Implementing derivatives models
By: Les Clewlow and Chris Strickland.
Contributors: Strickland, Chris.
Series: Wiley series in financial engineering
Publisher: Wiley
Published: 1998
Place of publication: Chichester; New York
Language: eng
Number of pages: 309
Subjects: Derivative securities -- Mathematical models.
Notes: Includes bibliographical references (p. [300]-303) and index.