C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
Newly updated second edition and now in paperback! This is the first book on implementing financial models using object-oriented C++. Get and download textbook C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) for free
C++ Design Patterns and Derivatives Pricing
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 C++ Design Patterns and Derivatives Pricing new edition
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C++ Design Patterns and Derivatives Pricing: MS Joshi
C++ Design Patterns and Derivatives Pricing, ISBN-13: 9780521832359, ISBN-10: 0521832357
C++ Design Patterns and Derivatives Pricing : Paperback : CAMBRIDGE UNIVERSITY PRESS : 9780521721622 : 0521721628 : 30 Jun 2008 : Explains how to create well-designed, structured, reusable C++ code, particularly for financial applications.
C++ Design Patterns and Derivatives Pricing Cambridge University Press 9780521721622 09780521721622
C++ Design Patterns and Derivatives Pricing Textbook
Whether you are a student of financial mathematics, a working quantitative
