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C++ Design Patterns and Derivatives Pricing
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C++ Design Patterns and Derivatives Pricing Hardcover - 2004

by Mark S. Joshi


From the publisher

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.

First line

In the first part of this book, we shall study the pricing of derivatives using Monte Carlo simulation.

Details

  • Title C++ Design Patterns and Derivatives Pricing
  • Author Mark S. Joshi
  • Binding Hardcover
  • Edition [ Edition: Repri
  • Pages 214
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press
  • Date September 6, 2004
  • ISBN 9780521832359 / 0521832357
  • Weight 1.38 lbs (0.63 kg)
  • Dimensions 10.06 x 6.82 x 0.61 in (25.55 x 17.32 x 1.55 cm)
  • Library of Congress subjects Business mathematics, Derivative securities - Prices -
  • Library of Congress Catalog Number 2003065293
  • Dewey Decimal Code 332.645
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C++ DESIGN PATTERNS and DERIVATIVES PRICING, Mathematics, Finance and Risk, No C/D Is Included. *
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C++ DESIGN PATTERNS and DERIVATIVES PRICING, Mathematics, Finance and Risk, No C/D Is Included. *

by JOSI, Mark S., Royal Bank of Scotland Group.

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United Kingdom and Various Other Locations * * * * * : Cambridge University Press , 2006. 1st Edition 3rd Printing. Hardcover. Fine. Fine/, 2006 . Book: Fine/, $39.77 0521832357 C++ DESIGN PATTERNS and DERIVATIVES PRICING, Mathematics, Finance and Risk, No C/D Is Included. * JOSI, Mark S., Royal Bank of Scotland Group. Cambridge University Press 2006 United Kingdom and Various Other Locations 1sT Edition, 3rD Printing with Corrections H/c. Light Blue With Dark Blue Stripe On Top And Dark Blue Bottom Cloth Spine And Title In 0ff~White and Dark Blue Letters, Hard Cover Book: Fine/, Slight Shelf, Edge And Corner Wear. 199 Numbered Pages That Are Printed On 0ff~White Paper In Fine/As New/ Condition, Clean And Tight To The Spine. C/d Packet In Rear Is Empty. = = SYNOPSIS: `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… Read More
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)

by Mark S. Joshi

  • Used
  • Hardcover
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Used: Good
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Hardcover
ISBN 10 / ISBN 13
9780521832359 / 0521832357
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Cambridge University Press, 2004-09-06. Hardcover. Used: Good.
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk, Series Number 2)
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk, Series Number 2)

by Joshi, Mark S

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ISBN 10 / ISBN 13
9780521832359 / 0521832357
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Cambridge University Press, 2004-09-06. Hardcover. New. New. In shrink wrap. Looks like an interesting title!
Item Price
£82.86
£4.41 shipping to USA