Computational Finance: Numerical Methods for Pricing Financial Instruments (Quantitative Finance)

George Levy DPhil University of Oxford

ISBN 10: 0750657227 / ISBN 13: 9780750657228

Edité par Butterworth-Heinemann, 2004

A propos de cet article

Hardcover, In Very Good Condition. 443 Pages With The Index. With A Very Good Dust Jacket. Book And Cd.books are NOT signed. We will state signed at the description section. we confirm they are signed via email or stated in the description box. - Specializing in academic, collectiblle and historically significant, providing the utmost quality and customer service satisfaction. For any questions feel free to email us.

N° de réf. du vendeur 044660

Détails bibliographiques

• Titre: Computational Finance: Numerical Methods for Pricing Financial Instruments (Quantitative Finance)
• Éditeur: Butterworth-Heinemann
• Date de parution: 2004
• Langue: anglais
• ISBN à 10 chiffres: 0750657227
• ISBN à 13 chiffres: 9780750657228
• Reliure: Hardcover
• État de l'article: Very Good
• État de la jaquette: Very Good
• Poids: 2 onces
• Catalogues du vendeur:
  • CANADIAN LITERATURE

A propos de ce titre

Synopsis

Computational Finance presents a modern computational approach to mathematical finance within the Windows environment, and contains financial algorithms, mathematical proofs and computer code in C/C++. The author illustrates how numeric components can be developed which allow financial routines to be easily called by the complete range of Windows applications, such as Excel, Borland Delphi, Visual Basic and Visual C++.

These components permit software developers to call mathematical finance functions more easily than in corresponding packages. Although these packages may offer the advantage of interactive interfaces, it is not easy or computationally efficient to call them programmatically as a component of a larger system. The components are therefore well suited to software developers who want to include finance routines into a new application.

Typical readers are expected to have a knowledge of calculus, differential equations, statistics, Microsoft Excel, Visual Basic, C++ and HTML.

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.