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
Tabla de Contenidos:
  • 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.

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