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Preface;
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; A. Black-Scholes formulas; B. Distribution functions; C. A simple array class; D. The code; Bibliography; Index.
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Kym Fontana
reviewed C++ Design Patterns and Derivatives Pricing on December 26, 2017
C++ Design Patterns and Derivatives Pricing
I especially liked chapters 5, 12 and 14 (on regular expression, XML and HTTP Web Services (real eye opener)) but I thought it was a little lacking on classes (chapter 3).
But nonetheless a must read if your interested in python.
Thanks for Mark Pilgrim to make it freely readable over the web.
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Add 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, structur, C++ Design Patterns and Derivatives Pricing to the inventory that you are selling on WonderClubX
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Add 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, structur, C++ Design Patterns and Derivatives Pricing to your collection on WonderClub |
