Finаnciаl Instrumеnt Pricing Using C++ (Thе Wilеy Finаncе Sеriеs)
Publisher: Wilеy
Number of Pages: 432
Published: 2004-08-27
List price: $150.00
Designing and Implementing Software for Financial Instrument Pricing provides a step by step account of how to price financial derivatives using C++, design patterns and state-of-the-art numerical schemes and methods. Written for those involved in the design and implementation of numerical models for financial derivative products, author Daniel Duffy takes a practical approach to realising these goals using C++, design patterns and state of the art numerical schemes and methods. ...