C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)

Joshi, M. S.

ISBN 10: 0521721628 / ISBN 13: 9780521721622

Published by Cambridge University Press, 2008

About this Item

Special order direct from the distributor. Seller Inventory # ING9780521721622

Bibliographic Details

Title: C++ Design Patterns and Derivatives Pricing ...

Publisher: Cambridge University Press

Publication Date: 2008

Binding: Paperback

Condition: New

Edition: 2nd Edition.

About this title

Synopsis:

Using carefully-chosen examples, this book explains how to create well-designed, structured, reusable code, particularly for financial applications. New chapters explain interfacing C++ with EXCEL, designing a generic factory, and improving code design with decoupling. Complete ANSI/ISO compatible C++ source code is hosted on an accompanying web site.

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

'This book is thought-provoking and rewarding. Even for the less experienced programmer, the presentation is readily accessible, and the coded examples can be directly used to solve real-life problems.' Journal of the American Statistics Association

'This book, although it is quite short, does cover a significant amount of material and does deal with some fairly advanced topics that are important to practitioners. The real strength of the book is its clarity and conciseness.' SIAM Review