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C++ Design Patterns and Derivatives Pricing - Mathematics, Finance and Risk 2 (Paperback)
  • C++ Design Patterns and Derivatives Pricing - Mathematics, Finance and Risk 2 (Paperback)
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C++ Design Patterns and Derivatives Pricing - Mathematics, Finance and Risk 2 (Paperback)

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£45.99
Paperback 306 Pages / Published: 22/05/2008
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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++.

Publisher: Cambridge University Press
ISBN: 9780521721622
Number of pages: 306
Weight: 640 g
Dimensions: 247 x 174 x 16 mm
Edition: 2nd Revised edition


MEDIA REVIEWS
'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.' Journal of the American Statistics Association
'This book, although it is quite short, does cover a significant amount of material and does deal with some fairly advanced topics that are important to practitioners. The real strength of the book is its clarity and conciseness.' SIAM Review

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