文件名称:
C++ DESIGN PATTERNS AND DERIVATIVES PRICING
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上传时间: 2011-03-23
详细说明： 原版图书 Design patterns are the cutting-edge paradigm for programming in object-oriented lan- guages. 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, reusable 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 generic factory, how to interface C++ with EXCEL, and how t o improve code design using the idea of decoupling. Complete ANSI/ISO compatible C++ source code is hosted on an accompanying website for the reader to study in detail, and reuse as they see fit. A good understanding of C++ design is a necessity for working financial mathemati- cian; this book provides a thorough introduction to the topic. ...展开收缩
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