C++ Design Patterns and Derivatives Pricing

Author: M. S. Joshi
Edition: 2
Binding: Paperback
ISBN: 0521721628

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

Newly updated second edition and now in paperback! This is the first book on implementing financial models using object-oriented C++. Get C++ Design Patterns and Derivatives Pricing computer books for free.
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 Check C++ Design Patterns and Derivatives Pricing our best computer books for 2013. All books are available in pdf format and downloadable from rapidshare, 4shared, and mediafire.

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