C++ Design Patterns and Derivatives Pricing
C++ Design Patterns and Derivatives Pricing
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  • ISBN-13: 9780521832359
  • ISBN: 0521832357
  • Publisher: Cambridge University Press


Joshi, Mark S., Broadie, Mark, Howison, Sam


The author shows the relevance and use of OOP to financial mathematics by describing how to price derivatives to obtain reusable and extensible code. Those who know the basics of C++ and mathematical finance, but are unclear how to use OOP to implement models, will welcome this account.Joshi, Mark S. is the author of 'C++ Design Patterns and Derivatives Pricing' with ISBN 9780521832359 and ISBN 0521832357.

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