Financial instrument pricing using C++
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, NJ :
John Wiley,
c2004.
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| Subjects: | |
| Online Access: | Click to View |
Table of Contents:
- Template programming in C++
- Building block classes
- Ordinary and stochastic differential equations
- Programming the black-scholes environment
- Design patterns
- Design and deployment issues.