Computational Finance: Numerical Methods for Pricing Financial Instruments - Quantitative Finance (Hardback)George Levy (author)
Hardback 456 Pages / Published: 17/12/2003
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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.
Publisher: Elsevier Science & Technology
Number of pages: 456
Weight: 910 g
Dimensions: 234 x 165 x 29 mm
Coding the numerical models in a suitable environment has not, up to this point, been particularly well covered. Until now. - Richard Norgate, Ph.D., Financial Engineering News One of the Top Ten financial engineering titles published in 2003-2004 - Richard Norgate, Ph.D., Financial Engineering News
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