Chapter 8: Popular Quant Books 333
C++ Design Patterns and Derivatives
Pricing by Mark Joshi
‘‘This book is thought-provoking and rewarding. Even for
the less experienced programmer, the presentation is readily
accessible, and the coded examples can be directly used to
solve real-life problems.’’Journal of the American Statistics
Association, Ana-Maria Matache
PublisherCambridge University Press
Publication date 2004
FormatHardback
ISBN 0521832357
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 context of
implementing financial models in C++.
Assuming only a basic knowledge of C++ and mathematical
finance, the reader is taught how to produce well-designed,
structured, re-usable code via concrete examples. Each ex-
ample is treated in depth, with the whys and wherefores of
the chosen method of solution critically examined.
