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Financial instrument pricing using C++ /

~

Duffy, Daniel J.

Financial instrument pricing using C++ /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Financial instrument pricing using C++ /Daniel J Duffy.
作者:	Duffy, Daniel J.
出版者:	Chichester :John Wiley,c2004.
面頁冊數:	xiv, 418 p. :ill ;25 cm. +1 CD-ROM (4 3/4 in.)
叢書名:	Wiley finance series
標題:	InvestmentsMathematical models.
ISBN:	0470855096 :

Financial instrument pricing using C++ /
Duffy, Daniel J.

Financial instrument pricing using C++ /Daniel J Duffy. - Chichester :John Wiley,c2004. - xiv, 418 p. :ill ;25 cm. +1 CD-ROM (4 3/4 in.) - Wiley finance series.

Includes bibliographical references (p. [397]-399) and index.

Template programming in C++ -- Building block classes -- Ordinary and stochastic differential equations -- Programming the black-scholes environment -- Design patterns -- Design and deployment issues.

ISBN: 0470855096 :NT$1520

LCCN: 2004008925Subjects--Topical Terms:

221368
Investments
--Mathematical models.

LC Class. No.: HG4515.2 / .D85 2004

Dewey Class. No.: 332.6/0285/5133

Financial instrument pricing using C++ /
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040 $a DLC $c DLC $d DLC
042 $a pcc
050 0 0 $a HG4515.2 $b .D85 2004
082 0 0 $2 22 $a 332.6/0285/5133
100 $a Duffy, Daniel J. $3 233798
245 1 0 $a Financial instrument pricing using C++ / $c Daniel J Duffy.
260 $a Chichester : $c c2004. $b John Wiley,
300 $a xiv, 418 p. : $b ill ; $c 25 cm. + $e 1 CD-ROM (4 3/4 in.)
440 0 $a Wiley finance series
504 $a Includes bibliographical references (p. [397]-399) and index.
505 0 $a Template programming in C++ -- Building block classes -- Ordinary and stochastic differential equations -- Programming the black-scholes environment -- Design patterns -- Design and deployment issues.
650 $a Investments $x Mathematical models. $3 221368
650 $a Financial engineering. $3 186184
650 $a C++ (Computer program language) $3 181958

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