Financial instrument pricing using C++ /
Duffy, Daniel J.
Chichester : John Wiley,
c2004.
Includes bibliographical references 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.
Investments
Financial engineering.
C++ (Computer program language)
Accompanying disc is available for use on a standalone workstation within the library for single users. Disc will require installation.