Financial instrument pricing using C++ - Info and Reading Options
By Daniel J Duffy
"Financial instrument pricing using C++" was published by John Wiley & Sons in 2004 - Chichester, England, it has 418 pages and the language of the book is English.
“Financial instrument pricing using C++” Metadata:
- Title: ➤ Financial instrument pricing using C++
- Author: Daniel J Duffy
- Language: English
- Number of Pages: 418
- Publisher: John Wiley & Sons
- Publish Date: 2004
- Publish Location: Chichester, England
“Financial instrument pricing using C++” Subjects and Themes:
- Subjects: ➤ Mathematical models - C++ (Computer program language) - Investments - Financial engineering - Business - Finance - Nonfiction - Derivative securities - Securities, data processing
Edition Specifications:
- Pagination: xiv, 418 p. :
Edition Identifiers:
- The Open Library ID: OL17132306M - OL12059517W
- Online Computer Library Center (OCLC) ID: 55000632
- Library of Congress Control Number (LCCN): 2004008925
- ISBN-10: 0470855096
- All ISBNs: 0470855096
AI-generated Review of “Financial instrument pricing using C++”:
"Financial instrument pricing using C++" Table Of Contents:
- 1- Template programming in C++
- 2- Building block classes
- 3- Ordinary and stochastic differential equations
- 4- Programming the black-scholes environment
- 5- Design patterns
- 6- Design and deployment issues
"Financial instrument pricing using C++" Description:
The Open Library:
"In this book we bring C++ to the next level by applying it to the design and implementation of classes, libraries and applications for option and derivative pricing models. We employ modern software engineering techniques to produce industrial-strength applications." "Included with the book is a CD containing the source code in the Datasim Financial Toolkit that you can use directly. This will get you up to speed with your C++ applications by reusing existing classes and libraries."--BOOK JACKET.
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