Computational Finance Set PDF ePub eBook

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Computational Finance Set free pdf This set contains two books on computational finance: "Computational Finance" presents a modern computational approach to mathematical finance within the Windows environment. George Levy illustrates how numeric components can be developed by Financial Analysts that allow financial routines on the computer to be more easily performed. In "Computational Finance Using C and C#", 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 firm's internal software and code requirements. Levy also provides derivatives pricing information for equity derivates, interest rate derivatives, foreign exchange derivatives, and credit derivatives. This title shows how to incorporate advanced financial modelling techniques in Windows compatible software- includes CD-ROM with adaptive software- aids the development of bespoke software solutions covering GARCH volatility modelling, derivative pricing with Partial Differential Equations, VAR, bond and stock options- complete financial instrument pricing code in standard C and C# available on companion website- and, provides software design patterns in C and C# and the use of SQL server.

About George Levy

George Levy has a doctorate in mathematical physics from Oxford University. For 11 years he worked at the Numerical Algorithms Group NAG, developing mathematical and financial software. Currently he works as a consultant at SunGard developing software for estimating financial risk. He has provided technical consultancy to numerous financial institutions, and has published articles on numerical modelling, mathematical finance and software engineering. He is the author of Computational Finance: Numerical Methods for Pricing Financial Derivatives. His current interests include Monte Carlo simulation, derivative valuation techniques, and Microsoft technologies.

Details Book

Author : George Levy
Publisher : Academic Press Inc
Data Published : 12 June 2008
ISBN : 0123747104
EAN : 9780123747105
Format Book : PDF, Epub, DOCx, TXT
Number of Pages : 840 pages
Age + : 15 years
Language : English
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