TY - BOOK ID - 5360594 TI - Modeling derivatives in C++ : Justin London. PY - 2005 SN - 0471654647 9786610272860 1280272864 047168189X 9780471681892 9780471654643 PB - New York : J. Wiley, DB - UniCat KW - Derivative securities KW - C++ (Computer program language) KW - Instruments dérivés (Finances) KW - C++ (Langage de programmation) KW - Data processing. KW - Informatique KW - C. KW - (Computer program language). KW - (Computer program language). KW - Derivative securities. KW - Derivative securities - Data processing. KW - Finance KW - Business & Economics KW - Investment & Speculation KW - -C++ (Computer program language) KW - 332.645701135262 KW - Derivative financial instruments KW - Derivative financial products KW - Derivative instruments KW - Derivatives (Finance) KW - Financial derivatives KW - Securities KW - Structured notes (Securities) KW - Data processing KW - Instruments dérivés (Finances) KW - C (Computer program language) KW - E-books UR - https://www.unicat.be/uniCat?func=search&query=sysid:5360594 AB - This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, including equity (standard and exotics including barrier, lookback, and Asian) and fixed income (bonds, caps, swaptions, swaps, credit) derivatives. The book provides complete C++ implementations for many of the most important ER -