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Computational Finance

Numerical Methods for Pricing Financial Instruments

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Éditeur :

Butterworth-Heinemann


Paru le : 2003-12-17



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Description
Computational Finance presents a modern computational approach to mathematical finance within the Windows environment, and contains financial algorithms, mathematical proofs and computer code in C/C++. The author illustrates how numeric components can be developed which allow financial routines to be easily called by the complete range of Windows applications, such as Excel, Borland Delphi, Visual Basic and Visual C++.These components permit software developers to call mathematical finance functions more easily than in corresponding packages. Although these packages may offer the advantage of interactive interfaces, it is not easy or computationally efficient to call them programmatically as a component of a larger system. The components are therefore well suited to software developers who want to include finance routines into a new application.Typical readers are expected to have a knowledge of calculus, differential equations, statistics, Microsoft Excel, Visual Basic, C++ and HTML. - Enables reader to incorporate advanced financial modelling techniques in Windows compatible software - Aids the development of bespoke software solutions covering GARCH volatility modelling, derivative pricing with Partial Differential Equations, VAR, bond and stock options
Pages
456 pages
Collection
n.c
Parution
2003-12-17
Marque
Butterworth-Heinemann
EAN papier
9780750657228
EAN PDF
9780080472270
Informations sur l'ebook
Nombre pages copiables
45
Nombre pages imprimables
45
Taille du fichier
3789 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
130,82 €
EAN EPUB SANS DRM
9780080472270
Informations sur l'ebook
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
130,82 €
George Levy currently works as a quantitative analyst at RWE, and has provided technical consultancy to numerous financial institutions, In addition he has also published articles on numerical modelling, mathematical finance and software engineering. He is the author of Computational Finance: Numerical Methods for Pricing Financial Derivatives. His interests include: Monte Carlo simulation, Microsoft technologies and derivative valuation.

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