Inicio C++ Design Patterns and Derivatives Pricing de Mark S. Joshi (ISBN: 9780521832359)

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C++ Design Patterns and Derivatives Pricing Tapa dura - 2004

Name: C++ DESIGN PATTERNS and DERIVATIVES PRICING, Mathematics, Finance and Risk, No C/D Is Included. *
Price: 12.71 USD
Availability: InStock
Author: JOSI, Mark S., Royal Bank of Scotland Group.
ISBN: 9780521832359

de Mark S. Joshi

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Información de la editorial

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.

Primera línea

In the first part of this book, we shall study the pricing of derivatives using Monte Carlo simulation.

Detalles

Título C++ Design Patterns and Derivatives Pricing
Autor Mark S. Joshi
Encuadernación Tapa dura
Edición [ Edition: Repri
Páginas 214
Volúmenes 1
Idioma ENG
Editorial Cambridge University Press
Fecha de publicación September 6, 2004
ISBN 9780521832359 / 0521832357
Peso 1.38 libras (0.63 kg)
Dimensiones 10.06 x 6.82 x 0.61 pulgadas (25.55 x 17.32 x 1.55 cm)
Library of Congress subjects Business mathematics, Derivative securities - Prices -
Número de catálogo de la Librería del Congreso de EEUU 2003065293
Dewey Decimal Code 332.645

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C++ DESIGN PATTERNS and DERIVATIVES PRICING, Mathematics, Finance and Risk, No C/D Is Included. *

de JOSI, Mark S., Royal Bank of Scotland Group.

Usado
Aceptable
Tapa dura
First

Estado

Usado - Fine

Edición

1st Edition 3rd Printing

Encuadernación

Hardcover

ISBN 10 / ISBN 13

9780521832359 / 0521832357

Cantidad disponible

Librería

02/2006

North Hollywood, California, United States

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EUR 8.44 enviando a USA

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Descripción:

United Kingdom and Various Other Locations * * * * * : Cambridge University Press , 2006. 1st Edition 3rd Printing. Hardcover. Fine. Fine/, 2006 . Book: Fine/, $39.77 0521832357 C++ DESIGN PATTERNS and DERIVATIVES PRICING, Mathematics, Finance and Risk, No C/D Is Included. * JOSI, Mark S., Royal Bank of Scotland Group. Cambridge University Press 2006 United Kingdom and Various Other Locations 1sT Edition, 3rD Printing with Corrections H/c. Light Blue With Dark Blue Stripe On Top And Dark Blue Bottom Cloth Spine And Title In 0ff~White and Dark Blue Letters, Hard Cover Book: Fine/, Slight Shelf, Edge And Corner Wear. 199 Numbered Pages That Are Printed On 0ff~White Paper In Fine/As New/ Condition, Clean And Tight To The Spine. C/d Packet In Rear Is Empty. = = SYNOPSIS: `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… Leer más