In Computational Finance Using C and C# George 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: vanilla options, quantos, generic equity basket
- interest rate derivatives: FRAs, swaps, quantos
- foreign exchange derivatives: FX forwards, FX options
- credit derivatives: credit default swaps, defaultable bonds,
total return swaps.
Computational Finance Using C and C# by George Levy is supported
by extensive web resources. Available for purchase on the
multi-tier website are e versions of this book and Levy's first
book, Computational Finance: Numerical Methods for Pricing
Financial Derivatives. Purchasers of the print or e-book can
download free software consisting of executable files,
configuration files, and results files. With these files the user
can run the example portfolio application in Chapter 8 and change
the portfolio composition and the attributes of the deals.
In addition, Upgrade Software is available on the website for a
small fee, and includes:
Code to run all the C, C# and Excel examples in the book
Complete C source code for the Analytics_Mathlib maths library
that is used in the book
C# source code, market data and portfolio files for the portfolio
application described in Chapter 8
All the C/C# software can be compiled using either Visual Studio
.NET 2005, or the freely available Microsoft Visual C#/C++ 2005
With this software, the user can open the files and create new
deals, new instruments, and change the attributes of the deals by
editing the code and recompiling it. This serves as a template that
a user can run to customize the deals for their personal, everyday
* Complete financial instrument pricing code in standard C and C#
available to book buyers on companion website
* Illustrates the use of C# design patterns, including
dictionaries, abstract classes, and .NET InteropServices.
Academic Press Inc
|Country of origin:
||Electronic book text - Windows
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