Categorias: Idiomas | Inglês Americano


C++ Design Patterns And Derivatives Pricing Joshi, Mark Cambridge Usa
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Sinopse

´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 Newly updated second edition and now in paperback! This is the first book on implementing financial models using object-oriented C++. 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 p


Detalhes do produto

Peso: 0,4 kg
Número de páginas: 306
Ano de edição: 2008
ISBN 10: 0521721628
ISBN 13: 9780521721622
Idioma : Inglês Americano
Tipo de produto : Livro
Assuntos : Engenharia Financeira
Assuntos : Engenharia da Computação


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