![C++ Design Patterns and Derivatives Pricing (2nd edition) [Repost]](https://pixhost.icu/avaxhome/08/11/002b1108_medium.jpeg)
C++ Design Patterns and Derivatives Pricing (2nd edition) [Repost]
![C++ Design Patterns and Derivatives Pricing (2nd edition) [Repost]](https://pixhost.icu/avaxhome/08/11/002b1108.jpeg)
M. S. Joshi - C++ Design Patterns and Derivatives Pricing (2nd edition)
Published: 2008-06-09 | ISBN: 0521721628 | PDF | 306 pages | 2 MB
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, 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++.