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

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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

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