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# ðŸ“™ Computational finance using C and C' by George Levy DPhil University of Oxford â€” epub download

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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 options - 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 Express Editions. 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 use. * 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.

## About book:

## About file:

Security code:

- Series:
**Quantitative Finance** - Author:
**George Levy DPhil University of Oxford** - Year:
**2008** - Publisher:
**Academic Press** - Language:
**English** - ISBN:
**0750669195,9780750669191,9780080878072**

- File size:
**1 847 508** - Format:
**pdf**

Security code:

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...

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...

In "Computational Finance Using C and C#" George Levy has done a credible job riding two horses at once, only lightly bridled together: HORSE ONE are the proofs of common stochastic processes used for securities and options pricing, covered in chapter tw...

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...

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...

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...

Recent years have seen the widespread application of Natural Computing algorithms (broadly defined in this context as computer algorithms whose design draws inspiration from phenomena in the natural world) for the purposes of financial modelling and optim...

This book presents a cogent description of the main methodologies used in derivatives pricing. Starting with a summary of the elements of Stochastic Calculus, Quantitative Methods in Derivatives Pricing develops the fundamental tools of financial engineer...

This book presents a cogent description of the main methodologies used in derivatives pricing. Starting with a summary of the elements of Stochastic Calculus, Quantitative Methods in Derivatives Pricing develops the fundamental tools of financial engineer...