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Modeling Derivatives in C++ (Wiley Finance)
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Modeling Derivatives in C++ (Wiley Finance)

2.83  ·  Rating Details ·  6 Ratings  ·  0 Reviews
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, ...more
Paperback, 840 pages
Published January 7th 2005 by John Wiley & Sons (first published September 17th 2004)
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