Online Public Access Catalogue (OPAC)
Library,Documentation and Information Science Division

“A research journal serves that narrow

borderland which separates the known from the unknown”

-P.C.Mahalanobis


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)

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