C++ Design Patterns and Derivatives Pricing
Language: English
Published by Cambridge University Press, GB, 2008
- Softcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
£ 93.41
Quantity: Over 20 available
Add to basketItem description from seller
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++.
Seller Inventory # LU-9780521721622
- Title
- C++ Design Patterns and Derivatives Pricing
- Author
- M. S. Joshi
- Publisher
- Cambridge University Press, GB
- Publication year
- 2008
- Condition
- New
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0521721628
- ISBN 13
- 9780521721622
- Edition
- 2nd.
- Item weight
- 640 grams
- Dimensions
- 16.99 x 1.78 x 24.41 cm
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Rarewaves.com USA
London, London, United Kingdom
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