C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)

C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
артикул: COM9780521832359USED
СОГЛАСНО НАШИМ ДАННЫМ, ЭТОТ ПРОДУКТ СЕЙЧАС НЕ ДОСТУПЕН
$19.10
Доставка из: Канада
   Описание
Combining mathematical finance with C++ and object-oriented programming (00P), M. Joshi demonstrates the relevance and use of OOP in financial mathematics by describing how to use price derivatives to obtain reusable and extensible code. A large part of the book is devoted to designing reusable components which are then combined to build a Monte Carlo pricer for exotic equity derivatives. Readers knowing the basics of C++ and mathematical finance, but are unclear how to use OOP to implement models, will welcome this analysis.
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