Computational Finance Using C And C#: Derivatives And Valuation

June 17, 2016|
Computational Finance Using C And C#: Derivatives And Valuation by George Levy
$106.57 
$134.50 save 20%
Hardcover
Earn 533 plum® points
Buy Online
Ship to an address
Free shipping on orders over $35
Pick up in store
To see if pickup is available,
Find In Store
Not sold in stores
Prices and offers may vary in store

about

Computational Finance Using C and C#: Derivatives and Valuation, Second Editionprovides derivatives pricing information for equity derivatives, interest rate derivatives, foreign exchange derivatives, and credit derivatives. By providing free access to code from a variety of computer languages, such as Visual Basic/Excel, C++, C, and C#, it gives readers stand-alone examples that they can explore before delving into creating their own applications. It is written for readers with backgrounds in basic calculus, linear algebra, and probability. Strong on mathematical theory, this second edition helps empower readers to solve their own problems.

*Features new programming problems, examples, and exercises for each chapter. *Includes freely-accessible source code in languages such as C, C++, VBA, C#, and Excel.. *Includes a new chapter on the history of finance which also covers the 2008 credit crisis and the use of mortgage backed securities, CDSs and CDOs. *Emphasizes mathematical theory.



  • Features new programming problems, examples, and exercises with solutions added to each chapter
  • Includes freely-accessible source code in languages such as C, C++, VBA, C#, Excel,
  • Includes a new chapter on the credit crisis of 2008
  • Emphasizes mathematical theory
George Levy currently works as a quantitative analyst at RWE, and has provided technical consultancy to numerous financial institutions, In addition he has also published articles on numerical modelling, mathematical finance and software engineering. He is the author of Computational Finance: Numerical Methods for Pricing Financial Der...
Loading
Title:Computational Finance Using C And C#: Derivatives And Valuation
Format:Hardcover
Product dimensions:388 pages, 9 X 6 X 0 in
Shipping dimensions:388 pages, 9 X 6 X 0 in
Published:June 17, 2016
Publisher:Academic Press
Language:English
Appropriate for ages:All ages
ISBN - 13:9780128035795

Recently Viewed
|