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Financial Instrument
Pricing Using C++ 2e

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Financial Instrument
Pricing Using C++ 2e
DANIEL J. DUFFY

This edition rst published 2018
© 2018 John Wiley & Sons, Ltd
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Library of Congress Cataloging-in-Publication Data
Names: Duffy, Daniel J., author.
Title: Financial instrument pricing using C++ / Daniel J. Duffy.
Description: Second Edition. | Hoboken : Wiley, [2018] | Series: Wiley nance series |
Revised and updated edition of the author’s Financial instrument pricing using C++,
c2004. | Includes bibliographical references and index. |
Identiers: LCCN 2018017672 (print) | LCCN 2018019643 (ebook) |
ISBN 9781119170495 (Adobe PDF) | ISBN 9781119170488 (ePub) |
ISBN 9780470971192 (hardcover) | ISBN 9781119170495 (ePDF) | ISBN 9781119170518 (Obook)
Subjects: LCSH: Investments–Mathematical models. | Financial engineering. |
C++ (Computer program language)
Classication: LCC HG4515.2 (ebook) | LCC HG4515.2 .D85 2018 (print) |
DDC 332.60285/5133–dc23
LC record available at https://lccn.loc.gov/2018017672
A catalogue record for this book is available from the British Library.
ISBN 978-0-470-97119-2 (hardback) ISBN 978-1-119-17049-5 (ePDF)
ISBN 978-1-119-17048-8 (ePub) ISBN 978-1-119-17051-8 (Obook)
10987654321
Cover design: Wiley
Cover images:
© whiteMocca/Shutterstock
Set in 10/12pt Times by Aptara Inc., New Delhi, India
Printed in Great Britain by TJ International Ltd, Padstow, Cornwall, UK
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