Modeling Derivatives in C++

This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust obje...

  Options futures and other derivatives

This fifth edition book bridges the gap between the theory and practice of derivatives. It provides a unifying approach to the valuation of all derivatives—not just futures and options. It assumes that the reader has some knowledge of finance and pr...

 Options, Futures, and Other Derivatives Solutions Manual

For undergraduate and graduate courses in Options and Futures, Financial Engineering, and Risk Management, typically found in business, finance, economics and mathematics departments. This fifth edition text represents how academia and real-world practic...