Financial instrument pricing using C++ / Daniel J Duffy.
Material type: TextPublication details: Hoboken, NJ : John Wiley, c2004.Description: xiv, 418 p. : ill ; 25 cm. + 1 CD-ROM (4 3/4 in.)ISBN:- 0470855096
- 332.6/0285/5133 22
- HG4515.2 .D85 2004
Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|
Book | Ahmedabad | 332.602855133 (Browse shelf(Opens below)) | Available | 169263 |
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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