| C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) |  | Author: M. S. Joshi
Publisher: Cambridge University Press
Category: Book
List Price: $60.00
Buy New: $47.66
as of 5/22/2012 16:07 HKT details
You Save: $12.34 (21%)
New (35) Used (22) from $43.99
Seller: fatbraincouk
Sales Rank: 284,685
Languages: English (Unknown), English (Original Language), English (Published)
Media: Paperback
Edition: 2
Pages: 308
Number Of Items: 1
Shipping Weight (lbs): 1.4
Dimensions (in): 9.6 x 6.9 x 0.7
ISBN: 0521721628
EAN: 9780521721622
ASIN: 0521721628
Publication Date: June 9, 2008
Availability: Usually ships in 1-2 business days
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Product Description
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++.
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