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

Joshi, Mark S.

 
9780521832359: C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk, Series Number 2)
Tapa dura
ISBN 10: 0521832357 ISBN 13: 9780521832359
Editorial: Cambridge University Press, 2004

Sinopsis

Shows how to combine mathematical finance and object-oriented programming to practical effect.

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Críticas

'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

Reseña del editor

Design patterns are the cutting-edge paradigm for programming in object-oriented languages. Here they are discussed, for the first time in a book, in the context of implementing financial models in C++. Assuming only a basic knowledge of C++ and mathematical finance, the reader is taught how to produce well-designed, structured, re-usable code via concrete examples. Each example is treated in depth, with the whys and wherefores of the chosen method of solution critically examined. Part of the book is devoted to designing re-usable components that are then put together to build a Monte Carlo pricer for path-dependent exotic options. Advanced topics treated include the factory pattern, the singleton pattern and the decorator pattern. Complete ANSI/ISO-compatible C++ source code is included on a CD for the reader to study and re-use and so develop the skills needed to implement financial models with object-oriented programs and become a working financial engineer. Please note the CD supplied with this book is platform-dependent and PC users will not be able to use the files without manual intervention in order to remove extraneous characters. Cambridge University Press apologises for this error. Machine readable files for all users can be obtained from www.markjoshi.com/design.

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Editorial
Cambridge University Press
Año de publicación
2004
Idioma
Inglés
ISBN 10 
0521832357
ISBN 13 
9780521832359
Encuadernación
Tapa dura
Número de páginas
214
Contacto del fabricante
no disponible
Persona responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
Francia