Pushkar N. Kaul; Balawant S. Joshi; E. Domingo; A. Mas; E. Yuste; N. Pariente; S. Sierra; M. Gutiérrez-Rivas; Menéndez-A Birkhäuser (2012) Saatavuus: Tilaustuote Pehmeäkantinen kirja
Cambridge University Press Sivumäärä: 306 sivua Asu: Pehmeäkantinen kirja Painos: 2nd Revised edition Julkaisuvuosi: 2008, 22.05.2008 (lisätietoa) Kieli: Englanti
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++.
