店铺推荐
C Design Patterns and Derivatives Pricing
作者: Joshi, M. S.
出版社: Cambridge University Press (2008年06月01日)
页数: 292页
语种: 英语
ISBN: 9780521721622
条形码: 9780521721622
商品重量: 640.00g
商品尺寸: 24.64cm * 17.02cm * 1.52cm
编辑推荐
Newly updated second edition and now in paperback This is the first book on implementing financial models using object-oriented C . Assuming only a basic knowledge of C and mathematical finance, the reader learns how to produce well-designed, structured, reusable code via carefully-chosen examples. This new edition includes several new chapters covering topics of increasing robustness in the presence of exceptions, designing a generic factory, interfacing C with EXCEL, and improving code design using the idea of decoupling. Complete ANSI/ISO compatible C source code is hosted on an accompanying website for the reader to study in detail, and reuse as they see fit. Whether you are a student of financial mathematics, a working quantitative analyst or financial mathematician, you need this book. Offering practical steps for implementing pricing models for complex financial products, it will transform your understanding of how to use C .
作者简介
Joshi, M. S.: - Mark S. Joshi is an Associate Professor in the Centre for Actuarial Studies at the University of Melbourne.
