000 01495nam a2200229Ia 4500
008 140323b2004 xxu||||| |||| 00| 0 eng d
020 _a9780521832359
082 _a332.63
100 _aJoshi, Mark
245 _aC++ design patterns and derivatives pricing
_cJoshi, Mark
260 _aCambridge
_bCambridge University Press
300 _axiii, 199 p.
365 _bUKP 35.00
440 _aMathematics, Finance and Risk
520 _aCombining 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 _aDerivative securities - Prices - Mathematical models
650 _aC ++ (Computer Programme language)
650 _aBusiness mathematics
942 _cBK
952 _w2009-09-04
_DRajeshwar Books Pvt. Ltd.,
_MMr.Vineet Virmani
_o332.63 J8C2
999 _c50895