Using carefully-chosen examples, this book explains how to create well-designed, structured, reusable code, particularly for financial applications. New chapters explain interfacing C++ with EXCEL, designing a generic factory, and improving code design with decoupling. Complete ANSI/ISO compatible C++ source code is hosted on an accompanying web site.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
'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
Mark S. Joshi is an Associate Professor in the Centre for Actuarial Studies at the University of Melbourne.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
Gratis für den Versand innerhalb von/der USA
Versandziele, Kosten & DauerEUR 14,09 für den Versand von Vereinigtes Königreich nach USA
Versandziele, Kosten & DauerAnbieter: BooksRun, Philadelphia, PA, USA
Paperback. Zustand: Very Good. 2. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported. Artikel-Nr. 0521721628-8-1
Anzahl: 1 verfügbar
Anbieter: WorldofBooks, Goring-By-Sea, WS, Vereinigtes Königreich
Paperback. Zustand: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Artikel-Nr. GOR003837643
Anzahl: 2 verfügbar
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Zustand: New. In. Artikel-Nr. ria9780521721622_new
Anzahl: Mehr als 20 verfügbar
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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++. Artikel-Nr. 9780521721622
Anzahl: 1 verfügbar