Modeling derivatives in C++

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 int...

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Autor principal: London, Justin
Format: Llibre
Idioma:Undetermined
Publicat: New York J. Wiley 2005
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