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Title Details

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Title   C++ Design Patterns & Derivatives Pricing 

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Author   JOSHI M  ISBN   9780521721622  Add to shopping cart   
Publisher   Cambridge University Press  Group   Commerce/Law View shopping cart
Binding   Paperback Category   Economics  Terms and conditions
Edition   2 Type   Go back
Publication Year   2008 
Subject   Applied mathematics 
Stock Status   Not currently in stock - contact store for availability 
Order Status   Not currently on order 
Synopsis Design patterns are the cutting-edge paradigm for programming in C++, and they are here discussed in depth using examples from financial mathematics. 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++.

Featured in the May 2008 Business Books newsletter.
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