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Computational finance : numerical methods for pricing financial instruments / George Levy.
- Format:
- Book
- Author/Creator:
- Levy, George.
- Series:
- Quantitative finance series.
- Quantitative finance series
- Language:
- English
- Subjects (All):
- Finance--Mathematical models.
- Finance.
- Finance--Data processing.
- Finance--Computer programs.
- Physical Description:
- 1 online resource (459 p.)
- Place of Publication:
- Oxford ; Boston : Elsevier Butterworth-Heinemann, 2004.
- Language Note:
- English
- Summary:
- 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
- Contents:
- pt. I. Using numerical software components within Microsoft Windows
- pt. II. Pricing assets
- pt. III. Financial econometrics.
- Notes:
- Series statement from dust cover.
- Includes bibliographical references (p. [432]-438) and index.
- ISBN:
- 9786610966493
- 9781280966491
- 1280966491
- 9780080472270
- 0080472273
- OCLC:
- 163823856
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