Computational Finance Using C and C# by George Levy

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  • Title: Computational Finance Using C and C#
  • Author: George Levy
  • Category: Other
  • Date: No data
  • Lenguage: English
  • Pages: unknown
  • ISBN: 9780080878072

 

Ebook description:

Computational Finance Using C and C# raises computational finance to the following degree utilizing the languages of each normal C and C#. The inclusion of each these languages allows readers to match their use of the ebook to their agency’s inside software program and code necessities. The ebook additionally offers derivatives pricing data for fairness derivates (vanilla choices, quantos, generic fairness basket choices); rate of interest derivatives (FRAs, swaps, quantos); overseas change derivatives (FX forwards, FX choices); and credit score derivatives (credit score default swaps, defaultable bonds, complete return swaps).

 

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