Computational Finance - Numerical Methods for Pricing Financial Instruments (Hardcover)

Computational Finance presents a modern computational approach to mathematical finance within the Windows environment, and contains financial algorithms, mathematical proofs and computer code in C/C++. The author illustrates how numeric components can be developed which allow financial routines to be easily called by the complete range of Windows applications, such as Excel, Borland Delphi, Visual Basic and Visual C++.
These components permit software developers to call mathematical finance functions more easily than in corresponding packages. Although these packages may offer the advantage of interactive interfaces, it is not easy or computationally efficient to call them programmatically as a component of a larger system. The components are therefore well suited to software developers who want to include finance routines into a new application.
Typical readers are expected to have a knowledge of calculus, differential equations, statistics, Microsoft Excel, Visual Basic, C++ and HTML.
A CD-ROM is included which contains: working computer code, demonstration applications and also pdf versions of several research articles.
* Enables reader to incorporate advanced financial modelling techniques in Windows compatible software
* Aids the development of bespoke software solutions covering GARCH volatility modelling, derivative pricing with Partial Differential Equations, VAR, bond and stock options
* Includes CD-ROM with adaptive software

General

Imprint:	Butterworth-Heinemann
Country of origin:	United Kingdom
Series:	Quantitative Finance
Release date:	December 2003
First published:	2003
Authors:	George Levy
Dimensions:	234 x 165 x 32mm (L x W x T)
Format:	Hardcover
Pages:	460
ISBN-13:	978-0-7506-5722-8
Categories:	Books > Business & Economics > Finance & accounting > Finance > General Books > Computing & IT > Computer software packages > Other software packages > Accounting software Books > Money & Finance > General Books > Academic & Education > Professional & Technical > Finance
LSN:	0-7506-5722-7
Barcode:	9780750657228

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