C# for Financial Markets

3 valoración promedio
( 1 valoraciones por Goodreads )
 
9780470030080: C# for Financial Markets

A practice-oriented guide to using C# to design and program pricing and trading models

In this step-by-step guide to software development for financial analysts, traders, developers and quants, the authors show both novice and experienced practitioners how to develop robust and accurate pricing models and employ them in real environments. Traders will learn how to design and implement applications for curve and surface modeling, fixed income products, hedging strategies, plain and exotic option modeling, interest rate options, structured bonds, unfunded structured products, and more. A unique mix of modern software technology and quantitative finance, this book is both timely and practical. The approach is thorough and comprehensive and the authors use a combination of C# language features, design patterns, mathematics and finance to produce efficient and maintainable software.

Designed for quant developers, traders and MSc/MFE students, each chapter has numerous exercises and the book is accompanied by a dedicated companion website, http://www.datasimfinancial.com/forum/viewforum.php?f=196&sid=f30022095850dee48c7db5ff62192b34, providing all source code, alongside audio, support and discussion forums for readers to comment on the code and obtain new versions of the software.

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

From the Back Cover:

C# is a modern object-oriented programming language that runs under the Microsoft .NET Framework and it is suitable for the development of pricing and trading applications in quantitative finance. It has functionality to support the needs of quants and traders who develop fixed income and computational finance applications. It is more accessible than C++ and has interfaces with other tools such as Excel, C++, F# and database systems.

C# for Financial Markets is a practice-oriented book that shows how to design and program pricing and trading models using the C# programming language.  It is a step-by-step account of how to develop software programs that can be used by traders in real life situations. The reader will discover how to design and implement real finance applications including new methodologies that were developed after the crash of 2007. The approach is thorough and comprehensive and the authors use a combination of C# language features, design patterns, mathematics and finance to produce efficient and maintainable software.

Some key features in the book are:

  • The C# language from A to Z (version 4.0).
  • C# as a language that supports the object-oriented, generic and functional programming models.
  • Implementing lattice models in C#.
  • Two chapters on PDE models (including an in-depth analysis of the Alternating Direction Explicit (ADE) finite difference method).
  • Six major chapters on fixed income applications including the single curve and multi curve framework.
  • How to create COM and Automation addins in Excel and link them to fixed income applications.
  • A thorough introduction to C# multi-threading and the TPL (Task Programming Language).
  • A detailed overview of LINQ (Language Integrated Query), its applications to finance and LINQ-Excel interoperability.
  • Multi-language development in .NET, in particular creating mixed C#/C++ applications.
  • Introduction to .NET assemblies.

Designed for quant developers, traders and MSc/MFE students, each chapter has numerous exercises and the book is accompanied by a dedicated companion website, www.datasimfinancial.com, providing all source code, alongside forums for readers to comment on the code and obtain new versions of the software.

About the Author:

Daniel J. Duffy has been working with numerical methods in finance, industry and engineering since 1979. He has written four books on financial models and numerical methods and C++ for computational finance and he has also developed a number of new schemes for this field. He is the founder of Datasim Education and has a PhD in Numerical Analysis from Trinity College, Dublin.

Andrea Germani was born in Lodi, Italy in 1975, where he currently lives. After graduating from the Bocconi University in Milano, he obtained the Certificate in Quantitative Finance in London under the supervision of Paul Wilmott. Since then he has been working as a trader in some of the major Italian banks, where he gained a deep knowledge of the financial markets. He also worked on valuation and pricing of equity and interest-derivatives, with a focus on the practical use of the models on the trading floor. He is active in training courses of Finance for students and practitioners.

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

Los mejores resultados en AbeBooks

1.

Daniel J. Duffy (Datasim Education BV); Andrea Germani
Editorial: John Wiley and Sons
ISBN 10: 0470030089 ISBN 13: 9780470030080
Nuevos Cantidad: > 20
Librería
INDOO
(Avenel, NJ, Estados Unidos de America)
Valoración
[?]

Descripción John Wiley and Sons. Estado de conservación: New. Brand New. Nº de ref. de la librería 0470030089

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 50,58
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,01
A Estados Unidos de America
Destinos, gastos y plazos de envío

2.

Duffy, Daniel J.
ISBN 10: 0470030089 ISBN 13: 9780470030080
Nuevos Cantidad: 1
Librería
Paperbackshop-US
(Wood Dale, IL, Estados Unidos de America)
Valoración
[?]

Descripción 2013. HRD. Estado de conservación: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. de la librería KB-9780470030080

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 53,72
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,43
A Estados Unidos de America
Destinos, gastos y plazos de envío

3.

Daniel J. Duffy; Andrea Germani
Editorial: Wiley (2013)
ISBN 10: 0470030089 ISBN 13: 9780470030080
Nuevos Tapa dura Primera edición Cantidad: 1
Librería
Irish Booksellers
(Rumford, ME, Estados Unidos de America)
Valoración
[?]

Descripción Wiley, 2013. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería 0470030089

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 62,84
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

4.

Daniel J. Duffy
Editorial: John Wiley and#38; Sons (2013)
ISBN 10: 0470030089 ISBN 13: 9780470030080
Nuevos Cantidad: > 20
Librería
Books2Anywhere
(Fairford, GLOS, Reino Unido)
Valoración
[?]

Descripción John Wiley and#38; Sons, 2013. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería FW-9780470030080

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 54,79
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 10,07
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

5.

Daniel J. Duffy, Andrea Germani
Editorial: John Wiley and Sons Ltd, United Kingdom (2013)
ISBN 10: 0470030089 ISBN 13: 9780470030080
Nuevos Cantidad: 1
Librería
The Book Depository US
(London, Reino Unido)
Valoración
[?]

Descripción John Wiley and Sons Ltd, United Kingdom, 2013. Mixed media product. Estado de conservación: New. New.. Language: English . Brand New Book. A practice-oriented guide to using C# to design and program pricing and trading models In this step-by-step guide to software development for financial analysts, traders, developers and quants, the authors show both novice and experienced practitioners how to develop robust and accurate pricing models and employ them in real environments. Traders will learn how to design and implement applications for curve and surface modeling, fixed income products, hedging strategies, plain and exotic option modeling, interest rate options, structured bonds, unfunded structured products, and more. A unique mix of modern software technology and quantitative finance, this book is both timely and practical. The approach is thorough and comprehensive and the authors use a combination of C# language features, design patterns, mathematics and finance to produce efficient and maintainable software. Designed for quant developers, traders and MSc/MFE students, each chapter has numerous exercises and the book is accompanied by a dedicated companion website, =196sid=f30022095850dee48c7db5ff62192b34, providing all source code, alongside audio, support and discussion forums for readers to comment on the code and obtain new versions of the software. Nº de ref. de la librería AAS9780470030080

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 67,76
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

6.

Daniel J. Duffy, Andrea Germani
Editorial: Wiley 2013-01-18, Chichester, West Sussex (2013)
ISBN 10: 0470030089 ISBN 13: 9780470030080
Nuevos Tapa dura Cantidad: 1
Librería
Blackwell's
(Oxford, OX, Reino Unido)
Valoración
[?]

Descripción Wiley 2013-01-18, Chichester, West Sussex, 2013. hardback. Estado de conservación: New. Nº de ref. de la librería 9780470030080

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 64,52
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,36
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

7.

Daniel J. Duffy, Andrea Germani
Editorial: John Wiley and Sons Ltd, United Kingdom (2013)
ISBN 10: 0470030089 ISBN 13: 9780470030080
Nuevos Cantidad: 1
Librería
The Book Depository
(London, Reino Unido)
Valoración
[?]

Descripción John Wiley and Sons Ltd, United Kingdom, 2013. Mixed media product. Estado de conservación: New. New.. Language: English . Brand New Book. A practice-oriented guide to using C# to design and program pricing and trading models In this step-by-step guide to software development for financial analysts, traders, developers and quants, the authors show both novice and experienced practitioners how to develop robust and accurate pricing models and employ them in real environments. Traders will learn how to design and implement applications for curve and surface modeling, fixed income products, hedging strategies, plain and exotic option modeling, interest rate options, structured bonds, unfunded structured products, and more. A unique mix of modern software technology and quantitative finance, this book is both timely and practical. The approach is thorough and comprehensive and the authors use a combination of C# language features, design patterns, mathematics and finance to produce efficient and maintainable software. Designed for quant developers, traders and MSc/MFE students, each chapter has numerous exercises and the book is accompanied by a dedicated companion website, =196sid=f30022095850dee48c7db5ff62192b34, providing all source code, alongside audio, support and discussion forums for readers to comment on the code and obtain new versions of the software. Nº de ref. de la librería AAS9780470030080

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 69,49
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

8.

Daniel J. Duffy; Andrea Germani
ISBN 10: 0470030089 ISBN 13: 9780470030080
Nuevos Cantidad: 1
Librería
Speedy Hen LLC
(Sunrise, FL, Estados Unidos de America)
Valoración
[?]

Descripción Estado de conservación: New. Bookseller Inventory # ST0470030089. Nº de ref. de la librería ST0470030089

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 75,17
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

9.

Daniel J. Duffy; Andrea Germani
ISBN 10: 0470030089 ISBN 13: 9780470030080
Nuevos Cantidad: 2
Librería
BWB
(Valley Stream, NY, Estados Unidos de America)
Valoración
[?]

Descripción Estado de conservación: New. Depending on your location, this item may ship from the US or UK. Nº de ref. de la librería 97804700300800000000

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 76,31
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

10.

Duffy, Daniel J.; Germani, Andrea
Editorial: John Wiley and Sons Ltd (2013)
ISBN 10: 0470030089 ISBN 13: 9780470030080
Nuevos Tapa dura Primera edición Cantidad: 1
Librería
Valoración
[?]

Descripción John Wiley and Sons Ltd, 2013. Estado de conservación: New. 2013. 1st Edition. Hardcover. Series: Wiley Finance Series. Num Pages: 856 pages, Illustrations. BIC Classification: KFFM; UMX. Category: (P) Professional & Vocational. Dimension: 251 x 179 x 51. Weight in Grams: 1584. . . . . . . Nº de ref. de la librería V9780470030080

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 76,33
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Irlanda a Estados Unidos de America
Destinos, gastos y plazos de envío

Existen otras copia(s) de este libro

Ver todos los resultados de su búsqueda