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  C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) (Paperback) By (author) M.S. Joshi

  

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  Short Description for C++ Design Patterns and Derivatives PricingExplains how to create well-designed, structured, reusable C++ code, particularly for financial applications.
  Full description

  • Publisher: CAMBRIDGE UNIVERSITY PRESS
  • Published: 30 June 2008
  • Format: Paperback 308 pages
  • See: Full bibliographic data
  • Categories: Finance | Investment & Securities | Business Mathematics & Systems | Applied Mathematics | Enterprise Software | Object-oriented Programming (OOP) | Programming & Scripting Languages: General
  • ISBN 13: 9780521721622 ISBN 10: 0521721628
  • Sales rank: 137,474

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Full description for 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 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++.