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Computational Finance: Numerical Methods for Pricing Financial Instruments (Quantitative Finance)

George Levy




[PDF.qm86] Computational Finance: Numerical Methods for Pricing Financial Instruments (Quantitative Finance)

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 |  2003-12-17 |  2003-12-17 | File type: PDF

|| |…there are a number of books that describe the numerical methods available for solving the resultant equations in each of these areas. But the final step of coding the numerical models in a suitable environment has not, up to this point, been particular

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 permit software d...

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