Financial instrument pricing using C++ / Daniel J Duffy.
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| Year of Publication: | 2004 |
| Language: | English |
| Online Access: | |
| Physical Description: | xiv, 418 p. :; ill. |
| Notes: | Includes bibliographical references (p. [397]-399) and index. |
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Table of Contents:
- Template programming in C++
- Building block classes
- Ordinary and stochastic differential equations
- Programming the black-scholes environment
- Design patterns
- Design and deployment issues.