Financial instrument pricing using C++ /

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One of the best languages for the development of financial engineering and instrument pricing applications is C++. This book has several features that allow developers to write robust, flexible and extensible software systems. The book is an ANSI/ISO standard, fully object-oriented and interfaces wi...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Duffy, Daniel J.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, West Sussex, Eng. : John Wiley, ©2004.
Temas:
Investments > Mathematical models.
Financial engineering.
C++ (Computer program language)
Investissements > Modèles mathématiques.
Ingénierie financière.
C++ (Langage de programmation)
Financial engineering
Investments > Mathematical models
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Financial Instrument Pricing Using C++; Contents; 1 Executive Overview of this Book; PART I TEMPLATE PROGRAMMING IN C++; PART II BUILDING BLOCK CLASSES; PART III ORDINARY AND STOCHASTIC DIFFERENTIAL EQUATIONS; PART IV PROGRAMMING THE BLACK-SCHOLES ENVIRONMENT; PART V DESIGN PATTERNS; PART VI DESIGN AND DEPLOYMENT ISSUES; Appendices; References; Index.

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