| Description |
xiii, 199 pages : illustrations ; 26 cm + 1 CD-ROM (4 3/4 in.) |
|
4 3/4 in |
| Series |
Mathematics, finance, and risk |
|
Mathematics, finance, and risk.
|
| Contents |
1. A simple Monte Carlo model -- 2. Encapsulation -- 3. Inheritance and virtual functions -- 4. Bridging with a virtual constructor -- 5. Strategies, decoration and statistics -- 6. A random numbers class -- 7. An exotics engine and the template pattern -- 8. Trees -- 9. Solvers, templates and implied volatilities -- 10. The factory -- 11. Design patterns revisited |
| Notes |
"Complete ANSI/ISO-compatible"--RC-ROM |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Derivative securities -- Prices -- Mathematical models.
|
|
C++ (Computer program language)
|
|
Business mathematics.
|
| LC no. |
2003065293 |
| ISBN |
0521832357 |
|
