C Design Patterns and Derivatives Pricing PDF ePub eBook

Books Info:

C   Design Patterns and Derivatives Pricing free pdf 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 .

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
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