Franklin

Financial instrument pricing using C++ / Daniel J. Duffy.

Author/Creator:
Duffy, Daniel J.
Publication:
Chichester, England ; Hoboken, NJ : John Wiley & Sons, c2004.
Format/Description:
Book
xiv, 418 p. : ill. ; 25 cm. + 1 CD-ROM (4 3/4 in.).
Series:
Wiley finance series
Status/Location:
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Details

Subjects:
Investments -- Mathematical models.
Financial engineering.
C++ (Computer program language).
Summary:
Accompanying CD-ROM contains ... "[s]ource code in the Datasim Financial Toolkit ... " -- disc label.
Contents:
Template programming in C++
Building block classes
Ordinary and stochastic differential equations
Programming the black-scholes environment
Design patterns
Design and deployment issues.
Notes:
Includes bibliographical references (p. [397]-399) and index.
ISBN:
0470855096
OCLC:
55000632