C++ design patterns and derivatives pricing
By: Mark S. Joshi.
Edition: 2nd ed.
Series: Mathematics, finance, and risk
Publisher: Cambridge University Press
Published: 2008
Place of publication: Cambridge, UK ; New York
Language: eng
Number of pages: 292
ISBN-13: 9780521721622
Subjects: Derivative securities -- Prices -- Mathematical models.; C++ (Computer program language); Business mathematics.
Other titles: C Plus Plus design patterns and derivatives pricing
Notes: Includes bibliographical references (p.287-288) and index.