patterns and Drivatives Pricing. (ISBN: 9780521832359) Joshi, M. Quantity Available: 1
Book Description: Cambridge: Cambridge University Press, 2004., 2004. X; 199 p., 4?, hardcover. very good condition. Bookseller Inventory # 27723 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) (ISBN: 0521832357 / 0-521-83235-7) Joshi, M. Quantity Available: 1
Book Description: Cambridge University Press, 2004. Hardcover. Book Condition: Good. EXCELLENT value for money and ready for dispatch. Delivery normally within 3/4 days. Our reputation is built on our Speedy Delivery Service and our Customer Service Team. Bookseller Inventory # mon0001975195 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) (ISBN: 0521832357 / 0-521-83235-7) Joshi, M. Quantity Available: 1
Book Description: Cambridge University Press. Hardcover. Book Condition: Good. 0521832357 Used, in good condition. Book only. May have interior marginalia or previous owner's name. Bookseller Inventory # 0521832357 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) (ISBN: 0521832357 / 0-521-83235-7) Joshi, M. Quantity Available: 1
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) (ISBN: 0521832357 / 0-521-83235-7) Joshi, M. Quantity Available: 1
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) (ISBN: 0521832357 / 0-521-83235-7) Joshi, M. Quantity Available: 1
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