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Item Details
| Title:
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C++ DESIGN PATTERNS AND DERIVATIVES PRICING
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| By: |
M.S. Joshi |
| Format: |
Paperback |
| List price:
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£62.00 |
| Our price: |
£54.25 |
| Discount: |
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| You save:
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£7.75 |
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| ISBN 10: |
0521721628 |
| ISBN 13: |
9780521721622 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
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| Stock: |
Currently 0 available |
| Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
| Pub. date: |
22 May, 2008 |
| Edition: |
2nd Revised edition |
| Series: |
Mathematics, Finance and Risk 2 |
| Pages: |
306 |
| Description: |
Explains how to create well-designed, structured, reusable C++ code, particularly for financial applications. |
| 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++. |
| Illustrations: |
50 exercises |
| Publication: |
UK |
| Imprint: |
Cambridge University Press |
| Returns: |
Returnable |
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