Computational Finance Using C and C#: Derivatives and Valuation

George Levy (Senior Project Consultant developing software for estimating financial risk, SunGard Systems, UK),George Levy (Senior Project Consultant developing software for estimating financial risk, SunGard Systems, UK),George Levy (Senior Project Consultant developing software for estimating financial risk, SunGard Systems, UK),George Levy (Senior Project Consultant developing software for estimating financial risk, SunGard Systems, UK),George Levy (Senior Project Consultant developing software for estimating financial risk, SunGard Systems, UK)

Computational Finance Using C and C#: Derivatives and Valuation
Format
Hardback
Publisher
Elsevier Science Publishing Co Inc
Country
United States
Published
17 June 2016
Pages
388
ISBN
9780128035795

Computational Finance Using C and C#: Derivatives and Valuation

George Levy (Senior Project Consultant developing software for estimating financial risk, SunGard Systems, UK),George Levy (Senior Project Consultant developing software for estimating financial risk, SunGard Systems, UK),George Levy (Senior Project Consultant developing software for estimating financial risk, SunGard Systems, UK),George Levy (Senior Project Consultant developing software for estimating financial risk, SunGard Systems, UK),George Levy (Senior Project Consultant developing software for estimating financial risk, SunGard Systems, UK)

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.

This item is not currently in-stock. It can be ordered online and is expected to ship in approx 2 weeks

Our stock data is updated periodically, and availability may change throughout the day for in-demand items. Please call the relevant shop for the most current stock information. Prices are subject to change without notice.

Sign in or become a Readings Member to add this title to a wishlist.