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

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

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Lately updated second edition and now in paperback! This is the very first book on implementing financial models employing object-oriented C + +. Assuming simple understanding of finance C + + and mathematics, the reader learns how to create well developed, structured, with examples of reusable code carefully chosen. This new edition contains several new chapters covering topics of increasing robustness in the presence of exceptions, designing a generic factory, the C + + interface with Excel, and improving the style with code the idea of ​​decoupling. Full ANSI / ISO C + + compatible source code is hosted on a support site for the reader to study in detail, and reuse as they see fit. Regardless of whether you’re a student in monetary mathematics, a quantitative analyst working or monetary mathematician, you want this book. Offering practical actions for implementing pricing models for complicated monetary products, it will transform your understanding of how to use C + +. C++ Style Patterns and Derivatives Pricing (Mathematics, Finance and Risk)

\n\nC++ Style Patterns and Derivatives Pricing (Mathematics, Finance and Risk) Ebook

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