Book Details

	Computational Finance Using C and C# By: Levy, George Published By: Elsevier PDF for Digital Editions Price: $89.95 PDF for Digital Editions	EBOOK OPTIONS ADD TO CART ADD TO WISHLIST TELL A FRIEND RECEIVE ALERTS
	In 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. Computational Finance Using C and C# by George Levy is supported by extensive web resources. Available for purchase on the multi-tier website are e versions of this book and Levy’s first book, Computational Finance: Numerical Methods for Pricing Financial Derivatives. Purchasers of the print or e-book can download free software consisting of executable files, configuration files, and results files. With these files the user can run the example portfolio application in Chapter 8 and change the portfolio composition and the attributes of the deals. In addition, Upgrade Software is available on the website for a small fee, and includes: • Code to run all the C, C# and Excel examples in the book • Complete C source code for the Analytics_Mathlib maths library that is used in the book • C# source code, market data and portfolio files for the portfolio application described in Chapter 8 All the C/C# software can be compiled using either Visual Studio .NET 2005, or the freely available Microsoft Visual C#/C++ 2005 Express Editions.

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Related Subjects

• Computers > Programming Languages
• Computers > Financial Applications
• Business > Finance
• Business > Investments & Securities
• Business
• Computers

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