株式会社極東書店トップ ＞ 商品一覧 ＞ C++ Design Patterns and Derivatives Pricing. 2nd ed.
商品詳細
C++ Design Patterns and Derivatives Pricing. 2nd ed. C++設計パターンとデリバティブ価格設定 第2版
・ISBN 978-0-521-72162-2 paper GB£ 65.00
￥20,592.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
| 著者・編者 | Joshi, Mark S., |
|---|---|
| シリーズ | Mathematics, Finance and Risk |
| 出版社 | (Cambridge U. Pr., UK) |
| 出版年月 | 2008 |
| ページ数 | 306 pp. |
| 言語 | ENG |
| ニュース番号 | ＜553-282＞ |
解説
Design patterns are the cutting-edge paradigm for programming in C++, and they are here discussed in depth using examples from financial mathematics. 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++.