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