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C++ Design Patterns and Derivatives Pricing (Mathe... by Joshi, Mark S. Hardback
FREE US DELIVERY | ISBN: 0521832357 | Quality Books
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N.º de artículo de eBay:392772213779
Última actualización el 08 may 2025 23:48:24 H.EspVer todas las actualizacionesVer todas las actualizaciones
Características del artículo
- Estado
- ISBN
- 0521832357
- EAN
- 9780521832359
- Date of Publication
- 2004-08-05
- Release Title
- C++ Design Patterns and Derivatives Pricing (Mathematics, Fina...
- Artist
- Joshi, Mark S.
- Brand
- N/A
- Colour
- N/A
- Book Title
- C++ Design Patterns and Derivatives Pricing (Mathematics, Fina...
Acerca de este producto
Product Identifiers
Publisher
Cambridge University Press
ISBN-10
0521832357
ISBN-13
9780521832359
eBay Product ID (ePID)
5966510
Product Key Features
Number of Pages
214 Pages
Publication Name
C++ Design Patterns and Derivatives Pricing
Language
English
Subject
Programming Languages / C++, Investments & Securities / Derivatives, Econometrics, Applied, Business Mathematics
Publication Year
2004
Type
Textbook
Subject Area
Mathematics, Computers, Business & Economics
Series
Mathematics, Finance and Risk Ser.
Format
Hardcover
Dimensions
Item Height
0.6 in
Item Weight
22.1 Oz
Item Length
10 in
Item Width
7.1 in
Additional Product Features
Intended Audience
Scholarly & Professional
LCCN
2003-065293
Reviews
'This is a short book, but an elegant one. It would serve as an excellent course text for a course on the practical aspects of mathematical finance.' International Statistical Institute, "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, Ana-Maria Matache, "This book, although it is quite short, does cover a significant amount of material and does deal with some fairly advanced topics that are important to practitioners. The real strength of the book is its clarity and conciseness." Anita Mayo, Sherman Wong, Baruch College, CUNY, SIAM Review
Dewey Edition
22
Series Volume Number
Series Number 2
Illustrated
Yes
Dewey Decimal
332.64/57/02855133
Table Of Content
Preface; 1. A simple Monte Carlo model; 2. Encapsulation; 3. Inheritance and virtual functions; 4. Bridging with a virtual constructor; 5. Strategies, decoration and statistics; 6. A random numbers class; 7. An exotics engine and the template pattern; 8. Trees; 9. Solvers, templates and implied vols; 10. The factory; 11. Design patterns revisited; Appendix A. Black-Scholes formulas; Appendix B. Distribution functions; Appendix C. A simple array class; Appendix D. The code; Bibliography.
Synopsis
The author shows the relevance and use of OOP to financial mathematics by describing how to price derivatives to obtain reusable and extensible code. Those who know the basics of C++ and mathematical finance, but are unclear how to use OOP to implement models, will welcome this account., Design patterns are the cutting-edge paradigm for programming in object-oriented languages. Here they are discussed, for the first time in a book, in the context of implementing financial models in C++. Assuming only a basic knowledge of C++ and mathematical finance, the reader is taught how to produce well-designed, structured, re-usable code via concrete examples. Each example is treated in depth, with the whys and wherefores of the chosen method of solution critically examined. Part of the book is devoted to designing re-usable components that are then put together to build a Monte Carlo pricer for path-dependent exotic options. Advanced topics treated include the factory pattern, the singleton pattern and the decorator pattern. Complete ANSI/ISO-compatible C++ source code is included on a CD for the reader to study and re-use and so develop the skills needed to implement financial models with object-oriented programs and become a working financial engineer. Please note the CD supplied with this book is platform-dependent and PC users will not be able to use the files without manual intervention in order to remove extraneous characters. Cambridge University Press apologises for this error. Machine readable files for all users can be obtained from www.markjoshi.com/design., 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.
LC Classification Number
HG6024.A3 J665 2004
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Información de vendedor profesional
Número de IVA: GB 922696893
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World of Books USA
90,7% de votos positivos•5,3 millones artículos vendidos
Registrado como vendedor profesional
Votos de vendedor (1.577.251)
- n***n (1264)- Votos emitidos por el comprador.Mes pasadoCompra verificadaAWESOME SELLER, EXCELLENT SERVICE! I really appreciate that my order was shipped out & arrived very quickly, it was packed with great care & the book is in very good condition exactly as pictured & described & for such a great price too! Seller had very quick response to a question I had about the tracking for my order & assured me that my order was on its way & would be delivered as promised & it was! I am super-happy with my purchase from this fantastic seller & very highly recommend! Thanks!
- 4***7 (220)- Votos emitidos por el comprador.Últimos 6 mesesCompra verificada1st edition, 2nd impression edition of "The Drunken Forest," by Gerald Durrell is as pictured & described. Arrived quickly & safely! Got a great deal on it! Great communication! The book, with a protective mylar cover, was wrapped in bubble wrap, then wrapped in sturdy cardboard, then placed in a rugged bubble mailer! Fort Knox in a mailer! So hard to get an early edition of this classic! So happy to add to my growing collection of nature & science books! Thank you! !!Seller Highly Recommended!!
- a***e (198)- Votos emitidos por el comprador.Mes pasadoCompra verificadaSent message to seller when tracking number for UPS was showing tracking # invalid. Seller responded but didn’t answer my questions specifically. Only that item was sent which wasn’t helpful at the time but I waited. Package arrived in mail - delivered by USPS not UPS. No worries. Besides that… A+ seller. Good price. Good quality.