<p> <br/></p><p>C++ DESIGN PATTERNS AND DERIVATIVES PRICING<br/>2nd edition<br/>Design patterns are the cutting-edge paradigm for programming in object-oriented languages.<br/>Here they are discussed in the context of implementing financial models in C++.<br/>Assuming only a basic knowledge of C++ and mathematical finance, the reader is taught<br/>how to produce well-designed, structured, reusable code via concrete examples.<br/>This new edition includes several new chapters describing how to increase robustness<br/>in the presence of exceptions, how to design a generic factory, how to interface C++ with EXCEL, and how to improve code design using the idea of decoupling. Complete<br/>ANSI/ISO compatible C++ source code is hosted on an accompanying website for the<br/>reader to study in detail, and reuse as they see fit.<br/>A good understanding of C++ design is a necessity for working financial mathematician;<br/>this book provides a thorough introduction to the topic.</p>