Description |
xiii, 199 pages : illustrations ; 26 cm + 1 CD-ROM (4 3/4 in.) |
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4 3/4 in |
Series |
Mathematics, finance, and risk |
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Mathematics, finance, and risk.
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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.
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C++ (Computer program language)
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Business mathematics.
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LC no. |
2003065293 |
ISBN |
0521832357 |
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