C++ design patterns and derivatives pricing

Author(s)

• Joshi, Mark S.

Bibliographic Information

C++ design patterns and derivatives pricing

M.S. Joshi

（Mathematics, finance, and risk / editorial board, Mark Broadie ... [et al.]）

Cambridge University Press, 2008

2nd ed

• : pbk

Note

Includes bibliographical references (p. 287-288) and index

Details

• NCID: BA87886763
• ISBN:
  • 9780521721622
• LCCN: 2008276309
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cambridge, UK ; New York
• Pages/Volumes: xvi, 292 p.
• Size: 25 cm
• Classification:
  • LCC : HG6024.A3
• Subject Headings:
  • LCSH : Derivative securities -- Prices -- Mathematical models
  • LCSH : C++ (Computer program language)
  • LCSH : Business mathematics
• Parent Bibliography ID:
  • BA6539462X