C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
Edition: Har/Cdr edition
Publisher: Cambridge University Press
Published: September 6, 2004
Language: eng
Format: Hardcover
Number of pages: 214
ISBN-13: 9780521832359
Subjects: Applied mathematics; C & Visual C; Finance; Mathematical & statistical software; Programming - Object Oriented Programming; Computers - Languages / Programming; Business/Economics; Business & Economics; Prices; Mathematical models; Derivative securities; Business Software - General; Programming Languages - C++; Computers / Programming / Software Development; Business mathematics; C++ (Computer program language; C++ (Computer program language)
First sentence: In the first part of this book, we shall study the pricing of derivatives using Monte Carlo simulation.