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Computational Finance: Numerical Methods for Pricing Financial Instruments
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Computational Finance: Numerical Methods for Pricing Financial Instruments Hardcover - 2004

by George Levy


From the publisher

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.

Details

  • Title Computational Finance: Numerical Methods for Pricing Financial Instruments
  • Author George Levy
  • Binding Hardcover
  • Pages 460
  • Volumes 1
  • Language ENG
  • Publisher Butterworth-Heinemann, Oxford
  • Date 2004-01-27
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index
  • ISBN 9780750657228 / 0750657227
  • Weight 1.97 lbs (0.89 kg)
  • Dimensions 9.46 x 6.76 x 1.16 in (24.03 x 17.17 x 2.95 cm)
  • Library of Congress subjects Finance - Mathematical models, Finance - Computer programs
  • Library of Congress Catalog Number 2005357181
  • Dewey Decimal Code 332.015
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Computational Finance : Numerical Methods for Pricing Financial Instruments
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Computational Finance : Numerical Methods for Pricing Financial Instruments

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

by Levy DPhil University of Oxford, George

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