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

By: Duffy, Daniel J.
Contributor(s): ebrary, Inc.
Material type: materialTypeLabelBookPublisher: Hoboken, NJ : John Wiley, c2004Description: xiv, 418 p. : ill ; 25 cm.Subject(s): Investments -- Mathematical models | Financial engineering | C++ (Computer program language)Genre/Form: Electronic books.DDC classification: 332.6/0285/5133 Online resources: An electronic book accessible through the World Wide Web; click to view
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, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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