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About this product
- DescriptionRaises computational finance to the next level using the languages of standard C and C#. This book provides derivatives pricing information for: equity derivatives - vanilla options, quantos, generic equity basket options; interest rate derivatives - FRAs, swaps, quantos; and foreign exchange derivatives - FX forwards and FX options.
- Author BiographyGeorge 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.
- Author(s)George Levy
- PublisherElsevier Science & Technology
- Date of Publication13/06/2008
- GenreFinance & Accounting
- Series TitleQuantitative Finance
- Place of PublicationLondon
- Country of PublicationUnited Kingdom
- ImprintAcademic Press Inc.(London) Ltd
- Content Noteblack & white illustrations
- Weight698 g
- Width156 mm
- Height234 mm
- Spine22 mm
- Format DetailsWith printed dust jacket
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