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About C++ Design Patterns and Derivatives Pricing
Newly updated second edition and now in paperback! This is the first book on implementing financial models using object-oriented C++. 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++.
Detailed Information
| Author: | M. S. Joshi |
|---|---|
| Publication Year: | 2008 |
| ISBN: | 9780511396939 |
| Pages: | 310 |
| Language: | English |
| File Size: | 0.73 |
| Format: | |
| Price: | FREE |
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