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Book Description
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++.
Editorial Reviews
Review
'This is a short book, but an elegant one. It would serve as an
excellent course text for a course on the practical aspects of
mathematical finance.' International Statistical Institute
'This book is thought-provoking and rewarding. Even for the less experienced programmer, the presentation is readily accessible, and the coded examples can be directly used to solve real-life problems.' Journal of the American Statistics Association
'This book, although it is quite short, does cover a significant amount of material and does deal with some fairly advanced topics that are important to practitioners. The real strength of the book is its clarity and conciseness.' SIAM Review
'This book is thought-provoking and rewarding. Even for the less experienced programmer, the presentation is readily accessible, and the coded examples can be directly used to solve real-life problems.' Journal of the American Statistics Association
'This book, although it is quite short, does cover a significant amount of material and does deal with some fairly advanced topics that are important to practitioners. The real strength of the book is its clarity and conciseness.' SIAM Review
Book Description
Using carefully-chosen examples, this book explains how to create well-designed, structured, reusable code, particularly for financial applications. New chapters explain interfacing C++ with EXCEL, designing a generic factory, and improving code design with decoupling. Complete ANSI/ISO compatible C++ source code is hosted on an accompanying web site.Product Details
- Paperback: 308 pages
- Publisher: Cambridge University Press; 2 edition (October 26, 2011)
- Language: English
- ISBN-10: 0521721628
- ISBN-13: 978-0521721622
- Product Dimensions: 9.6 x 6.8 x 0.7 inches
- Shipping Weight: 1.4 pounds
Download link: http://adf.ly/3lA8G
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