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Book Categories |
1 Overview of financial derivatives 1
2 Introduction to stochastic processes 5
3 Generation of random variates 37
4 European options 59
5 Single asset American options 97
6 Multiasset options 181
7 Other financial derivatives 209
8 C# portfolio application 245
App. A The Greeks for vanilla European options 289
App. B Barrier option integrals 295
App. C Standard statistical results 303
App. D Statistical distribution functions 313
App. E Mathematical reference 321
App. F Black-Scholes finite-difference schemes 325
App. G The Brownian bridge : alternative derivation 329
App. H Brownian motion : more results 333
App. I The Feynman-Kac formula 341
App. J Answers to problems 343
References 355
Index 361
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
William Golden
reviewed Computational Finance Using C and C# on April 22, 2009
Computational Finance Using C and C#
Comprehensive and easy to digest review of statistical analysis techniques with specific examples geared towards economics.
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Add Computational Finance Using C and C#, 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 firm's internal, Computational Finance Using C and C# to the inventory that you are selling on WonderClubX
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Add Computational Finance Using C and C#, 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 firm's internal, Computational Finance Using C and C# to your collection on WonderClub |