Técnicas de Programação (1 º Sem 2014/2015)

MF (Mathematical Finance)

Bibliografia

Principal

• Eckel, B., Thinking in C++ , 2nd Edition, Volume 1, Prentice Hall , 2000.

Secundária

• Duffy, D.J., Financial Instrument Pricing Using C++ , John Wiley & Sons, Chichester, 2004.
• Joshi, M.S., C++ Design Patterns and Derivatives Pricing , Cambridge University Press, Cambridge, 2004.
• Steve, D. , Excel Add-in Development in C/C++: Applications in Finance , John Wiley & Sons, Chichester, 2005.