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Financial instrument pricing using C++ /

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Bibliographic Details
Main Author: Duffy, Daniel J.
Format: Book
Language:English
Published: Hoboken, NJ : John Wiley, 2004.
Subjects:
Investments > Mathematical models.
Financial engineering.
C++ (Computer program language).
Online Access:Contributor biographical information
Publisher description
Table of contents
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245 1 0 |a Financial instrument pricing using C++ /  |c Daniel J Duffy. 
260 |a Hoboken, NJ :  |b John Wiley,  |c 2004. 
300 |a 418p. :  |b ill ;  |c 25cm. +  |e 1 CD-ROM (4 3/4in.) 
500 |a Includes bibliographical references (p. [397]-399) and index. 
505 0 0 |a Template programming in C++ -- Building block classes -- Ordinary and stochastic differential equations -- Programming the black-scholes environment -- Design patterns -- Design and deployment issues. 
650 0 |a Investments  |x Mathematical models. 
650 0 |a Financial engineering. 
650 0 |a C++ (Computer program language). 
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