Computational Finance Using C and C#

George Levy DPhil University of Oxford

  • 出版商: Academic Press
  • 出版日期: 2008-05-01
  • 定價: $3,980
  • 售價: 6.0$2,388
  • 語言: 英文
  • 頁數: 384
  • 裝訂: Hardcover
  • ISBN: 0750669195
  • ISBN-13: 9780750669191
  • 相關分類: C 程式語言C#
  • 立即出貨 (庫存 < 3)

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商品描述

In Computational Finance Using C and C# George Levy raises computational finance to the next level using the languages of both standard C and C#. The inclusion of both these languages enables readers to match their use of the book to their firm's internal software and code requirements. Levy also provides derivatives pricing information for:
- equity derivates: vanilla options, quantos, generic equity basket options
- interest rate derivatives: FRAs, swaps, quantos
- foreign exchange derivatives: FX forwards, FX options
- credit derivatives: credit default swaps, defaultable bonds, total return swaps.


Computational Finance Using C and C# by George Levy is supported by extensive web resources. Available for purchase on the multi-tier website are e versions of this book and Levy's first book, Computational Finance: Numerical Methods for Pricing Financial Derivatives. Purchasers of the print or e-book can download free software consisting of executable files, configuration files, and results files. With these files the user can run the example portfolio application in Chapter 8 and change the portfolio composition and the attributes of the deals.

In addition, Upgrade Software is available on the website for a small fee, and includes:
. Code to run all the C, C# and Excel examples in the book
. Complete C source code for the Analytics_Mathlib maths library that is used in the book
. C# source code, market data and portfolio files for the portfolio application described in Chapter 8

All the C/C# software can be compiled using either Visual Studio .NET 2005, or the freely available Microsoft Visual C#/C++ 2005 Express Editions.

With this software, the user can open the files and create new deals, new instruments, and change the attributes of the deals by editing the code and recompiling it. This serves as a template that a user can run to customize the deals for their personal, everyday use.

* Complete financial instrument pricing code in standard C and C# available to book buyers on companion website
* Illustrates the use of C# design patterns, including dictionaries, abstract classes, and .NET InteropServices.

商品描述(中文翻譯)

在《使用C和C#進行計算金融》一書中,George Levy利用標準C和C#這兩種語言將計算金融提升到了新的水平。包含這兩種語言的使用,使讀者能夠根據公司內部的軟體和程式碼需求來使用本書。Levy還提供了以下衍生品定價資訊:
- 股票衍生品:普通期權、量化期權、通用股票籃期權
- 利率衍生品:FRAs、掉期、量化期權
- 外匯衍生品:外匯即期、外匯期權
- 信用衍生品:信用违约掉期、可违约债券、总回报掉期。


《使用C和C#進行計算金融》一書由George Levy提供了豐富的網路資源支援。在多層網站上可以購買這本書的電子版本,以及Levy的第一本書《計算金融:金融衍生品定價的數值方法》。購買紙質書或電子書的讀者可以免費下載軟體,包括可執行檔、配置檔和結果檔。使用這些檔案,讀者可以在第8章中運行示例投資組合應用程式,並更改投資組合組成和交易屬性。

此外,網站還提供了升級軟體,需支付少量費用,其中包括:
. 在書中運行所有C、C#和Excel示例的程式碼
. 用於書中所使用的Analytics_Mathlib數學庫的完整C源代碼
. 第8章中所描述的投資組合應用程式的C#源代碼、市場資料和投資組合檔案

所有C/C#軟體都可以使用Visual Studio .NET 2005或免費提供的Microsoft Visual C#/C++ 2005 Express Editions進行編譯。

使用這些軟體,讀者可以打開檔案並創建新的交易、新的金融工具,並通過編輯程式碼並重新編譯來更改交易的屬性。這可以作為一個模板,讀者可以運行並自定義交易,以滿足個人日常使用的需求。

* 在附屬網站上提供標準C和C#的完整金融工具定價程式碼給書籍讀者
* 說明了使用C#設計模式,包括字典、抽象類和.NET InteropServices的使用。