London, Justin <br/><br/>
Modeling Derivatives In C++ 

 -  New Jersey: John Wiley  2005 
<br/><br/><label>ISBN: </label>0471654647 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Bermudan and Exotic Interest Rate Derivatives<br/>Libor Market Models<br/>Statistical Models<br/>Stochastic Volatility<br/>Exotic Options<br/>Finite-Difference Methods<br/>Binomial and Trinomial Trees<br/>Contents: - Black-Scholes and Pricing Fundamentals
<br/><br/><label>Dewey Class. No.: </label>332.645701 LON