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C# for Financial Markets - 9780470030080

Un libro in lingua di Duffy Daniel J. Andrea Germani edito da John Wiley & Sons Inc, 2013

  • € 89.30
  • Il prezzo è variabile in funzione del cambio della valuta d’origine

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 traders, the authors show both novice and experienced traders 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. The package includes a CD containing the source code that can be used directly, getting traders up to speed by allowing them to reuse existing code and libraries. An unique mixed of modern software technology and quantitative finance, this book both timely and practical.

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