Description
Explains how to create well-designed, structured, reusable C++ code, particularly for financial applications.
About the Author
Mark S. Joshi is an Associate Professor in the Centre for Actuarial Studies at the University of Melbourne.
Reviews
'This is a short book, but an elegant one. It would serve as an excellent course text for a course on the practical aspects of mathematical finance.' International Statistical Institute
'This book is thought-provoking and rewarding. Even for the less experienced programmer, the presentation is readily accessible, and the coded examples can be directly used to solve real-life problems.' Journal of the American Statistics Association
'This book, although it is quite short, does cover a significant amount of material and does deal with some fairly advanced topics that are important to practitioners. The real strength of the book is its clarity and conciseness.' SIAM Review
Book Information
ISBN 9780521721622
Author M. S. Joshi
Format Paperback
Page Count 306
Imprint Cambridge University Press
Publisher Cambridge University Press
Weight(grams) 640g
Dimensions(mm) 247mm * 174mm * 16mm