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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
London, UK :
Academic Press is an imprint of Elsevier,
[2016]
|
| Edición: | Second edition. |
| Colección: | Quantitative finance series.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | SCIDIR_ocn956320717 | ||
| 003 | OCoLC | ||
| 005 | 20231120112126.0 | ||
| 006 | m o d | ||
| 007 | cr mn||||||||| | ||
| 008 | 160808t20162016enk ob 000 0 eng d | ||
| 040 | |a OPELS |b eng |e rda |e pn |c OPELS |d N$T |d YDX |d OCLCF |d OSU |d DEBSZ |d U3W |d OCLCO |d OCLCQ |d BRX |d OCLCQ |d OCLCO | ||
| 019 | |a 957607699 |a 963347015 | ||
| 020 | |a 9780128035764 |q (electronic bk.) | ||
| 020 | |a 0128035765 |q (electronic bk.) | ||
| 020 | |z 9780128035795 |q (print) | ||
| 020 | |z 012803579X |q (print) | ||
| 035 | |a (OCoLC)956320717 |z (OCoLC)957607699 |z (OCoLC)963347015 | ||
| 050 | 4 | |a HG106 |b .L484 2016eb | |
| 072 | 7 | |a BUS |x 027000 |2 bisacsh | |
| 082 | 0 | 4 | |a 332.01/5118 |2 23 |
| 100 | 1 | |a Levy, George, |e author. | |
| 245 | 1 | 0 | |a Computational finance using C and C# : |b derivatives and valuation / |c George Levy. |
| 250 | |a Second edition. | ||
| 264 | 1 | |a London, UK : |b Academic Press is an imprint of Elsevier, |c [2016] | |
| 264 | 4 | |c �2016 | |
| 300 | |a 1 online resource (xvii, 370 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Quantitative finance | |
| 520 | |a 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. | ||
| 504 | |a Includes bibliographical references. | ||
| 505 | 0 | |a Overview of Financial Derivatives -- Introduction to Stochastic Processes -- Generation of Random Variates -- European Options -- Single Asset American Options -- Multi-asset Options -- Other Financial Derivatives -- C# Portfolio Pricing Application -- A Brief History of Finance. | |
| 588 | 0 | |a Print version record. | |
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Financial engineering. | |
| 650 | 6 | |a Finances |x Mod�eles math�ematiques. |0 (CaQQLa)201-0047861 | |
| 650 | 6 | |a Ing�enierie financi�ere. |0 (CaQQLa)201-0226913 | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Finance |x Mathematical models |2 fast |0 (OCoLC)fst00924398 | |
| 650 | 7 | |a Financial engineering |2 fast |0 (OCoLC)fst00924623 | |
| 776 | 0 | 8 | |i Print version: |a Levy, George. |t Computational finance using C and C#. |b Second edition. |d London, UK : Academic Press is an imprint of Elsevier, [2016] |z 9780128035795 |z 012803579X |w (OCoLC)944209979 |
| 830 | 0 | |a Quantitative finance series. | |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/book/9780128035795 |z Texto completo |