Computational finance using C and C#: derivatives and valuation

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, suc...

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Bibliographic Details
Main Author: Levy, George (Author)
Format: Electronic eBook
Language:English
Published: London, UK Academic Press is an imprint of Elsevier [2016]
Edition:Second edition
Series:Quantitative finance series
Subjects:
Online Access:DE-188
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Summary: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
Physical Description:1 online resource (xviii, 370 Seiten)
ISBN:9780128035764

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