Computational Finance Using C and C# - Derivatives and Valuation (Hardcover, 2nd edition)

Computational Finance Using C and C#: Derivatives and Valuation, Second Edition provides derivatives pricing information for equity derivatives, interest rate derivatives, foreign exchange derivatives, and credit derivatives. By providing free access to code from a variety of computer languages, such as Visual Basic/Excel, C++, C, and C#, it gives readers stand-alone examples that they can explore before delving into creating their own applications. It is written for readers with backgrounds in basic calculus, linear algebra, and probability. Strong on mathematical theory, this second edition helps empower readers to solve their own problems. *Features new programming problems, examples, and exercises for each chapter. *Includes freely-accessible source code in languages such as C, C++, VBA, C#, and Excel.. *Includes a new chapter on the history of finance which also covers the 2008 credit crisis and the use of mortgage backed securities, CDSs and CDOs. *Emphasizes mathematical theory.

General

Imprint:	Academic Press Inc
Country of origin:	United States
Series:	Quantitative Finance
Release date:	June 2016
First published:	2016
Authors:	George Levy
Dimensions:	229 x 152 x 26mm (L x W x T)
Format:	Hardcover
Pages:	388
Edition:	2nd edition
ISBN-13:	978-0-12-803579-5
Categories:	Books > Business & Economics > Economics > Econometrics > General Books > Computing & IT > Computer programming > Programming languages > General Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General Books > Computing & IT > Computer software packages > Other software packages > Enterprise software > General Books > Money & Finance > Investment & securities > General Promotions
LSN:	0-12-803579-X
Barcode:	9780128035795

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!