C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk, Series Number 2) - Hardcover
Synopsis
Shows how to combine mathematical finance and object-oriented programming to practical effect.
"synopsis" may belong to another edition of this title.
Review
'This is a short book, but an elegant one. It would serve as an excellent course text for a course on the practical aspects of mathematical finance.' International Statistical Institute
Book Description
The author shows the relevance and use of OOP to financial mathematics by describing how to price derivatives to obtain reusable and extensible code. Those who know the basics of C++ and mathematical finance, but are unclear how to use OOP to implement models, will welcome this account.
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk, Series Number 2)
Published by
Cambridge University Press, 2004
ISBN 10: 0521832357
ISBN 13: 9780521832359
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk, Series Number 2)
Published by
Cambridge University Press, 2004
ISBN 10: 0521832357
ISBN 13: 9780521832359
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Hardcover
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk, Series Number 2)
Published by
Cambridge University Press, 2004
ISBN 10: 0521832357
ISBN 13: 9780521832359
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Hardcover
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
Published by
Cambridge University Press, 2004
ISBN 10: 0521832357
ISBN 13: 9780521832359
Used
Hardcover
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
Published by
Cambridge University Press, 2004
ISBN 10: 0521832357
ISBN 13: 9780521832359
New
Hardcover
Seller: The Book Spot, Sioux Falls, MN, U.S.A.
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