C++ Design Patterns and Derivatives Pricing: 2 (Mathematics, Finance and Risk, Series Number 2)

M. S. Joshi (University of Melbourne)

ISBN 10: 0521721628 / ISBN 13: 9780521721622

Published by Cambridge University Press, United Kingdom, Cambridge, 2008

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++. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Seller Inventory # GOR003837643

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++.

About the Author: Mark S. Joshi is an Associate Professor in the Centre for Actuarial Studies at the University of Melbourne.

Bibliographic Details

Title: C++ Design Patterns and Derivatives Pricing:...
Publisher: Cambridge University Press, United Kingdom, Cambridge
Publication Date: 2008
Binding: Paperback
Condition: Very Good
Edition: 2nd Edition