C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)

3.65 avg rating
( 17 ratings by GoodReads )
 
9780521832359: C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)

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.

"synopsis" may belong to another edition of this title.

Book Description:

This is the first book that combines the areas of mathematical finance, C++, and object-oriented programming (OOP). The author shows shows the relevance and use of OOP to financial mathematics by describing how to price derivatives to obtain reusable and extensible code. Much of the book is devoted to designing reusable components which are then combined to build a Monte Carlo pricer for exotic equity derivatives. Those who know the basics of C++ and mathematical finance, but are unclear how to use OOP to implement models, will welcome this account.

About the Author:

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

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

Joshi, Mark S.
Published by Cambridge University Press (2004)
ISBN 10: 0521832357 ISBN 13: 9780521832359
New Hardcover Quantity Available: 1
Seller
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description Cambridge University Press, 2004. Hardcover. Book Condition: New. Bookseller Inventory # SONG0521832357

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 32.69
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

2.

Joshi, Mark S.
Published by CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2004)
ISBN 10: 0521832357 ISBN 13: 9780521832359
New Hardcover Quantity Available: 1
Seller
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2004. Hardback. Book Condition: New. 248 x 174 mm. Language: English . Brand New Book. Design patterns are the cutting-edge paradigm for programming in object-oriented languages. Here they are discussed, for the first time in a book, in the context of implementing financial models in C++. Assuming only a basic knowledge of C++ and mathematical finance, the reader is taught how to produce well-designed, structured, re-usable code via concrete examples. Each example is treated in depth, with the whys and wherefores of the chosen method of solution critically examined. Part of the book is devoted to designing re-usable components that are then put together to build a Monte Carlo pricer for path-dependent exotic options. Advanced topics treated include the factory pattern, the singleton pattern and the decorator pattern. Complete ANSI/ISO-compatible C++ source code is included on a CD for the reader to study and re-use and so develop the skills needed to implement financial models with object-oriented programs and become a working financial engineer. Please note the CD supplied with this book is platform-dependent and PC users will not be able to use the files without manual intervention in order to remove extraneous characters.Cambridge University Press apologises for this error. Machine readable files for all users can be obtained from. Bookseller Inventory # AAA9780521832359

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 43.76
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

Joshi, Mark S.
Published by CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2004)
ISBN 10: 0521832357 ISBN 13: 9780521832359
New Hardcover Quantity Available: 1
Seller
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2004. Hardback. Book Condition: New. 248 x 174 mm. Language: English . Brand New Book. Design patterns are the cutting-edge paradigm for programming in object-oriented languages. Here they are discussed, for the first time in a book, in the context of implementing financial models in C++. Assuming only a basic knowledge of C++ and mathematical finance, the reader is taught how to produce well-designed, structured, re-usable code via concrete examples. Each example is treated in depth, with the whys and wherefores of the chosen method of solution critically examined. Part of the book is devoted to designing re-usable components that are then put together to build a Monte Carlo pricer for path-dependent exotic options. Advanced topics treated include the factory pattern, the singleton pattern and the decorator pattern. Complete ANSI/ISO-compatible C++ source code is included on a CD for the reader to study and re-use and so develop the skills needed to implement financial models with object-oriented programs and become a working financial engineer. Please note the CD supplied with this book is platform-dependent and PC users will not be able to use the files without manual intervention in order to remove extraneous characters.Cambridge University Press apologises for this error. Machine readable files for all users can be obtained from. Bookseller Inventory # AAA9780521832359

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 50.46
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Joshi, Mark S.
Published by Cambridge University Press (2004)
ISBN 10: 0521832357 ISBN 13: 9780521832359
New Hardcover Quantity Available: 1
Seller
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

Book Description Cambridge University Press, 2004. Hardcover. Book Condition: Brand New. hardback/cd-rom edition. 199 pages. 10.00x7.00x0.75 inches. In Stock. Bookseller Inventory # __0521832357

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 51.67
Convert Currency

Add to Basket

Shipping: US$ 7.48
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Joshi, Mark S.
ISBN 10: 0521832357 ISBN 13: 9780521832359
New Hardcover Quantity Available: 1
Seller
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description 2004. Hardback. Book Condition: NEW. 9780521832359 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Bookseller Inventory # HTANDREE01227037

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 53.56
Convert Currency

Add to Basket

Shipping: US$ 9.97
From United Kingdom to U.S.A.
Destination, Rates & Speeds

6.

Joshi, Mark S.
Published by Cambridge University Press (2004)
ISBN 10: 0521832357 ISBN 13: 9780521832359
New Hardcover Quantity Available: 1
Seller
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description Cambridge University Press, 2004. Hardcover. Book Condition: New. Bookseller Inventory # DADAX0521832357

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 74.49
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

7.

Joshi, Mark S.
Published by Cambridge University Press (2004)
ISBN 10: 0521832357 ISBN 13: 9780521832359
New Hardcover Quantity Available: 1
Seller
Irish Booksellers
(Rumford, ME, U.S.A.)
Rating
[?]

Book Description Cambridge University Press, 2004. Hardcover. Book Condition: New. book. Bookseller Inventory # 0521832357

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 85.52
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

8.

Joshi, Mark S.
Published by Cambridge University Press
ISBN 10: 0521832357 ISBN 13: 9780521832359
New Hardcover Quantity Available: 1
Seller
Cloud 9 Books
(West Palm Beach, FL, U.S.A.)
Rating
[?]

Book Description Cambridge University Press. Hardcover. Book Condition: New. 0521832357 New Condition. Bookseller Inventory # NEW6.0283872

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 90.00
Convert Currency

Add to Basket

Shipping: US$ 4.99
Within U.S.A.
Destination, Rates & Speeds

9.

Joshi, Mark S.
Published by Cambridge University Press (2004)
ISBN 10: 0521832357 ISBN 13: 9780521832359
New Hardcover Quantity Available: 3
Seller
Murray Media
(North Miami Beach, FL, U.S.A.)
Rating
[?]

Book Description Cambridge University Press, 2004. Hardcover. Book Condition: New. Bookseller Inventory # P110521832357

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 93.76
Convert Currency

Add to Basket

Shipping: US$ 2.99
Within U.S.A.
Destination, Rates & Speeds

10.

Joshi, Mark S.
Published by Cambridge University Press (2004)
ISBN 10: 0521832357 ISBN 13: 9780521832359
New Hardcover Quantity Available: 1
Seller
Booked Again
(Summit, NJ, U.S.A.)
Rating
[?]

Book Description Cambridge University Press, 2004. Hardcover. Book Condition: New. New item. Bookseller Inventory # QX-030-75-4041504

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 107.99
Convert Currency

Add to Basket

Shipping: US$ 10.00
Within U.S.A.
Destination, Rates & Speeds