[PDF.92ee] C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
Mark S. Joshi
[PDF.at71] C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
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| #562397 in Books | Cambridge University Press | 2004-09-06 | Original language:English | PDF # 1 | 9.72 x.63 x6.85l,1.38 | File type: PDF | 214 pages | ||1 of 1 people found the following review helpful.| Not for somebody with development background|By S. Dutta|Good to validate what I already knew but nothing more. Too expensive for the material as well. Some what disappointed.|2 of 2 people found the following review helpful.| excellent reference for practitioners|By Paul S. Stafford|This book met all my expectations. well||"This book is thought-provoking and rewarding. Even for the less experienced programmer, the presentation is readily accessible, and the coded examples can be directly used to solve real-life problems." Journal of the American Statistics Association, A
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 ...
You can specify the type of files you want, for your gadget.C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) | Mark S. Joshi. I really enjoyed this book and have already told so many people about it!
