Download e-book for kindle: Computational Finance: Numerical Methods for Pricing by George Levy

By George Levy

Computational Finance offers a latest computational method of mathematical finance in the home windows surroundings, and comprises monetary algorithms, mathematical proofs and desktop code in C/C++. the writer illustrates how numeric elements could be built which enable monetary workouts to be simply referred to as by way of the whole diversity of home windows functions, reminiscent of Excel, Borland Delphi, visible easy and visible C++.

These elements enable software program builders to name mathematical finance services extra simply than in corresponding applications. even if those programs might provide the good thing about interactive interfaces, it's not effortless or computationally effective to name them programmatically as an element of a bigger method. The parts are accordingly like minded to software program builders who are looking to contain finance exercises right into a new application.

Typical readers are anticipated to have an information of calculus, differential equations, information, Microsoft Excel, visible uncomplicated, C++ and HTML.

  • Enables reader to include complicated monetary modelling options in home windows appropriate software
  • Aids the advance of bespoke software program options overlaying GARCH volatility modelling, by-product pricing with Partial Differential Equations, VAR, bond and inventory options

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


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