(Download ebook) Computational Finance Using C and C# (Quantitative Finance)
❀ George Levy ❀
#1056754 in eBooks 2008-06-13 2008-06-13File Name: B001UN2W9I
13 of 16 people found the following review helpful. Not quite what I was expectingBy R. BalsoverThis book is going to require that you have had a few semesters of Calculus under your belt, but if you have this looks like interesting reading as far as the math is concerned. The writing is a little dry and the author pretty much runs through his mathematical proofs and then sometimes he writes a short code clip illustrating the proof; he certainly knows his subject matter but as a programming boldquo;Think of Baxter and Rennie, add the pricing models from Wilmott and, to illustrate each model, Levy's own Numerical Recipes in C and C#. Levy's book is written in precise mathematical language, covering all types of derivative products and illustrating the state-of-the-art resolution methodsComputational Finance Using C and C# 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 firmrsquo;s internal software and code requirements. The book also provides derivatives pricing information for equity derivates (vanilla options, quantos, generic equity basket options); interest rate derivatives (FRAs, swaps, quantos); foreign exchange derivatives (FX for... [PDF.og49] Computational Finance Using C and C# (Quantitative Finance) Rating: 3.92 (745 Votes)
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You can specify the type of files you want, for your gadget.Computational Finance Using C and C# (Quantitative Finance) | George Levy.Not only was the story interesting, engaging and relatable, it also teaches lessons.
