Modeling derivatives in C++ [electronic resource] /
Justin London.
- New York : J. Wiley, c2005.
- xix, 819 p. : ill. ; 24 cm.
- Wiley finance series .
- Wiley finance series. .
Includes bibliographical references (p. 792-803) and index.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
Derivative securities--Data processing. C++ (Computer program language)