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++.
|Manufacturer:||Cambridge University Press|
|Brand:||Brand: Cambridge University Press|
|Publisher:||Cambridge University Press|
|Studio:||Cambridge University Press|
|Item Weight:||1.36 pounds|
|Item Size:||0.63 x 9.72 x 9.72 inches|
|Package Weight:||1.42 pounds|
|Package Size:||6.85 x 0.7 x 0.7 inches|
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