[Ebook pdf] Computational Finance Using C and C# (Quantitative Finance)
☆ George Levy DPhil University of Oxford ☆
| #2749351 in Books | Academic Press | 2008-05-15 | Original language:English | PDF # 1 | 9.21 x.88 x6.14l,1.64 | File Name: 0750669195 | 384 pages |
||13 of 16 people found the following review helpful.| Not quite what I was expecting|By R. Balsover|This book is going to require that you have had a few semesters of Calculus under your belt, but if you have this looks like interesting reading as far as the math is concerned. The writing is a little dry and the author pretty much runs through his mathematical proofs and then sometimes he writes a short code clip illustrating||“Think of Baxter and Rennie, add the pricing models from Wilmott and, to illustrate each model, Levy's own Numerical Recipes in C and C#. Levy's book is written in precise mathematical language, covering all types of derivative prod
Computational Finance Using C and C# 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. The book also provides derivatives pricing information for equity derivates (vanilla options, quantos, generic equity basket options); interest rate derivatives (FRAs, swaps, quantos); ...
[PDF.pn46] Computational Finance Using C and C# (Quantitative Finance) Rating: 3.67 (624 Votes)
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