Financial instrument pricing using c++
Auteur :
Duffy, Daniel J.
Éditeur :
John Wiley & Sons Inc
ISBN :
9780470971192
Date de publication :
14 sept. 2018
Dimensions :
25,2 x 17,8 x 5,8 cm
Poids :
1882 g
Langue :
Anglais
Pays d'origine :
USA
? C++ is one of the best languages for the development of financial engineering and instrument pricing applications. ? This book applies C++ to the design and implementation of classes, libraries and latest applications for option and derivative pricing models.