Computational Finance Using C and C# 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. The book 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); and credit ...
Read More
Computational Finance Using C and C# 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. The book 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); and credit derivatives (credit default swaps, defaultable bonds, total return swaps). This book is organized into 8 chapters, beginning with an overview of financial derivatives followed by an introduction to stochastic processes. The discussion then shifts to generation of random variates; European options; single asset American options; multi-asset options; other financial derivatives; and C# portfolio pricing application. The text is supported by a multi-tier website which enables purchasers of the book to download free software, which includes executable files, configuration files, and results files. With these files the user can run the C# portfolio pricing application and change the portfolio composition and the attributes of the deals. This book will be of interest to financial engineers and analysts as well as numerical analysts in banking, insurance, and corporate finance.
Read Less
Add this copy of Computational Finance Using C and C# (Quantitative to cart. $101.00, fair condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2008 by Academic Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fair. Connecting readers with great books since 1972. Used textbooks may not include companion materials such as access codes, etc. May have condition issues including wear and notes/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Computational Finance Using C and C#, Second Edition: to cart. $150.44, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Hialeah, FL, UNITED STATES, published 2016 by Academic Press.
Add this copy of Computational Finance Using C and C# (Quantitative to cart. $185.75, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Hialeah, FL, UNITED STATES, published 2008 by Academic Press.
Add this copy of Computational Finance Using C and C#, Second Edition: to cart. $199.57, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Hialeah, FL, UNITED STATES, published 2016 by Academic Press.
