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

C Design Patterns and Derivatives Pricing Mathematics Finance and Risk Band 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 mathematica

  • Title: C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk, Band 2)
  • Author: Mark S. Joshi
  • ISBN: 0521721628
  • Page: 319
  • Format:
  • 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.

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      Mark S. Joshi

    About Author

    1. Mark S. Joshi Is a well-known author, some of his books are a fascination for readers like in the C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk, Band 2) book, this is one of the most wanted Mark S. Joshi author readers around the world.

    One thought on “C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk, Band 2)

    1. Content MC and tree pricing approach, but no PDE therefore 4.Intermediate level of C are necessary.Easygoing introduction and explanation of C paterns and their implementation to pricing engine This book solves some projects stated at the end of his other book Concepts


    2. Good to validate what I already knew but nothing Too expensive for the material as well.Some what disappointed.


    3. This book met all my expectations well organized, it follows an orderly progression of and complex techniques and patterns to solve the basic derivative pricing problem Joshi also provides source code on his website so you can easily implement solutions and modify them as you wish I found they all compiled on MS Visual C Express 2008 with no problems at all


    4. I couldn t help feeling that my good academic knowledge of C confirmed by 98% Brainbench score did not make me a quant developer Here is a list of questions that I didn t know the answers for 1 How often are the principles of OOP useful in practice For instance, is it always a good idea to create classes and virtual functions If not, why 2 What technical features of C are important for quant development as opposed to only being used to create tricky test questions Examples include pointers to me [...]


    5. A useful reference on C implementation of most common derivative models Mostly good on details Can be useful for an entry to intermediate level quant Generally recommended.


    6. This book is easy to read and hands on Although there are a lot of excellent books which will give you an introduction to C for general purposes, I will still recommend this book to people who want to learn C for derivatives pricing.


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