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Book synopsis

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++.

Book details

Book category Books in English Mathematics & science Mathematics Applied mathematics

• Full title: C++ Design Patterns and Derivatives Pricing
• Author: Mark S Joshi
• Language: English
• Binding: Paperback
• Number of pages: 306
• EAN: 9780521721622
• ISBN: 0521721628
• ID: 04094679
• Publisher: Cambridge University Press
• Weight: 570 g
• Dimensions: 247 × 175 × 16 mm
• Date of publishing: 22. May 2008

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