Computational Finance Using C and C#
By (author) George Levy
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Computational Finance Using C and C# by George Levy
Book DescriptionIn 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.
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Book DetailsISBN: 9780750669191
(229mm x 152mm x 22mm)
Imprint: Academic Press Inc.(London) Ltd
Publisher: Elsevier Science & Technology
Publish Date: 13-Jun-2008
Country of Publication: United Kingdom
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Contains two books on computational finance: "Computational Finance" that presents a modern computational approach to mathematical finance within the Windows environment; and, "Computational Finance Using C and C#" that Levy raises computational finance to the next level using the languages of both standard C and C#.
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Author Biography - George Levy
George Levy currently works as a quantitative analyst at RWE, and has provided technical consultancy to numerous financial institutions, In addition he has also published articles on numerical modelling, mathematical finance and software engineering. He is the author of Computational Finance: Numerical Methods for Pricing Financial Derivatives. His interests include: Monte Carlo simulation, Microsoft technologies and derivative valuation.
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