Computational Finance: Numerical Methods for Pricing Financial Instruments

by George Levy and George Levy DPhil University of Oxford

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...

• Format: Hardcover
• Language: English
• ISBN: 0750657227
• ISBN13: 9780750657228
• Release Date: February 2004
• Publisher: Butterworth-Heinemann
• Length: 460 Pages
• Weight: 1.95 lbs.
• Dimensions: 1.2" x 6.8" x 9.5"