Duffy, Daniel J.
Financial instrument pricing using C++ [electronic resource] / Daniel J Duffy. - Hoboken, NJ : John Wiley, c2004. - xiv, 418 p. : ill ; 25 cm.
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,
2009.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Investments--Mathematical models.
Financial engineering.
C++ (Computer program language)
Electronic books.
HG4515.2 / .D85 2004eb
332.6/0285/5133
Financial instrument pricing using C++ [electronic resource] / Daniel J Duffy. - Hoboken, NJ : John Wiley, c2004. - xiv, 418 p. : ill ; 25 cm.
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,
2009.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Investments--Mathematical models.
Financial engineering.
C++ (Computer program language)
Electronic books.
HG4515.2 / .D85 2004eb
332.6/0285/5133