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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 software and code requirements.
Levy also provides derivatives pricing information for:
*Equity derivatives: vanilla options, quantos, generic equity basket options
*interest rate derivatives: FRAs, swaps, quantos
*foreign exchange derivatives: FX forwards, FX options
*credit derivatives: credit default swaps, defaultable bonds, total return swaps.

* Complete financial instrument pricing code in standard C and C# available to book buyers on companion website
* Illustrates the use of C# design patterns, including dictionaries, abstract classes, and .NET InteropServices.

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