C++ design patterns and derivatives pricing (Record no. 50895)

000 -LEADER
fixed length control field 01495nam a2200229Ia 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 140323b2004 xxu||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780521832359
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.63
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Joshi, Mark
9 (RLIN) 64777
245 ## - TITLE STATEMENT
Title C++ design patterns and derivatives pricing
Statement of responsibility, etc. Joshi, Mark
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. Cambridge
Name of publisher, distributor, etc. Cambridge University Press
Date of publication, distribution, etc. 2004
300 ## - PHYSICAL DESCRIPTION
Extent xiii, 199 p.
365 ## - TRADE PRICE
Price amount UKP 35.00
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE
Title Mathematics, Finance and Risk
9 (RLIN) 9797
520 ## - SUMMARY, ETC.
Summary, etc. 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
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Derivative securities - Prices - Mathematical models
9 (RLIN) 41717
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element C ++ (Computer Programme language)
9 (RLIN) 49735
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Business mathematics
9 (RLIN) 22641
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Books
952 ## - LOCATION AND ITEM INFORMATION (KOHA)
-- 00035.00
-- PND
-- 2006-01-18
-- Rajeshwar Books Pvt. Ltd.,
-- 00250684
-- 2005-12-09
-- 1426
-- 2005-12-27
-- F
-- 002940.00
-- 20.00%
-- 00032.00
-- Mr.Vineet Virmani
-- 01-12-2005
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Permanent Location Current Location Shelving location Date acquired Item location Total Checkouts Full call number Barcode Date last seen Date checked out Price effective from Koha item type
          Vikram Sarabhai Library Vikram Sarabhai Library   04/05/2009 Slot 688 (0 Floor, West Wing) 1 332.63 J8C2 159248 13/02/2015 05/12/2014 04/09/2009 Books

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