Der Artikel ist weiterhin als ^^OTHERCONDITION^^ verfügbar.
Autor: George Levy
ISBN-13: 9780080878072
Einband: PDF
Seiten: 384
Sprache: Englisch
eBook Typ: PDF
eBook Format: PDF
Kopierschutz: Adobe DRM [Hard-DRM]
Systemvoraussetzungen
Der Artikel wird am Ende des Bestellprozesses zum Download zur Verfügung gestellt.

Computational Finance Using C and C#

Quantitative Finance
Geben Sie Ihre Bewertung ab!  
Wir verlosen jeden Monat unter allen freigegebenen Rezensionen
3 Gutscheine im Wert von 20 Euro. Teilnahmebedingungen
2
Computational Finance Using C and C# 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. The book 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); and credit derivatives (credit default swaps, defaultable bonds, total return swaps). This book is organized into 8 chapters, beginning with an overview of financial derivatives followed by an introduction to stochastic processes. The discussion then shifts to generation of random variates; European options; single asset American options; multi-asset options; other financial derivatives; and C# portfolio pricing application. The text is supported by a multi-tier website which enables purchasers of the book to download free software, which includes executable files, configuration files, and results files. With these files the user can run the C# portfolio pricing application and change the portfolio composition and the attributes of the deals. This book will be of interest to financial engineers and analysts as well as numerical analysts in banking, insurance, and corporate finance.Illustrates the use of C# design patterns, including dictionaries, abstract classes, and .NET InteropServices.
1
Computational Finance Using C and C# 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. The book 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); and credit derivatives (credit default swaps, defaultable bonds, total return swaps). This book is organized into 8 chapters, beginning with an overview of financial derivatives followed by an introduction to stochastic processes. The discussion then shifts to generation of random variates; European options; single asset American options; multi-asset options; other financial derivatives; and C# portfolio pricing application. The text is supported by a multi-tier website which enables purchasers of the book to download free software, which includes executable files, configuration files, and results files. With these files the user can run the C# portfolio pricing application and change the portfolio composition and the attributes of the deals. This book will be of interest to financial engineers and analysts as well as numerical analysts in banking, insurance, and corporate finance.Illustrates the use of C# design patterns, including dictionaries, abstract classes, and .NET InteropServices.

Zu diesem Artikel ist noch keine Rezension vorhanden.
Helfen sie anderen Besuchern und verfassen Sie selbst eine Rezension.

 

Rezensionen

Autor: George Levy
ISBN-13 :: 9780080878072
ISBN: 0080878075
Verlag: Elsevier Science
Seiten: 384
Sprache: Englisch
Sonstiges: Ebook, Maximale Downloadanzahl: 6