C++ Design Patterns and Derivatives Pricing

Discover the power of structured programming with C++ Design Patterns and Derivatives Pricing by M. S. Joshi. Published by Cambridge University Press in 2008, this revised edition spans 306 pages, offering a comprehensive guide to creating reusable and efficient code tailored for financial applications.

This insightful book utilizes carefully selected examples to illustrate the principles of design patterns in C++. New chapters delve into vital topics such as interfacing C++ with Excel, designing a generic factory, and enhancing code design through decoupling techniques. Furthermore, readers will benefit from complete ANSI/ISO compatible C++ source code available on an accompanying website, making it easier to implement the concepts discussed.

Whether you're a seasoned programmer or just starting, this book is an essential resource for anyone looking to master C++ in the context of business mathematics and derivatives pricing.