Computational finance using c and c#
Auteur :
Levy, George
Éditeur :
Levy, George
ISBN :
9780750669191
Date de publication :
1 mai 2008
Dimensions :
22,9 x 15,2 x 2,2 cm
Poids :
740 g
Format :
With printed dust jacket
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Raises computational finance to the next level using the languages of standard C and C#. This book provides derivatives pricing information for: equity derivatives - vanilla options, quantos, generic equity basket options; interest rate derivatives - FRAs, swaps, quantos; and foreign exchange derivatives - FX forwards and FX options.