You are here

C++ Design Patterns and Derivatives Pricing

Mark S. Joshi
Publisher: 
Cambridge University Press
Publication Date: 
2008
Number of Pages: 
292
Format: 
Paperback
Edition: 
2
Series: 
Mathematics, Finance and Risk 2
Price: 
60.00
ISBN: 
9780521721622
Category: 
Monograph
We do not plan to review this book.

 

Preface; 1. A simple Monte Carlo model; 2. Encapsulation; 3. Inheritance and virtual functions; 4. Bridging with a virtual constructor; 5. Strategies, decoration and statistics; 6. A random numbers class; 7. An exotics engine and the template pattern; 8. Trees; 9. Solvers, templates and implied volatilities; 10. The factory; 11. Design patterns revisited; 12. The situation in 2007; 13. Exceptions; 14. Templatizing the factory; 15. Interfacing with EXCEL; 16. Decoupling; A. Black–Scholes formulas; B. Distribution functions; C. A simple array class; D. The code; Bibliography; Index.

Dummy View - NOT TO BE DELETED