01495nam a2200229Ia 4500
140323b2004 xxu||||| |||| 00| 0 eng d
9780521832359
332.63
Joshi, Mark
64777
C++ design patterns and derivatives pricing
Joshi, Mark
Cambridge
Cambridge University Press
2004
xiii, 199 p.
UKP 35.00
Mathematics, Finance and Risk
9797
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
Derivative securities - Prices - Mathematical models
41717
C ++ (Computer Programme language)
49735
Business mathematics
22641
BK
50895
50895
0
0
ddc
0
0
VSL
VSL
Slot 688 (0 Floor, West Wing)
2009-05-04
Slot 688 (0 Floor, West Wing)
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332.63 J8C2
159248
2015-02-13
2014-12-05
2009-09-04
BK
00035.00
PND
2006-01-18
Rajeshwar Books Pvt. Ltd.,
00250684
2005-12-09
1426
2005-12-27
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002940.00
20.00%
00032.00
Mr.Vineet Virmani
01-12-2005