C++ Design Patterns and Derivatives Pricing (Mathematics,

C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk, Series Number 2)
- Used Book in Good Condition
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++.
Country USA
Brand Cambridge University Press
Manufacturer Cambridge University Press
Binding Paperback
ItemPartNumber 50 exercises
ReleaseDate 2008-05-22
UnitCount 1
EANs 9780521721622

C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk, Series Number 2)