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

• Authors: Mark S. Joshi - Joshi - Mark S.
• ISBN 10: 0521832357
• ISBN 13: 9780521832359
• Release: September 6, 2004
• Format: Hardcover (214 pages)
• List Price: $69.00
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  List Price: $69.00

  Tags: Business & Investing, Finance,

  Book 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.

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