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