C++ Design Patterns and Derivatives Pricing

Newly Updated Second Edition And Now In Paperback! This Is The First Book On Implementing Financial Models Using Object-Oriented C++. Assuming Only A Basic Knowledge Of C++ And Mathematical Finance The Reader Learns How To Produce Well-Designed Structured Reusable Code Via Carefully-Chosen Examples. This New Edition Includes Several New Chapters Covering Topics Of Increasing Robustness In The Presence Of Exceptions Designing A Generic Factory Interfacing C++ With Excel And Improving 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. Whether You Are A Student Of Financial Mathematics A Working Quantitative Analyst Or Financial Mathematician You Need This Book. Offering Practical Steps For Implementing Pricing Models For Complex Financial Products It Will Transform Your Understanding Of How To Use C++.