Computational Finance Using C and C#: Derivatives and Valuation

by George Levy and George Levy DPhil University of Oxford

Computational Finance Using C and C#: Derivatives and Valuation, Second Edition provides derivatives pricing information for equity derivatives, interest rate derivatives, foreign exchange derivatives, and credit derivatives. By providing free access to code from a variety of computer languages, such as Visual Basic/Excel, C++, C, and C#, it gives readers stand-alone examples that they can explore before delving into creating their own applications...

• Format: Hardcover
• Language: English
• ISBN: 012803579X
• ISBN13: 9780128035795
• Release Date: July 2016
• Publisher: Academic Press
• Length: 388 Pages
• Weight: 1.63 lbs.
• Dimensions: 1.0" x 6.0" x 9.0"