C++ Design Patterns and Derivatives Pricing Joshi M.S.
C++ Design Patterns and Derivatives Pricing Joshi M.S. Newly updated second edition and now in paperback This is the first book on implementing financial models using object-oriented C++. This new…
Specifikacia C++ Design Patterns and Derivatives Pricing Joshi M.S.
C++ Design Patterns and Derivatives Pricing Joshi M.S.
Newly updated second edition and now in paperback This is the first book on implementing financial models using object-oriented C++. 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. 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.
Whether you are a student of financial mathematics, a working quantitative analyst or financial mathematician, you need this book. 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. Offering practical steps for implementing pricing models for complex financial products,
Pricing Design
Design Patterns in C
Design Patterns