6068120

9780521721622

C++ Design Patterns and Derivatives Pricing

C++ Design Patterns and Derivatives Pricing
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  • ISBN-13: 9780521721622
  • ISBN: 0521721628
  • Edition: 2
  • Publisher: Cambridge University Press

AUTHOR

Joshi, M. S.

SUMMARY

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 structured, reusable code via carefully-chosen examples.Joshi, M. S. is the author of 'C++ Design Patterns and Derivatives Pricing' with ISBN 9780521721622 and ISBN 0521721628.

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