Главная    Ex Libris    Книги    Журналы    Статьи    Серии    Каталог    Wanted    Загрузка    ХудЛит    Справка    Поиск по индексам    Поиск    Форум   
blank
Авторизация

       
blank
Поиск по указателям

blank
blank
blank
Красота
blank
Joshi M. — C++ Design Patterns and Derivatives Pricing
Joshi M. — C++ Design Patterns and Derivatives Pricing



Обсудите книгу на научном форуме



Нашли опечатку?
Выделите ее мышкой и нажмите Ctrl+Enter


Название: C++ Design Patterns and Derivatives Pricing

Автор: Joshi M.

Аннотация:

This book introduces several design patterns using finance as an example. The book is pretty thin for a $50 book, and can be read in under a week easily.

I would recommend this book to MS/PHD students who want to become quants, but did not read the GoF book yet. Overall, the book is not too bad, if you are willing to spend $50 on it(library?).

The author delivers books like hot buns, which does not look good to me. Quality beats Quantity.

Pros:
+ the code is clean and easy to read
+ covers Monte Carlo and Trees, also Excel briefly
+ the explanations are clear
+ the material progresses from easy to hard nicely

Cons:
- high price
- source code is not readily available, you would have to download it from different sources, and it will differ from the book, no makefiles
- no big projects for the reader
- PDE & interest rate models are not covered at all
- no discussion of greeks for some reason
- some important patterns are not covered
- no errata


Язык: en

Рубрика: Разное/

Статус предметного указателя: Неизвестно

ed2k: ed2k stats

Издание: 2nd

Год издания: 2008

Количество страниц: 310

Добавлена в каталог: 21.02.2016

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
blank
Предметный указатель
blank
Реклама
blank
blank
HR
@Mail.ru
       © Электронная библиотека попечительского совета мехмата МГУ, 2004-2024
Электронная библиотека мехмата МГУ | Valid HTML 4.01! | Valid CSS! О проекте