C++ design patterns and derivatives pricing M.S. Joshi.

Joshi, Mark S.:

ISBN 10: 0521721628 / ISBN 13: 9780521721622

Published by Cambridge, Cambridge University Press, 2008

About this Item

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

Bibliographic Details

• Title: C++ design patterns and derivatives pricing M.S. Joshi.
• Publisher: Cambridge, Cambridge University Press
• Publication Date: 2008
• Language: English
• ISBN 10: 0521721628
• ISBN 13: 9780521721622
• Binding: Softcover
• Edition: 2nd Edition
• Seller catalogs:
  • SA MATHEMATIK

About this title

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.