Financial Instrument Pricing Using C++(2nd Edition)
Authors:
Daniel J. Duffy
Type:Hardcover/ PaperBack / Loose Leaf
Condition: Used/New
In Stock: 2 Left
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Book details
ISBN: 0470971193, 9780470971192
Book publisher: Wiley
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Customer Reviews
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CT
This book is an absolute gem for anyone dealing with financial derivatives and needs to implement pricing models. The practical code examples in C++ are clearly explained, which significantly helped me understand the mechanics behind the models. The depth and breadth covered in each chapter are impressive. Although it’s quite technical, it’s a necessary read for anyone serious about financial engineering. Arrived quickly and in perfect condition, which is always a plus. Highly recommended!































