Financial instrument pricing using C++ / Daniel J Duffy.
2004
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Details
Author
Uniform Title
Ebrary electronic monographs.
Title
Financial instrument pricing using C++ / Daniel J Duffy.
Added Corporate Author
Imprint
Hoboken, NJ : John Wiley, [2004]
Copyright
©2004
Description
xiv, 418 pages : illustrations ; 25 cm
Formatted Contents Note
Template programming in C++
Building block classes
Ordinary and stochastic differential equations
Programming the black-scholes environment
Design patterns
Design and deployment issues.
Building block classes
Ordinary and stochastic differential equations
Programming the black-scholes environment
Design patterns
Design and deployment issues.
Note
Includes bibliographical references (p. [397]-399) and index.
Linked Resources
Language
English
Reproduction
Electronic reproduction. Palo Alto, Calif. : ebrary, 2006. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
ISBN
0470855096
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