Computational Finance Using C and C#: Derivatives and Valuation - Couverture rigide

Levy, George

 
9780128035795: Computational Finance Using C and C#: Derivatives and Valuation
Couverture rigide
ISBN 10 : 012803579X ISBN 13 : 9780128035795
Editeur : Academic Press Inc, 2016

Synopsis

Computational Finance Using C and C#: Derivatives and Valuation, Second Edition provides 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.

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À propos de l?auteur

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 Derivatives. His interests include: Monte Carlo simulation, Microsoft technologies and derivative valuation.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Academic Press Inc
Date d'édition
2016
Langue
anglais
ISBN 10 
012803579X
ISBN 13 
9780128035795
Reliure
Relié
Numéro d'édition
2
Nombre de pages
388
Coordonnées du fabricant
non disponible
Personne responsable
Yeepin GmbH
492000000000
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