Computational Finance Using C and C#
eBook - PDF

Computational Finance Using C and C#

Derivatives and Valuation

  1. 388 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Computational Finance Using C and C#

Derivatives and Valuation

About this book

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.*Features new programming problems, examples, and exercises for each chapter. *Includes freely-accessible source code in languages such as C, C++, VBA, C#, and Excel.. *Includes a new chapter on the history of finance which also covers the 2008 credit crisis and the use of mortgage backed securities, CDSs and CDOs. *Emphasizes mathematical theory.- Features new programming problems, examples, and exercises with solutions added to each chapter- Includes freely-accessible source code in languages such as C, C++, VBA, C#, Excel, - Includes a new chapter on the credit crisis of 2008- Emphasizes mathematical theory

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Yes, you can access Computational Finance Using C and C# by George Levy in PDF and/or ePUB format, as well as other popular books in Business & Business Mathematics. We have over one million books available in our catalogue for you to explore.

Information

Year
2016
Print ISBN
9780128035795
eBook ISBN
9780128035764
Edition
2

Table of contents

  1. Front Cover
  2. Computational Finance Using C and C#
  3. Copyright
  4. Table of Contents
  5. Preface
  6. 1 Overview of Financial Derivatives
  7. 2 Introduction to Stochastic Processes
  8. 3 Generation of Random Variates
  9. 4 European Options
  10. 5 Single Asset American Options
  11. 6 Multi-asset Options
  12. 7 Other Financial Derivatives
  13. 8 C# Portfolio Pricing Application
  14. 9 A Brief History of Finance
  15. A The Greeks for Vanilla European Options
  16. B Barrier Option Integrals
  17. C Standard Statistical Results
  18. D Statistical Distribution Functions
  19. E Mathematical Reference
  20. F Black21Scholes Finite-Difference Schemes
  21. G The Brownian Bridge: Alternative Derivation
  22. H Brownian Motion: More Results
  23. I Feynman21Kac Formula
  24. Glossary
  25. Bibliography
  26. Further Reading
  27. Index