C++ Design Patterns And Derivatives Pricing (mathematics, Finance And Risk)
by M. S. Joshi /
2008 / English / PDF
4 MB Download
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++.
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++.
