01388nam a2200217Ia 4500 CTU_163077 210402s9999 xx 000 0 und d 95 332.6457 L847 London, Justin Modeling derivatives in C++ Justin London New York J. Wiley 2005 This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, including equity (standard and exotics including barrier, lookback, and Asian) and fixed income (bonds, caps, swaptions, swaps, credit) derivatives. The book provides complete C++ implementations for many of the most important derivatives and interest rate pricing models used on Wall Street including Hull-White, BDT, CIR, HJM, and LIBOR Market Model Derivative securities,C++ (Computer program language),Chứng khoán phái sinh,Ngôn ngữ lập trình C++ Data processing,Xử lý dữ liệu Nguyên Trung tâm Học liệu Trường Đại học Cần Thơ