Introduction to C++ for Financial Engineers: An Object-Oriented Approach - The Wiley Finance Series (Hardback)Daniel J. Duffy (author)
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The kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods.
This book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF.
This book is the perfect companion to Daniel J. Duffy s book Financial Instrument Pricing using C++ (Wiley 2004, 0470855096 / 9780470021620)
Publisher: John Wiley and Sons Ltd
Number of pages: 438
Weight: 862 g
Dimensions: 253 x 174 x 29 mm
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