| 000 | 02773cam a2200505Ii 4500 | ||
|---|---|---|---|
| 001 | ocn956320717 | ||
| 003 | OCoLC | ||
| 005 | 20190719103309.0 | ||
| 006 | m o d | ||
| 007 | cr mn||||||||| | ||
| 008 | 160808t20162016enk ob 000 0 eng d | ||
| 040 |
_aOPELS _beng _erda _epn _cOPELS _dN$T _dYDX _dOCLCF _dOSU _dDEBSZ _dU3W |
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| 019 |
_a957607699 _a963347015 |
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| 020 |
_a9780128035764 _q(electronic bk.) |
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| 020 |
_a0128035765 _q(electronic bk.) |
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| 020 |
_z9780128035795 _q(print) |
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| 020 |
_z012803579X _q(print) |
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| 035 |
_a(OCoLC)956320717 _z(OCoLC)957607699 _z(OCoLC)963347015 |
||
| 050 | 4 |
_aHG106 _b.L484 2016eb |
|
| 072 | 7 |
_aBUS _x027000 _2bisacsh |
|
| 082 | 0 | 4 |
_a332.01/5118 _223 |
| 100 | 1 |
_aLevy, George, _eauthor. |
|
| 245 | 1 | 0 |
_aComputational finance using C and C# : _bderivatives and valuation / _cGeorge Levy. |
| 250 | _aSecond edition. | ||
| 264 | 1 |
_aLondon, UK : _bAcademic Press is an imprint of Elsevier, _c[2016] |
|
| 264 | 4 | _c�2016 | |
| 300 | _a1 online resource (xvii, 370 pages). | ||
| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
||
| 490 | 1 | _aQuantitative finance | |
| 520 | _aComputational 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. | ||
| 504 | _aIncludes bibliographical references. | ||
| 505 | 0 | _aOverview 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. | |
| 588 | _aDescription based on print version record. | ||
| 650 | 0 |
_aFinance _xMathematical models. |
|
| 650 | 0 | _aFinancial engineering. | |
| 650 | 7 |
_aBUSINESS & ECONOMICS / Finance _2bisacsh |
|
| 650 | 7 |
_aFinance _xMathematical models. _2fast _0(OCoLC)fst00924398 |
|
| 650 | 7 |
_aFinancial engineering. _2fast _0(OCoLC)fst00924623 |
|
| 655 | 0 | _aElectronic books. | |
| 776 | 0 | 8 |
_cOriginal _z9780128035795 _z012803579X _w(OCoLC)944209979 |
| 830 | 0 | _aQuantitative finance series. | |
| 856 | 4 | 0 |
_3ScienceDirect _uhttp://www.sciencedirect.com/science/book/9780128035795 |
| 999 |
_c504080 _d504015 |
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