C++ Design Patterns and Derivatives Pricing (Hardcover)

Mark S. Joshi

  • 出版商: Cambridge
  • 出版日期: 2004-09-06
  • 售價: $2,150
  • 貴賓價: 9.8$2,107
  • 語言: 英文
  • 頁數: 214
  • 裝訂: Hardcover
  • ISBN: 0521832357
  • ISBN-13: 9780521832359
  • 相關分類: C++ 程式語言Design Pattern
  • 無法訂購

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商品描述

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.

商品描述(中文翻譯)

描述:
設計模式是面向對象語言中的前沿範例。在這本書中,首次將其討論在C++中實現金融模型的背景下。假設讀者只具備基本的C++和數學金融知識,教授如何通過具體示例生成設計良好、結構化、可重用的代碼。每個示例都會深入探討,批判性地檢查所選解決方法的原因和目的。書中的一部分專門討論設計可重用組件,然後將其組合起來構建一個用於路徑依賴異常選項的蒙特卡羅定價器。進階主題包括工廠模式、單例模式和裝飾器模式。書中附有完整的ANSI/ISO兼容C++源代碼,供讀者學習、重用,以及培養實現金融模型的面向對象程序所需的技能,成為一名工作中的金融工程師。請注意,本書附帶的CD是依賴平台的,PC用戶需要手動處理才能刪除多餘的字符以使用文件。劍橋大學出版社對此錯誤表示歉意。所有用戶都可以從www.markjoshi.com/design獲得機讀文件。