C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) Book + PRICE WATCH * Amazon pricing is not included in price watch

C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) Book

This is the first book that combines the areas of mathematical finance, C++, and object-oriented programming (OOP). The author shows shows the relevance and use of OOP to financial mathematics by describing how to price derivatives to obtain reusable and extensible code. Much of the book is devoted to designing reusable components which are then combined to build a Monte Carlo pricer for exotic equity derivatives. Those who know the basics of C++ and mathematical finance, but are unclear how to use OOP to implement models, will welcome this account.Read More

from£52.65 | RRP: £39.00
* Excludes Voucher Code Discount Also available Used from £27.77
  • Product Description

    Combining mathematical finance with C++ and object-oriented programming (00P), M. Joshi demonstrates the relevance and use of OOP in financial mathematics by describing how to use price derivatives to obtain reusable and extensible code. A large part of the book is devoted to designing reusable components which are then combined to build a Monte Carlo pricer for exotic equity derivatives. Readers knowing the basics of C++ and mathematical finance, but are unclear how to use OOP to implement models, will welcome this analysis.

  • 0521832357
  • 9780521832359
  • Mark S. Joshi
  • 5 August 2004
  • Cambridge University Press
  • Hardcover (Book)
  • 214
  • Har/Cdr
As an Amazon Associate we earn from qualifying purchases. If you click through any of the links below and make a purchase we may earn a small commission (at no extra cost to you). Click here to learn more.

Would you like your name to appear with the review?

We will post your book review within a day or so as long as it meets our guidelines and terms and conditions. All reviews submitted become the licensed property of www.find-book.co.uk as written in our terms and conditions. None of your personal details will be passed on to any other third party.

All form fields are required.