C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) Год выпуска: 0Автор: Mark Joshi, Mark Broadie, Sam Howison, Neil Johnson, George PapanicolaouИздательство: Страниц: 0ISBN: 0521832357Описание Combining mathematical finance with C++ and object-oriented programming (00P), M. Joshi demonstrates the relevance and use of OOP in financial mathematics by describing how to use price derivatives to obtain reusable and extensible code. A large part of the book is devoted to designing reusable components which are then combined to build a Monte Carlo pricer for exotic equity derivatives. Readers knowing the basics of C++ and mathematical finance, but are unclear how to use OOP to implement models, will welcome this analysis.
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Лера Уже прошла предзащиту, сказали, что работа после вашего сопровождения хорошая)) Спасибо вам!
