Modeling derivatives in C++ [electronic resource] / Justin London.
By: London, Justin
.
Contributor(s): ebrary, Inc.
Series: Wiley finance series: Publisher: New York : J. Wiley, c2005Description: xix, 819 p. : ill. ; 24 cm.Subject(s): Derivative securities -- Data processing | C++ (Computer program language)Genre/Form: Electronic books. DDC classification: 332.64/57/01135262 Online resources: An electronic book accessible through the World Wide Web; click to view
| Item type | Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
| 332.64/57/01135262 (Browse shelf) | Available |
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| No cover image available | No cover image available | No cover image available | ||||||
| 332.64/57 Derivatives, interest and yield in finance | 332.64/57 An introduction to equity derivatives | 332.64/57 Equity derivatives explained / | 332.64/57/01135262 Modeling derivatives in C++ | 332.64/57/0973 What determines U.S. swap spreads? | 332.64/570151 Quantitative analysis, derivatives modeling, and trading strategies | 332.64 BAK 2010 The trade lifecycle : |
Includes bibliographical references (p. 792-803) and index.
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Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.