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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester :
Wiley,
2012.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Duffy, Daniel J. | |
| 245 | 1 | 0 | |a C♯ for Financial Markets. |
| 260 | |a Chichester : |b Wiley, |c 2012. | ||
| 300 | |a 1 online resource (857 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
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| 505 | 0 | |a C♯ for Financial Markets; Contents; List of Figures; List of Tables; Introduction; 0.1 What Is This Book?; 0.2 Special Features in This Book; 0.3 Who Is This Book for and What Do You Learn?; 0.4 Structure of This Book; 0.5 C♯ Source Code; 1 Global Overview of the Book; 1.1 Introduction and Objectives; 1.2 Comparing C♯ and C++; 1.3 Using This Book; 2 C♯ Fundamentals; 2.1 Introduction and Objectives; 2.2 Background to C♯; 2.3 Value Types, Reference Types and Memory Management; 2.4 Built-in Data Types in C♯; 2.5 Character and String Types; 2.6 Operators; 2.7 Console Input and Output. | |
| 505 | 8 | |a 2.8 User-defined Structs2.9 Mini Application: Option Pricing; 2.10 Summary and Conclusions; 2.11 Exercises and Projects; 3 Classes in C♯; 3.1 Introduction and Objectives; 3.2 The Structure of a Class: Methods and Data; 3.3 The Keyword 'this'; 3.4 Properties; 3.5 Class Variables and Class Methods; 3.6 Creating and Using Objects in C♯; 3.7 Example: European Option Price and Sensitivities; 3.7.1 Supporting Mathematical Functions; 3.7.2 Black-Scholes Formula; 3.7.3 C♯ Implementation; 3.7.4 Examples and Applications; 3.8 Enumeration Types; 3.9 Extension Methods. | |
| 505 | 8 | |a 3.10 An Introduction to Inheritance in C#3.11 Example: Two-factor Payoff Hierarchies and Interfaces; 3.12 Exception Handling; 3.13 Summary and Conclusions; 3.14 Exercises and Projects; 4 Classes and C♯ Advanced Features; 4.1 Introduction and Objectives; 4.2 Interfaces; 4.3 Using Interfaces: Vasicek and Cox-Ingersoll-Ross (CIR) Bond and Option Pricing; 4.3.1 Defining Standard Interfaces; 4.3.2 Bond Models and Stochastic Differential Equations; 4.3.3 Option Pricing and the Visitor Pattern; 4.4 Interfaces in .NET and Some Advanced Features; 4.4.1 Copying Objects; 4.4.2 Interfaces and Properties. | |
| 505 | 8 | |a 4.4.3 Comparing Abstract Classes and Interfaces4.4.4 Explicit Interfaces; 4.4.5 Casting an Object to an Interface; 4.5 Combining Interfaces, Inheritance and Composition; 4.5.1 Design Philosophy: Modular Programming; 4.5.2 A Model Problem and Interfacing; 4.5.3 Implementing the Interfaces; 4.5.4 Examples and Testing; 4.6 Introduction to Delegates and Lambda Functions; 4.6.1 Comparing Delegates and Interfaces; 4.7 Lambda Functions and Anonymous Methods; 4.8 Other Features in C♯; 4.8.1 Static Constructors; 4.8.2 Finalisers; 4.8.3 Casting; 4.8.4 The var Keyword; 4.9 Advanced .NET Delegates. | |
| 505 | 8 | |a 4.9.1 Provides and Requires Interfaces: Creating Plug-in Methods with Delegates4.9.2 Multicast Delegates; 4.9.3 Generic Delegate Types; 4.9.4 Delegates versus Interfaces, Again; 4.10 The Standard Event Pattern in .NET and the Observer Pattern; 4.11 Summary and Conclusions; 4.12 Exercises and Projects; 5 Data Structures and Collections; 5.1 Introduction and Objectives; 5.2 Arrays; 5.2.1 Rectangular and Jagged Arrays; 5.2.2 Bounds Checking; 5.3 Dates, Times and Time Zones; 5.3.1 Creating and Modifying Dates; 5.3.2 Formatting and Parsing Dates; 5.3.3 Working with Dates. | |
| 500 | |a 5.4 Enumeration and Iterators. | ||
| 520 | |a 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. | ||
| 588 | 0 | |a Print version record. | |
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| 700 | 1 | |a Germani, Andrea. | |
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| 776 | 0 | 8 | |i Print version: |a Duffy, Daniel J. |t C♯ for Financial Markets. |d Chichester : Wiley, ©2012 |z 9780470030080 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1120745 |z Texto completo |
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