Design patterns are the cutting-edge paradigm for programming in object-oriented languages. Here they are discussed, for the first time in a book, in the contex

One of the best languages for the development of financial engineering and instrument pricing applications is C++. This book has several features that allow dev

Learn how C++ is used in the development of solutions for options and derivatives trading in the financial industry. As an important part of the financial indus

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This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the mo