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

George Levy DPhil University of Oxford

ISBN 10: 0750657227 / ISBN 13: 9780750657228

Published by Butterworth-Heinemann, 2004

About this Item

Hardcover, In Very Good Condition. 443 Pages With The Index. With A Very Good Dust Jacket. Book And Cd.books are NOT signed. We will state signed at the description section. we confirm they are signed via email or stated in the description box. - We ship Canada and the USA. Specializing in academic, collectible and historically significant, providing the utmost quality and customer service satisfaction. For any questions feel free to email us. Seller Inventory # 044660

Bibliographic Details

Title: Computational Finance: Numerical Methods for...

Publisher: Butterworth-Heinemann

Publication Date: 2004

Binding: Hardcover

Condition: Very Good

Dust Jacket Condition: Very Good

About this title

Synopsis:

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.

• 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

Book Description:

The book covers financial engineering with an emphasis on computational/numerical methods and software development