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Joshi, M. S. - C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) - 9780521721622 - V9780521721622
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)

€ 70.45
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Description for C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) Paperback. Explains how to create well-designed, structured, reusable C++ code, particularly for financial applications. Series: Mathematics, Finance and Risk. Num Pages: 306 pages, 50 exercises. BIC Classification: PBW. Category: (P) Professional & Vocational. Dimension: 247 x 175 x 16. Weight in Grams: 570. Series: Mathematics, Finance and Risk. 308 pages, 50 exercises. Explains how to create well-designed, structured, reusable C++ code, particularly for financial applications. Cateogry: (P) Professional & Vocational. BIC Classification: PBW. Dimension: 247 x 175 x 16. Weight: 630.
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 ... Read more

Product Details

Format
Paperback
Publication date
2008
Publisher
Cambridge University Press
Number of pages
306
Condition
New
Series
Mathematics, Finance and Risk
Number of Pages
306
Place of Publication
Cambridge, United Kingdom
ISBN
9780521721622
SKU
V9780521721622
Shipping Time
Usually ships in 4 to 8 working days
Ref
99-2

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

Reviews for C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
'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.' ... Read more

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