Financial instrument pricing using C++ [electronic resource] / Daniel J Duffy.

By: Contributor(s): Material type: TextTextPublication details: Hoboken, NJ : John Wiley, c2004.Description: xiv, 418 p. : illSubject(s): Genre/Form: DDC classification:
  • 332.6/0285/5133 22
LOC classification:
  • HG4515.2 .D85 2004eb
Online resources:
Contents:
Template programming in C++ -- Building block classes -- Ordinary and stochastic differential equations -- Programming the black-scholes environment -- Design patterns -- Design and deployment issues.
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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, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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