Financial instrument pricing using C++ [electronic resource] / Daniel J Duffy.
Publication details: Hoboken, NJ : John Wiley, c2004.Description: xiv, 418 p. : ill ; 25 cmSubject(s): Genre/Form: DDC classification:- 332.6/0285/5133 22
- HG4515.2 .D85 2004eb
Includes bibliographical references (p. [397]-399) and index.
Template programming in C++ -- Building block classes -- Ordinary and stochastic differential equations -- Programming the black-scholes environment -- Design patterns -- Design and deployment issues.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
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