Computational Finance Numerical methods for pricing financial instruments
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Sprache:Englisch
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Verlag:Elsevier LTD, Oxford
Fr. 222.00
inkl. gesetzl. MwSt.,
Beschreibung
Produktdetails
Einband
Gebundene Ausgabe
Erscheinungsdatum
01.07.2009
Verlag
Elsevier LTD, OxfordSeitenzahl
840
Maße (H)
24 cm
Gewicht
1664 g
Sprache
Englisch
ISBN
978-0-12-374710-5
Computational Finance presents a modern computational approach to mathematical finance within the Windows environment. George Levy illustrates how numeric components can be developed by Financial Analysts that allow financial routines on the computer to be more easily performed. This book contains a bound in CD-ROM.
In Computational Finance Using C and C#, Levy raises computational finance to the next level using the languages of both standard C and C#. The inclusion of both these languages enables readers to match their use of the book to their firm's internal software and code requirements. Levy also provides derivatives pricing information for equity derivates, interest rate derivatives, foreign exchange derivatives, and credit derivatives. A unique password is bound into every book, giving the reader access to additional software on password protected
website.
*Shows how to incorporate advanced financial modelling techniques in Windows compatible software
* Includes CD-ROM with adaptive software
* Aids the development of bespoke software solutions covering GARCH volatility modelling, derivative pricing with Partial Differential Equations, VAR, bond and stock options
*Complete financial instrument pricing code in standard C and C# available to book buyers on companion website
* Provides software design patterns in C and C# and the use of SQL server
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