Financial instrument pricing using C++

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Bibliographic Details
Main Author: Duffy, Daniel J.
Corporate Author: ebrary, Inc
Format: Electronic eBook
Language:English
Published: Hoboken, NJ : John Wiley, c2004.
Subjects:
Online Access:An electronic book accessible through the World Wide Web; click to view
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Table of Contents:
  • Template programming in C++
  • Building block classes
  • Ordinary and stochastic differential equations
  • Programming the black-scholes environment
  • Design patterns
  • Design and deployment issues.