Trang Chính
Academic Press – Computational Finance Using C and C#
(May 2008)
Publisher : Academic Press
Format : PDF Format
File Size :
4.3Mb
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.
Read more at http://ebookee.org/Academic-Press-Computational-Finance-Using-C-and-C-May-2008-_449060.html#31ADuQqr9XCjvfFc.99
Download:
link box.net
http://adf.ly/9bhYC
(May 2008)
Publisher : Academic Press
Format : PDF Format
File Size :
4.3Mb
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.
Read more at http://ebookee.org/Academic-Press-Computational-Finance-Using-C-and-C-May-2008-_449060.html#31ADuQqr9XCjvfFc.99
Download:
link box.net
http://adf.ly/9bhYC
