Financial instrument pricing using C++ /
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, NJ :
John Wiley,
[2004]
|
| Subjects: | |
| Online Access: | Contributor biographical information Publisher description Table of contents |
MARC
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| 100 | 1 | |a Duffy, Daniel J. | |
| 245 | 1 | 0 | |a Financial instrument pricing using C++ / |c Daniel J Duffy. |
| 264 | 1 | |a Hoboken, NJ : |b John Wiley, |c [2004] | |
| 264 | 4 | |c ©2004 | |
| 300 | |a xiv, 418 pages : |b illustrations ; |c 25 cm. + |e 1 CD-ROM (4 3/4 in.) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a unmediated |b n |2 rdamedia | ||
| 338 | |a volume |b nc |2 rdacarrier | ||
| 500 | |a Includes bibliographical references (pages [397]-399) and index. | ||
| 505 | 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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