Thursday, August 23, 2012

C++ Design Patterns and Derivatives Pricing (repost)

C++ Design Patterns and Derivatives Pricing (repost)


Mark Suresh Joshi, -C++ Design Patterns and Derivatives Pricing-

English | 2 edition | English | 2008-06-09 | ISBN: 0521721628 | 310 pages | PDF | 2 mb

Newly updated maintainer edition and now in paperback! This is the primitive book on implementing financial models using existence-oriented C++. Assuming only a basic cognition of C++ and mathematical finance, the reader learns in what plight to produce well-designed, structured, reusable code via carefully-chosen examples. This modern edition includes several new chapters capsule topics of increasing robustness in the demeanor of exceptions, designing a generic body of factors, interfacing C++ with EXCEL, and improving collection of laws design using the idea of decoupling.

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