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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
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Cambridge University Press, 2 edition, 2008. - 308 pagesThis 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.
Kategorije:
Godina:
2008
Izdanje:
2
Jezik:
english
ISBN 10:
0521721628
ISBN 13:
9780521721622
Fajl:
PDF, 1.97 MB
Vaši tagovi:
IPFS:
CID , CID Blake2b
english, 2008
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