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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk, Series Number 2) - Softcover
Synopsis
Newly updated second edition and now in paperback! This is the first book on implementing financial models using object-oriented C++. 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++.
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About the Author
Mark S. Joshi is an Associate Professor in the Centre for Actuarial Studies at the University of Melbourne.
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C++ Design Patterns and Derivatives Pricing
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Cambridge University Press, 2008
ISBN 10: 0521721628
ISBN 13: 9780521721622
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C++ Design Patterns and Derivatives Pricing
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Cambridge University Press, 2008
ISBN 10: 0521721628
ISBN 13: 9780521721622
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C++ design patterns and derivatives pricing M.S. Joshi.
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Cambridge, Cambridge University Press, 2008
ISBN 10: 0521721628
ISBN 13: 9780521721622
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Softcover. Condition: Gut. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ancien Exemplaire de bibliothèque avec signature et cachet. BON état, quelques traces d'usure. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. 65 JOS 2nd.ed 9780521721622 Sprache: Englisch Gewicht in Gramm: 550. Seller Inventory # 2501329
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C++ Design Patterns and Derivatives Pricing
Published by
Cambridge University Press 2008-05, 2008
ISBN 10: 0521721628
ISBN 13: 9780521721622
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C++ Design Patterns and Derivatives Pricing
Published by
Cambridge University Press, 2008
ISBN 10: 0521721628
ISBN 13: 9780521721622
Used
Paperback
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
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Paperback. Condition: Good. 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++. Seller Inventory # 00109422315
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C++ Design Patterns and Derivatives Pricing
Published by
Cambridge University Press, 2008
ISBN 10: 0521721628
ISBN 13: 9780521721622
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Softcover
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C++ Design Patterns and Derivatives Pricing
Published by
Cambridge University Press, 2008
ISBN 10: 0521721628
ISBN 13: 9780521721622
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Softcover
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C++ Design Patterns and Derivatives Pricing
Published by
Cambridge University Press, 2008
ISBN 10: 0521721628
ISBN 13: 9780521721622
Used
Paperback
Seller: World of Books Inc, Montgomery, IL, U.S.A.
Seller rating 4 out of 5 stars
Paperback. Condition: Good. 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++. Seller Inventory # CIN0521721628G
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk, Series Number 2)
Published by
Cambridge University Press, 2008
ISBN 10: 0521721628
ISBN 13: 9780521721622
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Softcover
Seller: California Books, Miami, FL, U.S.A.
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C++ Design Patterns and Derivatives Pricing: 2 (Mathematics, Finance and Risk, Series Number 2)
Published by
Cambridge University Press, 2008
ISBN 10: 0521721628
ISBN 13: 9780521721622
New
Softcover
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
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Condition: New. Explains how to create well-designed, structured, reusable C++ code, particularly for financial applications. Series: Mathematics, Finance and Risk. Num Pages: 306 pages, 50 exercises. BIC Classification: PBW. Category: (P) Professional & Vocational. Dimension: 247 x 175 x 16. Weight in Grams: 570. . 2008. 2nd Edition. paperback. . . . . Seller Inventory # V9780521721622
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