000			01436cam a22003258a 4500
001			2004005208
003			DLC
005			20170303020001.0
008			040308s2004 nju b 001 0 eng
010			_a 2004005208
020			_a0470855096 (cloth : alk. paper)
020			_a9780470855096
040			_aDLC _cDLC
042			_apcc
050	0	0	_aQA76.73.C153 _bD84 2004
082	0	0	_a005.13/3 _222
100	1		_aDuffy, Daniel J.
245	1	0	_aFinancial instrument pricing using C++ / _cDaniel J. Duffy.
260			_aHoboken, NJ : _bJohn Wiley, _cc2004.
263			_a0406
300			_ap. cm.
440		0	_aWiley finance series
504			_aIncludes bibliographical references and index.
520			_aThis 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.
590			_a08/05/13
591			_aLoans
650		0	_aC++ (Computer program language)
650		0	_aFinancial engineering.
942			_2ddc _cBOOK _01
999			_c190 _d190