Computational Finance

Numerical Methods for Pricing Financial Instruments

Szerző: George Levy

Nyelv:

Kötés: Kemény kötésű

Kiadó: Elsevier Science & Technology

Elérhetőség: Beszállítói készleten

Küldés 10-18 napon belül

60 092 Ft

This book presents a modern computational approach to mathematical finance within the Windows enviro...

Információk a könyvről

Szerző

George Levy

Nyelv

Angol

Kötés

Könyv - Kemény kötésű

Kiadva

2003

oldal

460

EAN

9780750657228

ISBN

0750657227

Enbook ID

04676181

Kiadó

Elsevier Science & Technology

Súly

900

Méretek

168 x 239 x 32

Teljes leírás

This book 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. A CD-ROM is included which contains: working computer code, demonstration applications and also pdf versions of several research articles. The book enables readers to incorporate advanced financial modelling techniques in Windows compatible software. It aids the development of bespoke software solutions covering GARCH volatility modelling, derivative pricing with Partial Differential Equations, VAR, bond and stock options. It includes a CD-ROM with adaptive software.

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Computational Finance

Numerical Methods for Pricing Financial Instruments

Információk a könyvről

Teljes leírás

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