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Computational finance using C and C#

Computational finance using C and C# (Loan 4 times)

Material type
단행본
Personal Author
Levy, George.
Title Statement
Computational finance using C and C# / George Levy.
Publication, Distribution, etc
Amsterdam ;   Boston :   Elsevier ,   c2008.  
Physical Medium
xii, 370 p. : ill. ; 24 cm.
Series Statement
Quantitative finance series
ISBN
9780750669191 (alk. paper) 0750669195 (alk. paper)
General Note
Series from jacket.  
Bibliography, Etc. Note
Includes bibliographical references (p. [355]-360) and index.
Subject Added Entry-Topical Term
Finance -- Mathematical models.
000 01001camuu2200289 a 4500
001 000045482338
005 20081105114544
008 080110s2008 ne a b 001 0 eng
010 ▼a 2008000470
020 ▼a 9780750669191 (alk. paper)
020 ▼a 0750669195 (alk. paper)
035 ▼a (KERIS)REF000014841127
040 ▼a DLC ▼c DLC ▼d YDXCP ▼d BAKER ▼d BTCTA ▼d C#P ▼d BWX ▼d BWK ▼d DLC ▼d 211009
050 0 0 ▼a HG106 ▼b .L484 2008
082 0 0 ▼a 332.0285/5133 ▼2 22
090 ▼a 332.0285 ▼b L668c
100 1 ▼a Levy, George.
245 1 0 ▼a Computational finance using C and C# / ▼c George Levy.
260 ▼a Amsterdam ; ▼a Boston : ▼b Elsevier , ▼c c2008.
300 ▼a xii, 370 p. : ▼b ill. ; ▼c 24 cm.
440 0 ▼a Quantitative finance series
440 0 ▼a [Elsevier finance]
500 ▼a Series from jacket.
504 ▼a Includes bibliographical references (p. [355]-360) and index.
650 0 ▼a Finance ▼x Mathematical models.
945 ▼a KINS

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Science & Engineering Library/Sci-Info(Stacks2)/ Call Number 332.0285 L668c Accession No. 121178562 Availability Available Due Date Make a Reservation Service B M

Contents information

Table of Contents

Contents

Chapter 1 Overview of Financial Derivatives

Chapter 2 Introduction to Stochastic Processes

Chapter 3 Generation of Random Variates

Chapter 4 European Options

Chapter 5 Single Asset American Options

Chapter 6 Multi-asset Options

Chapter 7 Other Financial Derivatives

Chapter 8 C# Portfolio Pricing Application

Appendix A The Greeks for Vanilla European Options

Appendix B Barrier Options Integrals

Appendix C Standard Statistical Results

Appendix D Statistical Distribution Functions

Appendix E Mathematical Reference

Appendix F Black-Scholes Finite-difference Schemes


Information Provided By: : Aladin

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