Computational Finance: Numerical Methods for Pricing Financial Instruments (Quantitative Finance)

George Levy DPhil University of Oxford

ISBN 10: 0750657227 / ISBN 13: 9780750657228

Published by Butterworth-Heinemann, 2004

About this Item

Hardcover, In Very Good Condition. 443 Pages With The Index. With A Very Good Dust Jacket. Book And Cd.books are NOT signed. We will state signed at the description section. we confirm they are signed via email or stated in the description box. - Specializing in academic, collectiblle and historically significant, providing the utmost quality and customer service satisfaction. For any questions feel free to email us.

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Bibliographic Details

• Title: Computational Finance: Numerical Methods for Pricing Financial Instruments (Quantitative Finance)
• Publisher: Butterworth-Heinemann
• Publication Date: 2004
• Language: English
• ISBN 10: 0750657227
• ISBN 13: 9780750657228
• Binding: Hardcover
• Condition: Very Good
• Dust Jacket Condition: Very Good
• Weight: 2 ounces
• Seller catalogs:
  • CANADIAN LITERATURE

About this title

Synopsis

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.

• 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

About the Author

George 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.