Computational Finance: Numerical Methods for Pricing by George Levy PDF

By George Levy

ISBN-10: 0750657227

ISBN-13: 9780750657228

Computational Finance offers a contemporary computational method of mathematical finance in the home windows surroundings, and includes monetary algorithms, mathematical proofs and laptop code in C/C++. the writer illustrates how numeric parts may be constructed which enable monetary exercises to be simply referred to as via the total diversity of home windows functions, comparable to Excel, Borland Delphi, visible simple and visible C++.

These elements allow software program builders to name mathematical finance features extra simply than in corresponding programs. even though those applications may possibly supply the good thing about interactive interfaces, it isn't effortless or computationally effective to name them programmatically as an element of a bigger process. The elements are accordingly like minded to software program builders who are looking to contain finance exercises right into a new application.

Typical readers are anticipated to have an information of calculus, differential equations, data, Microsoft Excel, visible easy, C++ and HTML.

  • Enables reader to include complicated monetary modelling concepts in home windows suitable software
  • Aids the improvement of bespoke software program strategies overlaying GARCH volatility modelling, by-product pricing with Partial Differential Equations, VAR, bond and inventory options

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Computational Finance: Numerical Methods for Pricing Financial Instruments (Quantitative Finance) by George Levy


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