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...
| Основен автор: | London, Justin, 1973- |
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| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Hoboken, N.J. :
John Wiley & Sons,
℗♭2005.
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| Серия: |
Wiley finance series.
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| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=126958 |
| Подобни документи: |
Print version::
Modeling derivatives in C. |
| Резюме: |
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. |
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| Физически характеристики: |
1 online resource (xix, 819 pages) : illustrations. |
| Библиография: |
Includes bibliographical references (pages 793-802) and index. |
| ISBN: |
047168189X 9780471681892 9780471654643 0471654647 |