C++ design patterns and derivatives

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C++ design patterns and derivatives
论坛置顶推荐的金工书，便宜下载啦！！！！

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关键词：derivatives Derivative Patterns Pattern Design design 便宜

这还便宜呢啊。介绍一下是什么内容吧，貌似很深奥的。

2# alfredxu

这本书很牛的，至于介绍请看置顶的那个金融工程书目推荐，里面有很详细的介绍。6个金币很便宜了吧

是不是和里面一本书重复,你应该列出目录,否则大家有了还有浪费

买了,下载不了!!烦发到以下邮箱:draphx@hotmail.com  
thanks!!

列出目录~~~

by M. S. Joshi
Paperback: 308 pages
Publisher: Cambridge University Press; 2 edition (June 9, 2008)
ISBN-10: 0521721628
ISBN-13: 978-0521721622


•New edition includes extra material on how to increase robustness, decrease compile times, improve designs, and interface C++ with EXCEL

•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

•Implementation of a Monte Carlo pricer for path-dependent exotic derivatives is used as a running example throughout the 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++.



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