Computational Finance : Numerical Methods for Pricing Financial Instruments (Quantitative Finance)
Editorial Reviews
Review
coding the numerical models in a suitable environment has not, up to this point, been particularly well covered. Until now. - Richard Norgate, Ph.D., Financial Engineering News
One of the Top Ten financial engineering titles published in 2003-2004 - Richard Norgate, Ph.D., Financial Engineering News
Book Description
Computational Finance 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.
* Enables reader to incorporate advanced financial modelling techniques in Windows compatible software
* Aids the development of bespoke software solutions covering GARCH volatility modelling, derivative pricing with Partial Differential Equations, VAR, bond and stock options
* Includes CD-ROM with adaptive software
Computational Finance : Numerical Methods for Pricing Financial Instruments (Quantitative Finance)
Computational Finance : Numerical Methods for Pricing Financial Instruments (Quantitative Finance),George Levy,Butterworth-Heinemann,0750657227,Business & Economics,Business / Economics / Finance,Business Mathematics,Business/Economics,Computer programs,Data processing,Finance,Mathematical models,Accounting software,Business & Economics / Finance
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