Duffy, Daniel J. <br/><br/>
Financial instrument pricing using C++  [electronic resource] / 
Daniel J Duffy. 
 - Hoboken, NJ :  John Wiley,  c2004. 
 - xiv, 418 p. :  ill. 
<br/><br/> Includes bibliographical references (p. [397]-399) and index. 
<br/><br/>Template programming in C++ -- Building block classes -- Ordinary and stochastic differential equations -- Programming the black-scholes environment -- Design patterns -- Design and deployment issues. 
<br/><br/><br/>Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
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<br/><br/><label>Subjects--Topical Terms: </label><br/>Investments--Mathematical models.<br/>Financial engineering.<br/>C++ (Computer program language)
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>HG4515.2  / .D85 2004 
<br/><br/><label>Dewey Class. No.: </label>332.6/0285/5133