Computational Finance: Numerical Methods for Pricing Financial Instruments (Quantitative Finance) - Tapa dura

Libro 9 de 20: Quantitative Finance

Levy, George

 
9780750657228: Computational Finance: Numerical Methods for Pricing Financial Instruments (Quantitative Finance)
Tapa dura
ISBN 10: 0750657227 ISBN 13: 9780750657228
Editorial: Butterworth-Heineman, 2004

Sinopsis

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.

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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.

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Editorial
Butterworth-Heineman
Año de publicación
2004
Idioma
Inglés
ISBN 10 
0750657227
ISBN 13 
9780750657228
Encuadernación
Tapa dura
Número de páginas
460
Contacto del fabricante
no disponible
Persona responsable
no disponible