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Ebooks C++ Design Patterns and Derivatives Pricing PDF by M.S. Joshi for free Category: Finance
The author of the book: M.S. Joshi
Edition: CAMBRIDGE UNIVERSITY PRESS
Date of issue: 30 Jun 2008
EAN: 0521721628
ISBN: 9780521721622
Language: English
Format files: Epub, PDF
The size of the: 620 KB
City - Country: Cambridge, United Kingdom

Full description of the book "C++ Design Patterns and Derivatives Pricing":

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 PDF 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++.

C++ Design Patterns and Derivatives Pricing PDF Epub



About the author M.S. Joshi

Mark S. Joshi is an Associate Professor in the Centre for Actuarial Studies at the University of Melbourne.


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C++ Design Patterns and Derivatives Pricing PDF Epub


6 Comments:


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