Design patterns are the cuttingedge 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 welldesigned, structured, reusable code via carefullychosen 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 .
About M.S. Joshi
Mark S. Joshi is an Associate Professor in the Centre for Actuarial Studies at the University of Melbourne.Details Book
Author  :  M.S. Joshi 
Publisher  :  Cambridge University Press 
Data Published  :  22 May 2008 
ISBN  :  0521721628 
EAN  :  9780521721622 
Format Book  :  PDF, Epub, DOCx, TXT 
Number of Pages  :  306 pages 
Age +  :  15 years 
Language  :  English 
Rating  : 
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