9780521832359-0521832357-C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk, Series Number 2)

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

ISBN-13: 9780521832359
ISBN-10: 0521832357
Author: Mark S. Joshi
Publication date: 2004
Publisher: Cambridge University Press
Format: Hardcover 214 pages
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Book details

ISBN-13: 9780521832359
ISBN-10: 0521832357
Author: Mark S. Joshi
Publication date: 2004
Publisher: Cambridge University Press
Format: Hardcover 214 pages

Summary

C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk, Series Number 2) (ISBN-13: 9780521832359 and ISBN-10: 0521832357), written by authors Mark S. Joshi, was published by Cambridge University Press in 2004. With an overall rating of 3.9 stars, it's a notable title among other Finance (Software, Applied, Mathematics) books. You can easily purchase or rent C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk, Series Number 2) (Hardcover) from BooksRun, along with many other new and used Finance books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $0.3.

Description

Combining mathematical finance with C++ and object-oriented programming (00P), M. Joshi demonstrates the relevance and use of OOP in financial mathematics by describing how to use price derivatives to obtain reusable and extensible code. A large part of the book is devoted to designing reusable components which are then combined to build a Monte Carlo pricer for exotic equity derivatives. Readers knowing the basics of C++ and mathematical finance, but are unclear how to use OOP to implement models, will welcome this analysis.

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