LEADER 01316nam a2200313 i 4500 001 991001091609707536 005 20020502183441.0 008 960730s1988 it 000 0 ita d 020 $a8870112969 035 $ab11462437-39ule_inst 035 $aPRUMB54760$9ExL 040 $aDip. SSSC - Sociologia$bita 110 2 $aCentro di documentazione, ricerca ed iniziativa delle donne$0157977 245 10$aDonne di scienza :$besperienze e riflessioni /$cCentro documentazione donne di Bologna ; a cura di Rita Alicchio e Cristina Pezzoli 260 $aTorino :$bTorino : Rosenberg e Sellier,$c1988 300 $a120 p. ;$c21 cm 490 0 $aSoggetto donna 650 4$aScienziate 650 4$aLavoro delle donne 700 1 $aAlicchio, Rita 700 1 $aPezzoli, Cristina 907 $a.b11462437$b01-03-17$c01-07-02 912 $a991001091609707536 945 $aLE022 MP 81 G 42$g1$i2022000152044$lle022$o-$pE0.00$q-$rl$s- $t0$u1$v1$w1$x0$y.i11172678$z28-06-02 945 $aLE021 NOC50$g1$iLE021N-13209$lle021$o-$pE0.00$q-$rl$s- $t0$u0$v0$w0$x0$y.i1165059x$z01-07-02 945 $aLE021 NBD42$g1$i2021000176081$lle021$o-$pE0.00$q-$rl$s- $t0$u0$v0$w0$x0$y.i15068146$z01-02-10 996 $aDonne di scienza$9811028 997 $aUNISALENTO 998 $ale022$ale021$b01-01-96$cm$da $e-$fita$git $h0$i2 LEADER 02631nam 22006254a 450 001 9910783105703321 005 20230617021408.0 010 $a1-118-85647-3 010 $a1-280-27497-2 010 $a9786610274970 010 $a0-470-02048-2 035 $a(CKB)1000000000020112 035 $a(EBL)210551 035 $a(OCoLC)475919035 035 $a(SSID)ssj0000155000 035 $a(PQKBManifestationID)11158444 035 $a(PQKBTitleCode)TC0000155000 035 $a(PQKBWorkID)10098316 035 $a(PQKB)11021484 035 $a(MiAaPQ)EBC210551 035 $a(Au-PeEL)EBL210551 035 $a(CaPaEBR)ebr10113956 035 $a(CaONFJC)MIL27497 035 $a(OCoLC)62790653 035 $a(EXLCZ)991000000000020112 100 $a20040416d2004 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aFinancial instrument pricing using C++$b[electronic resource] /$fDaniel J Duffy 210 $aHoboken, NJ $cJohn Wiley$dc2004 215 $a1 online resource (434 p.) 225 1 $aThe Wiley Finance Series 300 $aIncludes bibliographical references (p. [397]-399) and index. 311 $a0-470-85509-6 327 $aTemplate programming in C++ -- Building block classes -- Ordinary and stochastic differential equations -- Programming the black-scholes environment -- Design patterns -- Design and deployment issues. 330 $aOne of the best languages for the development of financial engineering and instrument pricing applications is C++. This book has several features that allow developers to write robust, flexible and extensible software systems. The book is an ANSI/ISO standard, fully object-oriented and interfaces with many third-party applications. It has support for templates and generic programming, massive reusability using templates (?write once?) and support for legacy C applications. In this book, author Daniel J. Duffy brings C++ to the next level by applying it to the design and implementation of cla 410 0$aWiley finance series. 606 $aInvestments$xMathematical models 606 $aFinancial engineering 606 $aC++ (Computer program language) 615 0$aInvestments$xMathematical models. 615 0$aFinancial engineering. 615 0$aC++ (Computer program language) 676 $a332.6/0285/5133 700 $aDuffy$b Daniel J$0103056 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910783105703321 996 $aFinancial instrument pricing using C++$92687518 997 $aUNINA