Read Anywhere and on Any Device!

Subscribe to Read | $0.00

Join today and start reading your favorite books for Free!

Create Free Account

Quick and Easy Sign Up!

It takes less then 1 minute to sign up, then you can enjoy Unlimited eBooks.

Sign Up Browse

Popular Genres

Read Anywhere and on Any Device!

  • Download on iOS
  • Download on Android
  • Download on iOS

Computational Finance Using C and C# (Quantitative Finance) (Quantitative Finance)

Computational Finance Using C and C# (Quantitative Finance) (Quantitative Finance)

George Levy
0/5 ( ratings)
Read Download
In Computational Finance Using C and C# George Levy raises computational finance to the next level using the languages of both standard C and C#. The inclusion of both these languages enables readers to match their use of the book to their firm s internal software and code requirements. Levy also provides derivatives pricing information for:
equity derivates: vanilla options, quantos, generic equity basket options
interest rate derivatives: FRAs, swaps, quantos
foreign exchange derivatives: FX forwards, FX options
credit derivatives: credit default swaps, defaultable bonds, total return swaps. Computational Finance Using C and C# by George Levy is supported by extensive web resources. Available for purchase on the multi-tier website are e versions of this book and Levy s first book, Computational Finance: Numerical Methods for Pricing Financial Derivatives. Purchasers of the print or e-book can download free software consisting of executable files, configuration files, and results files. With these files the user can run the example portfolio application in Chapter 8 and change the portfolio composition and the attributes of the deals.
In addition, Upgrade Software is available on the website for a small fee, and includes:
Code to run all the C, C# and Excel examples in the book
Complete C source code for the Analytics_Mathlib maths library that is used in the book
C# source code, market data and portfolio files for the portfolio application described in Chapter 8
All the C/C# software can be compiled using either Visual Studio .NET 2005, or the freely available Microsoft Visual C#/C++ 2005 Express Editions.
With this software, the user can open the files and create new deals, new instruments, and change the attributes of the deals by editing the code and recompiling it. This serves as a template that a user can run to customize the deals for their personal, everyday use.
* Complete financial instrument pricing code in standard C and C# available to book buyers on companion website
* Illustrates the use of C# design patterns, including dictionaries, abstract classes, and .NET InteropServices.
Pages
384
Format
Hardcover
Publisher
Academic Press
Release
May 15, 2008
ISBN
0750669195
ISBN 13
9780750669191

Computational Finance Using C and C# (Quantitative Finance) (Quantitative Finance)

George Levy
0/5 ( ratings)
Read Download
In Computational Finance Using C and C# George Levy raises computational finance to the next level using the languages of both standard C and C#. The inclusion of both these languages enables readers to match their use of the book to their firm s internal software and code requirements. Levy also provides derivatives pricing information for:
equity derivates: vanilla options, quantos, generic equity basket options
interest rate derivatives: FRAs, swaps, quantos
foreign exchange derivatives: FX forwards, FX options
credit derivatives: credit default swaps, defaultable bonds, total return swaps. Computational Finance Using C and C# by George Levy is supported by extensive web resources. Available for purchase on the multi-tier website are e versions of this book and Levy s first book, Computational Finance: Numerical Methods for Pricing Financial Derivatives. Purchasers of the print or e-book can download free software consisting of executable files, configuration files, and results files. With these files the user can run the example portfolio application in Chapter 8 and change the portfolio composition and the attributes of the deals.
In addition, Upgrade Software is available on the website for a small fee, and includes:
Code to run all the C, C# and Excel examples in the book
Complete C source code for the Analytics_Mathlib maths library that is used in the book
C# source code, market data and portfolio files for the portfolio application described in Chapter 8
All the C/C# software can be compiled using either Visual Studio .NET 2005, or the freely available Microsoft Visual C#/C++ 2005 Express Editions.
With this software, the user can open the files and create new deals, new instruments, and change the attributes of the deals by editing the code and recompiling it. This serves as a template that a user can run to customize the deals for their personal, everyday use.
* Complete financial instrument pricing code in standard C and C# available to book buyers on companion website
* Illustrates the use of C# design patterns, including dictionaries, abstract classes, and .NET InteropServices.
Pages
384
Format
Hardcover
Publisher
Academic Press
Release
May 15, 2008
ISBN
0750669195
ISBN 13
9780750669191

More books from George Levy

To Die in Chicago: Confederate Prisoners at Camp Douglas 1862-65

4.1/5 ( ratings)

Can-Am 50th Anniversary: Flat Out with North America's Greatest Race Series 1966-74

4.5/5 ( ratings)

F1 Mavericks: The Men and Machines that Revolutionized Formula 1 Racing

4.4/5 ( ratings)

34 Work Howlers

2.6/5 ( ratings)

IMSA: Celebrating 50 Years

4/5 ( ratings)

Surviving an Affair: The Essential Guide to Surviving Infidelity and Saving Your Marriage (I Love Being Happily Married Series - Marriage Advice for being ... divorce and save your marriage. Book 2)

5/5 ( ratings)

Computational Finance: Numerical Methods for Pricing Financial Instruments

4/5 ( ratings)

Jim Hall: Chaparral, Texas and the Invention of Modern Racing

4/5 ( ratings)

Texas Legend: Jim Hall and his Chaparrals

4/5 ( ratings)

Energy Power Risk: Derivatives, Computation and Optimization

4/5 ( ratings)

The Marriage without Love Makeover: How to Rekindle an Unhappy Marriage and Bring Back Love to Your Relationship. (I Love Being Happily Married Series ... divorce and save your marriage. Book 1)

4/5 ( ratings)

Marriage and Love Quotes for a Happy Marriage: I Love Being Happily Married

4/5 ( ratings)

Computational Finance

4/5 ( ratings)

TERRIBLE SWIFT SWORD: ELMIRA NEW YORK IN THE CIVIL WAR

4/5 ( ratings)

The Most UNDERSTANDABLE Blockchain and Bitcoin Book You'll Ever Need.: The Proven, Easy Path to Understanding and Mastering Blockchain and Bitcoin.

4/5 ( ratings)

His Terrible Swift Sword-Elmira, New York in the Civil War

4/5 ( ratings)

Rate this book!

Write a review?

loader