C Design Patterns and Derivatives Pricing (книга)
C++ Design Patterns and Derivatives Pricing | |
Автор: | Mark Joshi Mark Broadie Sam Howison Neil Johnson George Papanicolaou |
---|---|
Оригинал издан: | ???? |
«C++ Design Patterns and Derivatives Pricing» — книга ???? года.
Содержание |
Содержание 
От издателя 
«Combining mathematical finance with C++ and object-oriented programming (00P), M. Joshi demonstrates the relevance and use of OOP in financial mathematics by describing how to use price derivatives to obtain reusable and extensible code. A large…»