Computational Finance Using C and C# (Quantitative Finance) (Quantitative Finance)
By George Levy
* Publisher: Academic Press
* Number Of Pages: 384
* Publication Date: 2008-05-09
* ISBN-10 / ASIN: 0750669195
* ISBN-13 / EAN: 9780750669191
* Binding: Hardcover
Product Description:
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 firms 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 Levys 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.
Summary: Almost all that you need to understan Finance from the Porgrammers point of view
Rating: 4
During a research for some specific project at the work we start to look for good books that an help us to understand some of those crazy Financial Formulas. Well almost all the books are for the Advanced Excel user's, so we had a pretty hard time, trying to understand the Principals, the Excel crazy macros, and translate them to C#, not the kind of fun that I appreciate when we are under a lot of stress.
I decided to buy this book because it was C#, and so far has been the only book that we where using, leaving that sour feeling for buying all those Financial calculation book's using Excel.
http://ifile.it/5pbgj68/0750669195.zip
