Biblioteca Univ. Surcolombiana

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C++ design patterns and derivatives pricing Mark S. Joshi.

By: Joshi, M. S. (Mark Suresh), 1969-.
Series: Mathematics, finance and risk: Cambridge, UK ; New York Cambridge University Press 2008Edition: 2a. edición.Description: xvi, 292 páginas 25 cm.ISBN: 9780521721622.Other title: C Plus Plus design patterns and derivatives pricing.Subject(s): Derivative securities -- Prices -- Mathematical models | C++ (computer program language) | Business mathematics | Matematicas financieras | C++ (lenguaje de programación de computador) | Valor derivado -- Cotizaciones -- Modelos matemáticosDDC classification: 658.152
Contents:
A simple Monte Carlo model -- Encapsulation -- Inheritance and virtual functions -- Bridging with a virtual constructor -- Strategies, decoration, and statisties -- A random numbers class -- An exotics engine and the template pattern -- Trees -- Solvers, templates, and implied volatilities -- The factory -- Design patterns revisited -- The situation in 2007 -- Exceptions -- Templatizing the factory -- Interfacing with Excel -- Decoupling
List(s) this item appears in: Administración | Gestion Financiera | Administración actualizado
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Libros Libros Biblioteca Central
General 658.152 / J83c (Browse shelf) Ej. 1 Available 8000022278
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Incluye referencias bibliográficas (p.287-288) e índice.

A simple Monte Carlo model -- Encapsulation -- Inheritance and virtual functions -- Bridging with a virtual constructor -- Strategies, decoration, and statisties -- A random numbers class -- An exotics engine and the template pattern -- Trees -- Solvers, templates, and implied volatilities -- The factory -- Design patterns revisited -- The situation in 2007 -- Exceptions -- Templatizing the factory -- Interfacing with Excel -- Decoupling

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