Computational finance using C and C# : derivatives and valuation /

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, suc...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Levy, George (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London, UK : Academic Press is an imprint of Elsevier, [2016]
Edición:Second edition.
Colección:Quantitative finance series.
Temas:
Finance > Mathematical models.
Financial engineering.
Finances > Mod�eles math�ematiques.
Ing�enierie financi�ere.
BUSINESS & ECONOMICS > Finance.
Finance > Mathematical models
Financial engineering
Acceso en línea:Texto completo
Descripción
Sumario: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.
Descripción Física:1 online resource (xvii, 370 pages)
Bibliografía:Includes bibliographical references.
ISBN:9780128035764
0128035765

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