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C++ Design Patterns and Derivatives Pricing
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C++ Design Patterns and Derivatives Pricing Paperback - 2008 - 2nd Edition

by M. S. Joshi


From the publisher

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++.

Details

  • Title C++ Design Patterns and Derivatives Pricing
  • Author M. S. Joshi
  • Binding Paperback
  • Edition number 2nd
  • Edition 2
  • Pages 306
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press, Cambridge
  • Date 2008-05-22
  • Features Bibliography, Glossary, Index, Table of Contents
  • ISBN 9780521721622 / 0521721628
  • Weight 1.41 lbs (0.64 kg)
  • Dimensions 9.7 x 6.7 x 0.6 in (24.64 x 17.02 x 1.52 cm)
  • Library of Congress subjects Business mathematics, Derivative securities - Prices -
  • Library of Congress Catalog Number 2008276309
  • Dewey Decimal Code 332.632
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C++ Design Patterns and Derivatives Pricing
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C++ Design Patterns and Derivatives Pricing

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

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C++ Design Patterns and Derivatives Pricing

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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
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Paperback / softback. New. Using carefully-chosen examples, this book explains how to create well-designed, structured, reusable code, particularly for financial applications. New chapters explain interfacing C++ with EXCEL, designing a generic factory, and improving code design with decoupling. Complete ANSI/ISO compatible C++ source code is hosted on an accompanying web site.
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Cambridge Univ Pr, 2008. Paperback. New. 2nd edition. 292 pages. 9.50x7.00x0.75 inches.
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