๐”– Scriptorium
โœฆ   LIBER   โœฆ

๐Ÿ“

Computational Finance Using C and C# (Quantitative Finance)

โœ Scribed by George Levy


Year
2008
Tongue
English
Leaves
385
Edition
Har/Psc
Category
Library

โฌ‡  Acquire This Volume

No coin nor oath required. For personal study only.

โœฆ Synopsis


In Computational Finance Using C and C# George 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: vanilla options, quantos, generic equity basket options- interest rate derivatives: FRAs, swaps, quantos - foreign exchange derivatives: FX forwards, FX options- credit derivatives: credit default swaps, defaultable bonds, total return swaps. Computational Finance Using C and C# by George Levy is supported by extensive web resources. Available for purchase on the multi-tier website are e versions of this book and Levy's first book, Computational Finance: Numerical Methods for Pricing Financial Derivatives. Purchasers of the print or e-book can download free software consisting of executable files, configuration files, and results files. With these files the user can run the example portfolio application in Chapter 8 and change the portfolio composition and the attributes of the deals.In addition, Upgrade Software is available on the website for a small fee, and includes: . Code to run all the C, C# and Excel examples in the book . Complete C source code for the Analytics_Mathlib maths library that is used in the book. C# source code, market data and portfolio files for the portfolio application described in Chapter 8All the C/C# software can be compiled using either Visual Studio .NET 2005, or the freely available Microsoft Visual C#/C++ 2005 Express Editions. With this software, the user can open the files and create new deals, new instruments, and change the attributes of the deals by editing the code and recompiling it. This serves as a template that a user can run to customize the deals for their personal, everyday use. * Complete financial instrument pricing code in standard C and C# available to book buyers on companion website * Illustrates the use of C# design patterns, including dictionaries, abstract classes, and .NET InteropServices.


๐Ÿ“œ SIMILAR VOLUMES


Computational Finance Using C and C# (Qu
โœ George Levy DPhil University of Oxford ๐Ÿ“‚ Library ๐Ÿ“… 2008 ๐Ÿ› Academic Press ๐ŸŒ English

In "Computational Finance Using C and C#" George Levy has done a credible job riding two horses at once, only lightly bridled together: HORSE ONE are the proofs of common stochastic processes used for securities and options pricing, covered in chapter two. Much of this material is stated both worse

Computational Finance Using C and C# (Qu
โœ George Levy ๐Ÿ“‚ Library ๐Ÿ“… 2008 ๐ŸŒ English

In Computational Finance Using C and C# George 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 pr

Computational finance using C and C'
โœ George Levy DPhil University of Oxford ๐Ÿ“‚ Library ๐Ÿ“… 2008 ๐Ÿ› Academic Press ๐ŸŒ English

In Computational Finance Using C and C# George 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 pr

Computational Finance Using C and C#
โœ George Levy DPhil University of Oxford ๐Ÿ“‚ Library ๐Ÿ› Academic Press ๐ŸŒ English

In Computational Finance Using C and C# George 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 pr