C++ design patterns and derivatives pricing / | Mark S. Joshi.

Joshi, M.S. 1969-

C++ design patterns and derivatives pricing / C Plus Plus design patterns and derivatives pricing Mark S. Joshi. - 2nd ed. - Cambridge : Cambridge University Press, 2008. - xvi, 292 p. ; 25 cm. - Mathematics, finance, and risk . - Mathematics, finance, and risk .

Includes bibliographical references (p.287-288) and index.

9780521721622


Business mathematics.
C++ (Computer program language)
Derivative securities--Prices--Mathematical models

HG6024.A3 / J665 2008
Powered by AltSol