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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 traders, the authors show both novice and experienced traders how to develop robust and accurate pricing models and employ them in real environments. Traders...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Duffy, Daniel J.
Otros Autores: Germani, Andrea
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester : Wiley, 2012.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario: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 traders, the authors show both novice and experienced traders 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 qu.
Notas:5.4 Enumeration and Iterators.
Descripción Física:1 online resource (857 pages)
ISBN:9781118502839
1118502833
1299188567
9781299188563