000 | 01495nam a2200229Ia 4500 | ||
---|---|---|---|
008 | 140323b2004 xxu||||| |||| 00| 0 eng d | ||
020 | _a9780521832359 | ||
082 | _a332.63 | ||
100 |
_aJoshi, Mark _964777 |
||
245 |
_aC++ design patterns and derivatives pricing _cJoshi, Mark |
||
260 |
_aCambridge _bCambridge University Press _c2004 |
||
300 | _axiii, 199 p. | ||
365 | _bUKP 35.00 | ||
440 |
_aMathematics, Finance and Risk _99797 |
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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 _941717 |
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650 |
_aC ++ (Computer Programme language) _949735 |
||
650 |
_aBusiness mathematics _922641 |
||
942 | _cBK | ||
952 |
_w2009-09-04 _A00035.00 _BPND _C2006-01-18 _DRajeshwar Books Pvt. Ltd., _E00250684 _F2005-12-09 _G1426 _H2005-12-27 _IF _J002940.00 _K20.00% _L00032.00 _MMr.Vineet Virmani _N01-12-2005 _p159248 _r2009-09-04 _40 _00 _bVSL _10 _o332.63 J8C2 _d2009-05-04 _70 _2ddc _yBK _aVSL |
||
999 |
_c50895 _d50895 |