Computational Finance Using C and C#

Computational Finance Using C and C#

Derivatives and Valuation

Levy, George (Senior Project Consultant developing software for estimating financial risk, SunGard Systems, UK)

Elsevier Science Publishing Co Inc

06/2016

388

Dura

Inglês

9780128035795

15 a 20 dias

Descrição não disponível.
1. Overview of financial derivatives 2. Introduction to stochastic processes 3. Generation of random variates 4. European Options 5. Single asset American options 6. Multi-asset options 7. Other Financial Derivatives 8. C# Portfolio Pricing Application 9. A Brief History of Finance Appendix A. The Greeks for vanilla European options B. Barrier option integrals C. Standard statistical results D. Statistical distribution functions E. Mathematical reference F. Black-Scholes finite-difference schemes G. The Brownian Bridge: alternative derivation H. Brownian motion: more results I. Feynman-Kac formula
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