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Computational Finance: Numerical Methods for Pricing Financial Instruments (Quantitative Finance) - Hardcover
Computational Finance presents a modern computational approach to mathematical finance within the Windows environment, and contains financial algorithms, mathematical proofs and computer code in C/C++. The author illustrates how numeric components can be developed which allow financial routines to be easily called by the complete range of Windows applications, such as Excel, Borland Delphi, Visual Basic and Visual C++.
These components permit software developers to call mathematical finance functions more easily than in corresponding packages. Although these packages may offer the advantage of interactive interfaces, it is not easy or computationally efficient to call them programmatically as a component of a larger system. The components are therefore well suited to software developers who want to include finance routines into a new application.
Typical readers are expected to have a knowledge of calculus, differential equations, statistics, Microsoft Excel, Visual Basic, C++ and HTML.
These components permit software developers to call mathematical finance functions more easily than in corresponding packages. Although these packages may offer the advantage of interactive interfaces, it is not easy or computationally efficient to call them programmatically as a component of a larger system. The components are therefore well suited to software developers who want to include finance routines into a new application.
Typical readers are expected to have a knowledge of calculus, differential equations, statistics, Microsoft Excel, Visual Basic, C++ and HTML.
- Enables reader to incorporate advanced financial modelling techniques in Windows compatible software
- Aids the development of bespoke software solutions covering GARCH volatility modelling, derivative pricing with Partial Differential Equations, VAR, bond and stock options
"synopsis" may belong to another edition of this title.
Book Description:
The book covers financial engineering with an emphasis on computational/numerical methods and software development
About the Author:
George Levy currently works as a quantitative analyst at RWE, and has provided technical consultancy to numerous financial institutions, In addition he has also published articles on numerical modelling, mathematical finance and software engineering. He is the author of Computational Finance: Numerical Methods for Pricing Financial Derivatives. His interests include: Monte Carlo simulation, Microsoft technologies and derivative valuation.
"About this title" may belong to another edition of this title.
- PublisherButterworth-Heinemann
- Publication date2004
- ISBN 10 0750657227
- ISBN 13 9780750657228
- BindingHardcover
- Number of pages460
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COMPUTATIONAL FINANCE: NUMERICAL
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Computational Finance: Numerical Methods for Pricing Financial Instruments (Quantitative Finance)
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Computational Finance: Numerical Methods for Pricing Financial Instruments (Quantitative Finance)
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Computational Finance: Numerical Methods for Pricing Financial Instruments
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Computational Finance: Numerical Methods for Pricing Financial Instruments
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COMPUTATIONAL FINANCE
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Book Description Condition: New. Presents a modern computational approach to mathematical finance within the Windows environment, and contains financial algorithms, mathematical proofs and computer code in C/C++. This book illustrates how numeric components can be developed which allow fin. Seller Inventory # 594941753
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