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- DescriptionIn 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 software and code requirements. Levy also provides derivatives pricing information for: - equity derivates: 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.
- Author BiographyGeorge Levy currently works as a quantitative analyst at RWE, and has provided technical consultancy to numerous financial institutions, In addition he has also published articles on numerical modelling, mathematical finance and software engineering. He is the author of Computational Finance: Numerical Methods for Pricing Financial Derivatives. His interests include: Monte Carlo simulation, Microsoft technologies and derivative valuation.
- Author(s)George Levy
- PublisherElsevier Science & Technology
- Date of Publication13/06/2008
- SubjectFinance & Accounting
- Series TitleQuantitative Finance
- Place of PublicationLondon
- Country of PublicationUnited Kingdom
- ImprintAcademic Press Inc.(London) Ltd
- Content NoteIllustrated
- Weight740 g
- Width152 mm
- Height229 mm
- Spine22 mm
- Format DetailsWith printed dust jacket
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