Computational Finance Using C and C#

最新推荐文章于 2025-08-23 10:56:59 发布

原创最新推荐文章于 2025-08-23 10:56:59 发布 · 985 阅读

0 ·

CC 4.0 BY-SA版权

文章标签：

#c# #c #attributes #website #application #microsoft

C# CSharp 专栏收录该内容

104 篇文章

订阅专栏

本书通过使用标准C和C#两种语言介绍高级计算金融技术，覆盖了各种衍生品定价，包括股票衍生品、利率衍生品、外汇衍生品及信用衍生品。随书提供丰富的网络资源，包括软件包和电子版书籍。

摘要生成于 C知道，由 DeepSeek-R1 满血版支持，前往体验 >

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 firms 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 Levys 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.

http://rapidshare.com/files/169115307/0750669195.rar
http://depositfiles.com/files/k12tc5c0c