Computational Finance: Numerical Methods for Pricing Financial Instruments (Quantitative Finance) [Hardcover] Levy DPhil University of Oxford, George

Levy DPhil University of Oxford, George

ISBN 10: 0750657227 / ISBN 13: 9780750657228

Edité par Butterworth-Heinemann, 2004

A propos de cet article

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Détails bibliographiques

• Titre: Computational Finance: Numerical Methods for Pricing Financial Instruments (Quantitative Finance) [Hardcover] Levy DPhil University of Oxford, George
• 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: As New
• Poids: 32 onces

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.