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Financial Instrument Pricing Using C++, 2nd Edition
Language: en
Pages: 1168
Authors: Daniel J. Duffy
Categories: C++ (Computer program language)
Type: BOOK - Published: 2018 - Publisher:

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Containing non-trivial exercises and projects that discuss improvements and extensions to the material, this text shows how C++ can be applied to the design and
Financial Instrument Pricing Using C++
Language: en
Pages: 700
Authors: Daniel J. Duffy
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Type: BOOK - Published: 2017-08-08 - Publisher: Createspace Independent Publishing Platform

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Financial Instrument Pricing Using C++ By Daniel J. Duffy
Financial Instrument Pricing Using C++
Language: en
Pages: 437
Authors: Daniel J. Duffy
Categories: Business & Economics
Type: BOOK - Published: 2013-10-23 - Publisher: John Wiley & Sons

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One of the best languages for the development of financial engineering and instrument pricing applications is C++. This book has several features that allow dev
C++ Design Patterns and Derivatives Pricing
Language: en
Pages: 220
Authors: Mark Suresh Joshi
Categories: Business & Economics
Type: BOOK - Published: 2004-08-05 - Publisher: Cambridge University Press

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Design patterns are the cutting-edge paradigm for programming in object-oriented languages. Here they are discussed, for the first time in a book, in the contex
Financial Calculus
Language: en
Pages: 252
Authors: Martin Baxter
Categories: Business & Economics
Type: BOOK - Published: 1996-09-19 - Publisher: Cambridge University Press

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A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.