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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
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.