Quantitative Finance – serie
Visar alla böcker i serien Quantitative Finance. Handla med fri frakt och snabb leverans.
4 produkter
The Analytics of Risk Model Validation
Av George A. Christodoulakis, Stephen Satchell
Inbunden, 2007
853 kr
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Risk model validation is an emerging and important area of research, and has arisen because of Basel I and II. These regulatory initiatives require trading institutions and lending institutions to compute their reserve capital in a highly analytic way, based on the use of internal risk models. It …
Computational Finance Using C and C#
Derivatives and Valuation
Av George Levy
Inbunden, 2016
932 kr
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Computational Finance Using C and C#: Derivatives and Valuation, Second Edition provides derivatives pricing information for equity derivatives, interest rate derivatives, foreign exchange derivatives, and credit derivatives. By providing free access to code from a variety of computer languages, …
Computational Finance
Numerical Methods for Pricing Financial Instruments
Av George Levy
Inbunden, 2003
1514 kr
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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 …
