Showing posts with label Mathematics. Show all posts
Showing posts with label Mathematics. Show all posts

Sep 8, 2008

Essential Mathematics for Games and Interactive Applications, Second Edition: A Programmer's Guide


James M. Van Verth, Lars M. Bishop, "Essential Mathematics for Games and Interactive Applications, Second Edition: A Programmer's Guide"
Morgan Kaufmann | ISBN-10: 0123742978 | May 16, 2008 | 704 pages | PDF | 3.2MB

Even though I've worked with these systems for years,this book showed me new ways of looking at several topics that make them easier to remember and use. For someone new to 3D programming, it is extremely useful - it gives them a solid background in pretty much every area they need to understand.

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Aug 5, 2008

C++ Design Patterns and Derivatives Pricing

Mark S. Joshi, "C++ Design Patterns and Derivatives Pricing"
Cambridge University Press | ISBN-10: 0521832357 | September 6, 2004 | 214 pages | PDF | ~1MB

Combining mathematical finance with C++ and object-oriented programming (00P), M. Joshi demonstrates the relevance and use of OOP in financial mathematics by describing how to use price derivatives to obtain reusable and extensible code. A large part of the book is devoted to designing reusable components which are then combined to build a Monte Carlo pricer for exotic equity derivatives. Readers knowing the basics of C++ and mathematical finance, but are unclear how to use OOP to implement models, will welcome this analysis.

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