C++ Design Patterns and Derivatives Pricing by Mark Joshi.

A highly regarded quantitative finance text that combines modern C++ programming techniques with derivatives pricing and financial engineering. The book demonstrates how software design patterns can be applied to financial modelling, creating reusable and maintainable code for pricing complex derivatives.

Topics include Monte Carlo methods, object-oriented programming, design patterns, derivatives pricing frameworks, reusable software architecture and financial engineering applications. An increasingly sought-after title among quantitative analysts, financial engineers and advanced finance students.

Condition

This copy is in very good condition overall. It has been lightly read and used, but remains very well preserved. The binding is strong, boards are clean and pages remain crisp and unmarked. The original companion CD-ROM is present and included.

A handwritten name is present on the title page; the image of the previous owner’s name is not shown for privacy but can be supplied on request.

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