TY  - BOOK
AU  - Duffy,Daniel J.
TI  - Financial instrument pricing using C++
SN  - 0470855096 (cloth : alk. paper)
AV  - QA76.73.C153 D84 2004
U1  - 005.13/3 22
PY  - 2004///
CY  - Hoboken, NJ
PB  - John Wiley
KW  - C++ (Computer program language)
KW  - Financial engineering
N1  - Includes bibliographical references and index
N2  - This book has several features that allow developers to write robust, flexible and extensible software systems. The book is an ANSI/ISO standard, fully object-oriented and interfaces with many third-party applications. It has support for templates and generic programming, massive reusability using templates (?write once?) and support for legacy C applications. In this book, author Daniel J. Duffy brings C++ to the next level by applying it to the design and implementation of classes, libraries and applications for option and derivative pricing models.
ER  -