{"product_id":"c-design-patterns-and-derivatives-pricing-paperback-9780521721622","title":"C++ Design Patterns and Derivatives Pricing (Paperback) 9780521721622","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eC++ Design Patterns and Derivatives Pricing\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cem\u003eExplains how to create well-designed, structured, reusable C++ code, particularly for financial applications.\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eM. S. Joshi (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780521721622, Cambridge University Press\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePaperback, published 22 May 2008\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e306 pages, 50 exercises\u003cbr\u003e24.7 x 17.4 x 1.6 cm, 0.64 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cem\u003e\u003cfont size=\"3\"\u003e'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\u003c\/font\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eDesign 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++.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePreface\u003cbr\u003e 1. A simple Monte Carlo model\u003cbr\u003e 2. Encapsulation\u003cbr\u003e 3. Inheritance and virtual functions\u003cbr\u003e 4. Bridging with a virtual constructor\u003cbr\u003e 5. Strategies, decoration and statistics\u003cbr\u003e 6. A random numbers class\u003cbr\u003e 7. An exotics engine and the template pattern\u003cbr\u003e 8. Trees\u003cbr\u003e 9. Solvers, templates and implied volatilities\u003cbr\u003e 10. The factory\u003cbr\u003e 11. Design patterns revisited\u003cbr\u003e 12. The situation in 2007\u003cbr\u003e 13. Exceptions\u003cbr\u003e 14. Templatizing the factory\u003cbr\u003e 15. Interfacing with EXCEL\u003cbr\u003e 16. Decoupling\u003cbr\u003e A. Black–Scholes formulas\u003cbr\u003e B. Distribution functions\u003cbr\u003e C. A simple array class\u003cbr\u003e D. The code\u003cbr\u003e Bibliography\u003cbr\u003e Index.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Object-oriented programming [\u003ca title=\"See our other books on Object-oriented programming\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Object-oriented%20programming%20%5BOOP%5D%20%5BUMN%5D%22\"\u003eOOP UMN\u003c\/a\u003e], Applied mathematics [\u003ca title=\"See our other books on Applied mathematics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Applied%20mathematics%20%5BPBW%5D%22\"\u003ePBW\u003c\/a\u003e], Finance [\u003ca title=\"See our other books on Finance\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Finance%20%5BKFF%5D%22\"\u003eKFF\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":46000896835864,"sku":"9780521721622","price":52.99,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/products\/9780521721622i_f5feb590-082c-4b73-94d6-2a6640578eb4.jpg?v=1691380515","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/c-design-patterns-and-derivatives-pricing-paperback-9780521721622","provider":"Freshly Printed Books","version":"1.0","type":"link"}