Computational Finance Using C and C#

使用 C 和 C# 計算財務

-Computational Finance Using C and C#



“Think of Baxter and Rennie, add the pricing models from Wilmott and, to illustrate each model, Levy’s own Numerical Recipes in C and C#. Levy’s book is written in precise mathematical language, covering all types of derivative products and illustrating the state-of-the-art resolution methods for pricing. As such, it is set to become a classic amongst serious quants.” – Professor Carol Alexander, Chair of Risk Management and Director of Research, ICMA Centre, Business School, The University of Reading, UK



George Levy’s first book, Computational Finance, was chosen as a Top Ten Financial Engineering title for 2003-04 by Financial Engineering News



Think of Baxter and Rennie, add the pricing models from Wilmott and, to illustrate each model, Levy’s own Numerical Recipes in C and C#. Levy’s book is written in precise mathematical language, covering all types of derivative products and illustrating the state-of-the-art resolution methods for pr