Financial instrument pricing using C++
β Scribed by Duffy
- Publisher
- WILEY JOHN
- Year
- 2004
- Tongue
- English
- Leaves
- 418
- Series
- The Wiley Finance Series
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
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,Β author Daniel Duffy takes a practical approach to realising these goals using C++, design patterns and state of the art numerical schemes and methods.
π SIMILAR VOLUMES
While I am somewhat rusty with C , the author did a very nice job or bringing me along slowly. My motivation in buying this book was to learn more about instrument pricing, then programming. So in either case, I rate the book very high. I would highly recommend this to anyone on the path of becomi
One of the best languages for the development of financial engineering and instrument pricing applications is C++. This book has several features that allow developers to write robust, flexible and extensible software systems. The book is an ANSI/ISO standard, fully object-oriented and interfaces wi
One of the best languages for the development of financial engineering and instrument pricing applications is C++. This book has several features that allow developers to write robust, flexible and extensible software systems. The book is an ANSI/ISO standard, fully object-oriented and interfaces wi
One of the best languages for the development of financial engineering and instrument pricing applications is C++. This book has several features that allow developers to write robust, flexible and extensible software systems. The book is an ANSI/ISO standard, fully object-oriented and interfaces wi