Téléchargez le livre : C# for Financial Markets
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Description

A practice-oriented guide to using C# to design and program pricing and trading models
In this step-by-step guide to software development for financial analysts, traders, developers and quants, the authors show both novice and experienced practitioners how to develop robust and accurate pricing models and employ them in real environments. Traders will learn how to design and implement applications for curve and surface modeling, fixed income products, hedging strategies, plain and exotic option modeling, interest rate options, structured bonds, unfunded structured products, and more. A unique mix of modern software technology and quantitative finance, this book is both timely and practical. The approach is thorough and comprehensive and the authors use a combination of C# language features, design patterns, mathematics and finance to produce efficient and maintainable software.
Designed for quant developers, traders and MSc/MFE students, each chapter has numerous exercises and the book is accompanied by a dedicated companion website, www.datasimfinancial.com/forum/viewforum.php?f=196&sid=f30022095850dee48c7db5ff62192b34, providing all source code, alongside audio, support and discussion forums for readers to comment on the code and obtain new versions of the software.
Pages
864 pages
Collection
The Wiley Finance Series
Parution
2013-01-14
Marque
Wiley
EAN papier
9780470030080
EAN PDF
9781118502815
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
864
Taille du fichier
18708 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
76,38 €
EAN EPUB
9781118502839
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
864
Taille du fichier
16302 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
76,38 €

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