Financial instrument pricing using C++ [electronic resource] / Daniel J Duffy.
By: Duffy, Daniel J
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Contributor(s): ebrary, Inc
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Publisher: Hoboken, NJ : John Wiley, c2004Description: xiv, 418 p. : ill ; 25 cm.Subject(s): Investments -- Mathematical models![](/opac-tmpl/bootstrap/images/filefind.png)
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Item type | Current location | Call number | Status | Date due | Barcode |
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332.6/0285/5133 (Browse shelf) | Available |
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No cover image available | No cover image available | No cover image available | No cover image available | No cover image available | No cover image available | |||
332.6/01/51 Financial engineering and computation | 332.6/01/5118 Predicting stock returns : | 332.6/01/9 Financial risk taking | 332.6/0285/5133 Financial instrument pricing using C++ | 332.6/068 Building a world-class financial services business | 332.6/068/8 Top gun prospecting for financial professionals | 332.6/068/8 Top gun financial sales |
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.
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Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.