000			01428nam a22003254a 4500
001			ebr10113956
003			CaPaEBR
006			m u
007			cr cn|||||||||
008			040416s2004 njua s 001 0 eng
010			_z 2004008925
020			_z0470855096
040			_aCaPaEBR _cCaPaEBR
035			_a(OCoLC)70720110
050	1	4	_aHG4515.2 _b.D85 2004eb
082	0	4	_a332.6/0285/5133 _222
100	1		_aDuffy, Daniel J.
245	1	0	_aFinancial instrument pricing using C++ _h[electronic resource] / _cDaniel J Duffy.
260			_aHoboken, NJ : _bJohn Wiley, _cc2004.
300			_axiv, 418 p. : _bill.
500			_aIncludes bibliographical references (p. [397]-399) and index.
505	0		_aTemplate programming in C++ -- Building block classes -- Ordinary and stochastic differential equations -- Programming the black-scholes environment -- Design patterns -- Design and deployment issues.
533			_aElectronic reproduction. _bPalo Alto, Calif. : _cebrary, _d2013. _nAvailable via World Wide Web. _nAccess may be limited to ebrary affiliated libraries.
650		0	_aInvestments _xMathematical models.
650		0	_aFinancial engineering.
650		0	_aC++ (Computer program language)
655		7	_aElectronic books. _2local
710	2		_aebrary, Inc.
856	4	0	_uhttp://site.ebrary.com/lib/rucke/Doc?id=10113956 _zAn electronic book accessible through the World Wide Web; click to view
999			_c105020 _d105020