Modeling derivatives in c++
Auteur :
London, Justin
Éditeur :
John Wiley & Sons Inc
ISBN :
9780471654643
Date de publication :
22 nov. 2004
Dimensions :
23,5 x 19,2 x 4,2 cm
Poids :
1466 g
Langue :
Anglais
Pays d'origine :
USA
Modeling Derivatives in C++ focuses on the most important derivative models used in practice today, including pricing derivatives, options (standard and exotics including barrier, lookback, and Asian options), futures, interest rate derivatives (caps, swaptions, and bonds), as well as other derivatives including swaps and credit derivatives.