London, Justin,

Modeling derivatives applications in MATLAB, C++, and Excel Justin London - Upper Saddle River, N.J. FT Press, 2007 - xxi, 565p. ill. 25cm

Includes bibliographical references (p. 543-553) and index.

9780131962590


Derivative securities--Prices--Mathematical models.
C++ (Computer program language)
Credit derivatives--Mathematical models.

HG6024