소장자료
LDR | 02268nam a22003134a 4500 | ||
001 | 0091883688▲ | ||
003 | DLC▲ | ||
005 | 20180521023910▲ | ||
008 | 080807s2008 enk b 001 0 eng ▲ | ||
010 | ▼a2008276309▲ | ||
020 | ▼a9780521721622 (pbk.)▲ | ||
040 | ▼aDLC▼cDLC▲ | ||
050 | 0 | 0 | ▼aHG6024.A3▼bJ665 2008▲ |
082 | 0 | 4 | ▼a332.64/57/02855133▼221▲ |
090 | ▼a332.64570285▼bJ83c2▲ | ||
100 | 1 | ▼aJoshi, M. S.▼q(Mark Suresh),▼d1969-▲ | |
245 | 1 | 0 | ▼aC++ design patterns and derivatives pricing /▼cMark S. Joshi.▲ |
246 | 3 | ▼aC Plus Plus design patterns and derivatives pricing▲ | |
250 | ▼a2nd ed.▲ | ||
260 | ▼aCambridge, UK ; New York :▼bCambridge University Press,▼c2008.▲ | ||
300 | ▼axvi, 292 p. ;▼c25 cm.▲ | ||
490 | 0 | ▼aMathematics, finance, and risk▲ | |
504 | ▼aIncludes bibliographical references (p.287-288) and index.▲ | ||
505 | 0 | ▼a1. 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 ---Appendices.▲ | |
520 | ▼a"Design patterns are the cutting-edge paradigm for programming in object-oriented languages. Here they are discussed 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. This new edition includes several new chapters describing how to increase robustness in the presence of exceptions, how to design a genetic factory, how to interface C++ with EXCEL, and how to improve code design using the idea of decoupling [...] A good understanding of C++ design is a necessity for working financial mathematics; this book provides a thorough introduction to the topic." -- Book cover.▲ | ||
650 | 0 | ▼aDerivative securities▼xPrices▼xMathematical models.▲ | |
650 | 0 | ▼aC++ (Computer program language)▲ | |
650 | 0 | ▼aBusiness mathematics.▲ | |
999 | ▼c정영주▲ |
C++ design patterns and derivatives pricing
자료유형
국외단행본
서명/책임사항
C++ design patterns and derivatives pricing / Mark S. Joshi.
다양한 서명
C Plus Plus design patterns and derivatives pricing
개인저자
Joshi, M. S. (Mark Suresh) , 1969-
판사항
2nd ed.
발행사항
Cambridge, UK ; New York : Cambridge University Press , 2008.
형태사항
xvi, 292 p. ; 25 cm.
서지주기
Includes bibliographical references (p.287-288) and index.
내용주기
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 ---Appendices.
요약주기
"Design patterns are the cutting-edge paradigm for programming in object-oriented languages. Here they are discussed 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. This new edition includes several new chapters describing how to increase robustness in the presence of exceptions, how to design a genetic factory, how to interface C++ with EXCEL, and how to improve code design using the idea of decoupling [...] A good understanding of C++ design is a necessity for working financial mathematics; this book provides a thorough introduction to the topic." -- Book cover.
주제
ISBN
9780521721622 (pbk.)
청구기호
332.64570285 J83c2
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