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Computational Finance : Numerical Methods for Pricing Financial Instruments

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Title: Computational Finance : Numerical Methods for Pricing Financial Instruments
Description: 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. - Enables reader to incorporate advanced financial modelling techniques in Windows compatible software - Aids the development of bespoke software solutions covering GARCH volatility modelling, derivative pricing with Partial Differential Equations, VAR, bond and stock options
Authors: George Levy
Resource Type: eBook.
Subjects: Finance--Mathematical models, Finance--Data processing, Finance--Computer programs
Categories: COMPUTERS / Computer Engineering, BUSINESS & ECONOMICS / Finance / General
Database: eBook Collection (EBSCOhost)
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  – Type: ebook-pdf
  – Type: ebook-epub
Text:
  Availability: 0
Header DbId: nlebk
DbLabel: eBook Collection (EBSCOhost)
An: 104697
RelevancyScore: 992
AccessLevel: 6
PubType: eBook
PubTypeId: ebook
PreciseRelevancyScore: 991.891296386719
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  Data: Computational Finance : Numerical Methods for Pricing Financial Instruments
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  Data: 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. - Enables reader to incorporate advanced financial modelling techniques in Windows compatible software - Aids the development of bespoke software solutions covering GARCH volatility modelling, derivative pricing with Partial Differential Equations, VAR, bond and stock options
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RecordInfo BibRecord:
  BibEntity:
    Classifications:
      – Code: 332.015197
        Scheme: ddc
        Type: prePub
    Languages:
      – Code: eng
        Text: English
    Subjects:
      – SubjectFull: Finance--Mathematical models
        Type: general
      – SubjectFull: Finance--Data processing
        Type: general
      – SubjectFull: Finance--Computer programs
        Type: general
    Titles:
      – TitleFull: Computational Finance : Numerical Methods for Pricing Financial Instruments
        Type: main
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          Name:
            NameFull: George Levy
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            NameFull: George Levy
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          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2004
            – D: 04
              M: 02
              Type: profile
              Y: 2014
          Identifiers:
            – Type: isbn-print
              Value: 9780750657228
            – Type: isbn-electronic
              Value: 9780080472270
          Titles:
            – TitleFull: Computational Finance : Numerical Methods for Pricing Financial Instruments
              Type: main
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