Copyright © 2005 by Justin London. All rights reserved.
Published by John Wiley & Sons, Inc., Hoboken, New Jersey.
Published simultaneously in Canada.
Computer code in Appendix E on the CD-ROM is from Numerical Recipes in C by William H. Press,
Brian P. Flannery, Saul Teukolsky, and Wiliam Vetterling. Copyright © 1988–2003 Numerical Recipes
Software. Reproduced with permission.
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Library of Congress Cataloging-in-Publication Data
London, Justin, 1973–
Modeling derivatives in C++ / Justin London.
p. cm.—(Wiley finance series)
Includes index.
ISBN 0-471-65464-7 (cloth)
1. Derivative securities—Data processing. 2. C++ (Computer program language)
I. Title. II. Series.
HG6024.A3L66 2004
332.64'57'01135262—dc22
2004042045
Printed in the United States of America.
10987654321
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