Computational Finance Using C and C#

By: George Levy

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$111.99
 
 
ISBN
9780080878072
Date Released
Binding
eBook
 
 

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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.Illustrates the use of C# design patterns, including dictionaries, abstract classes, and .NET InteropServices.
ISBN:
9780080878072
Publication Date:
13 / 06 / 2008

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