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Computational Finance Using C and C# -  - Academic sku

Computational Finance Using C and C# - by Academic Press

Item description: This Academic Business, Management Science and Accounting product is by Academic Press - 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 firme-+G-s internal software and code requirements. Levy also provides derivatives pricing information for: e-+G-n++ equity derivates: vanilla options, quantos, generic equity basket optionse-+G-n++ interest rate derivatives: FRAs, swaps, quantos e-+G-n++ foreign exchange derivatives: FX forwards, FX optionse-+G-n++ 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 Levye-+G-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: e-+G-- Code to run all the C, C# and Excel examples in the book e-+G-- Complete C source code for the Analytics_Mathlib maths library that is used in the booke-+G-- C# source code, market data and portfolio files for the portfolio application described in Chapter 8All the C/C# software can be compiled using either Visual Studio .NET 2005, or the freely available Microsoft Visual C#/C++ 2005 Express Editions. With this software, the user can open the files and create new deals, new instruments, and change the attributes of the deals by editing the code and recompiling it. This serves as a template that a user can run to customize the deals for their personal, everyday use.... Learn More

Manufacturer: Academic Press

Keywords: Business, Management Science and Accounting

Store: Elsevier is a world-leading provider of information solutions that enhance the performance of science, health, and technology professionals, empowering them to make better decisions, deliver better care, and make groundbreaking discoveries, that advance the boundaries of knowledge and human progress. Elsevier buy personas include individual researchers, corporations, academic institutions, educators, students, librarians and health professionals.

Category: Business, Management Science and Accounting


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