C++ Design Patterns and Derivatives Pricing (English, M. S. Joshi)
by M. S. Joshi
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521721622
ISBN-10
0521721628
Author
M. S. Joshi
About the Book
Newly updated second edition and now in paperback! This is the first book on implementing financial models using object-oriented C++. 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…
ISBN: 9780521721622
ISBN-13: 9780521721622
ISBN-10: 0521721628
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Product ID: isbn-9780521721622
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