Computational finance using C and C# : derivatives and valuation / George Levy.
Material type:
TextSeries: Quantitative finance seriesPublisher: London, UK : Academic Press is an imprint of Elsevier, [2016]Copyright date: �2016Edition: Second editionDescription: 1 online resource (xvii, 370 pages)Content type: text Media type: computer Carrier type: online resourceISBN: 9780128035764; 0128035765Subject(s): Finance -- Mathematical models | Financial engineering | BUSINESS & ECONOMICS / Finance | Finance -- Mathematical models | Financial engineeringGenre/Form: Electronic books.Additional physical formats: No titleDDC classification: 332.01/5118 LOC classification: HG106 | .L484 2016ebOnline resources: ScienceDirect | Item type | Current library | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
Ebooks
|
Mysore University Main Library | Not for loan | EBKELV381 |
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.
Includes bibliographical references.
Overview of Financial Derivatives -- Introduction to Stochastic Processes -- Generation of Random Variates -- European Options -- Single Asset American Options -- Multi-asset Options -- Other Financial Derivatives -- C# Portfolio Pricing Application -- A Brief History of Finance.
Description based on print version record.
There are no comments on this title.