Numerical methods in finance with C++ /
x, 166 p. : illustrations ; 23 cm. - (Mastering mathematical finance ) Includes index. Content notes : Preface;
1. Binomial pricer;
2. Binomial pricer revisited;
3. American options;
4. Nonlinear solvers;
5. Monte Carlo methods;
6. Finite difference methods;
Index. C++ (Computer program language)