Skip to main content

Computational Finance Using C and C#

Derivatives and Valuation

  • 2nd Edition - June 17, 2016
  • Author: George Levy
  • Language: English
  • Hardback ISBN:
    9 7 8 - 0 - 1 2 - 8 0 3 5 7 9 - 5
  • eBook ISBN:
    9 7 8 - 0 - 1 2 - 8 0 3 5 7 6 - 4

Computational Finance Using C and C#: Derivatives and Valuation, Second Edition provides derivatives pricing information for equity derivatives, interest rate derivativ… Read more

Computational Finance Using C and C#

Purchase options

Limited Offer

Save 50% on book bundles

Immediately download your ebook while waiting for your print delivery. No promo code is needed.

Book bundle cover eBook and print

Institutional subscription on ScienceDirect

Request a sales quote

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.