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Anglický jazyk
Computational Finance Using C and C
Autor: George Levy
Computational Finance Using C and C#: Derivatives and Valuation, Second Edition provides derivatives pricing information for equity derivatives, interest rate derivatives, foreign exchange derivatives, and credit derivatives. By providing free access to... Viac o knihe
Na objednávku
74.77 €
bežná cena: 78.70 €
O knihe
Computational Finance Using C and C#: Derivatives and Valuation, Second Edition provides derivatives pricing information for equity derivatives, interest rate derivatives, foreign exchange derivatives, and credit derivatives. By providing free access to code from a variety of computer languages, such as Visual Basic/Excel, C++, C, and C#, it gives readers stand-alone examples that they can explore before delving into writing their own applications. . Written for readers with backgrounds in basic calculus, linear algebra, and probability, the second edition introduces value at risk, the valuation of bonds and mortgages, mortgage-backed securities, a simple Copula method applied to credit derivatives, and ways for interfacing Excel to Matlab. Strong on mathematical theory, this second edition helps empower readers to solve their own problems.
- Vydavateľstvo: Elsevier Inc
- Rok vydania: 2016
- Formát: Hardback
- Rozmer: 236 x 156 mm
- Jazyk: Anglický jazyk
- ISBN: 9780128035795
