Computational Finance Using C and C#: Derivatives and Valuation (Quantitative Finance) - Tapa dura

Levy, George

 
9780128035795: Computational Finance Using C and C#: Derivatives and Valuation (Quantitative Finance)
Tapa dura
ISBN 10: 012803579X ISBN 13: 9780128035795
Editorial: Academic Press, 2016

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

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.

De la contraportada

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Academic Press
Año de publicación
2016
Idioma
Inglés
ISBN 10 
012803579X
ISBN 13 
9780128035795
Encuadernación
Tapa dura
Número de edición
2
Número de páginas
390
Contacto del fabricante
no disponible
Persona responsable
Yeepin GmbH
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sunshine12232@outlook.com

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