C++ Design Patterns and Derivatives Pricing (Hardcover)

內容描述

Description:

Design patterns are the cutting-edge paradigm for programming in
object-oriented languages. Here they are discussed, for the first time in a
book, in the context of implementing financial models in C++. Assuming only a
basic knowledge of C++ and mathematical finance, the reader is taught how to
produce well-designed, structured, re-usable code via concrete examples. Each
example is treated in depth, with the whys and wherefores of the chosen method
of solution critically examined. Part of the book is devoted to designing
re-usable components that are then put together to build a Monte Carlo pricer
for path-dependent exotic options. Advanced topics treated include the factory
pattern, the singleton pattern and the decorator pattern. Complete
ANSI/ISO-compatible C++ source code is included on a CD for the reader to
study and re-use and so develop the skills needed to implement financial
models with object-oriented programs and become a working financial engineer.
Please note the CD supplied with this book is platform-dependent and PC users
will not be able to use the files without manual intervention in order to
remove extraneous characters. Cambridge University Press apologises for this
error. Machine readable files for all users can be obtained from
www.markjoshi.com/design.