Computational Finance Set

This set contains two books on computational finance: "Computational Finance" presents a modern computational approach to mathematical finance within the Windows environment. George Levy illustrates how numeric components can be developed by Financial Analysts that allow financial routines on the computer to be more easily performed. In "Computational Finance Using C and C#", 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, interest rate derivatives, foreign exchange derivatives, and credit derivatives. This title shows how to incorporate advanced financial modelling techniques in Windows compatible software; includes CD-ROM with adaptive software; aids the development of bespoke software solutions covering GARCH volatility modelling, derivative pricing with Partial Differential Equations, VAR, bond and stock options; complete financial instrument pricing code in standard C and C# available on companion website; and, provides software design patterns in C and C# and the use of SQL server.

ISBN 0123747104   DEWEY 332.0285 ISBN13 9780123747105 (What's this?)   DEWEY edition DC22 Publisher Elsevier Science Publishing Co Inc   Pages 840 Imprint Academic Press Inc   Volumes 1 Format Hardback   Published in San Diego Publication date 12 Jun 2008   Academic level Professional / Scholarly Library of Congress HG

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