Skip to main content

Save up to 30% on Elsevier print and eBooks with free shipping. No promo code needed.

Save up to 30% on print and eBooks.

Computational Finance

Numerical Methods for Pricing Financial Instruments

  • 1st Edition - December 17, 2003
  • Author: George Levy
  • Language: English
  • Hardback ISBN:
    9 7 8 - 0 - 7 5 0 6 - 5 7 2 2 - 8
  • eBook ISBN:
    9 7 8 - 0 - 0 8 - 0 4 7 2 2 7 - 0

Computational Finance presents a modern computational approach to mathematical finance within the Windows environment, and contains financial algorithms, mathematical proofs and co… Read more

Computational Finance

Purchase options

LIMITED OFFER

Save 50% on book bundles

Immediately download your ebook while waiting for your print delivery. No promo code is needed.

Institutional subscription on ScienceDirect

Request a sales quote
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 developers to call mathematical finance functions more easily than in corresponding packages. Although these packages may offer the advantage of interactive interfaces, it is not easy or computationally efficient to call them programmatically as a component of a larger system. The components are therefore well suited to software developers who want to include finance routines into a new application.Typical readers are expected to have a knowledge of calculus, differential equations, statistics, Microsoft Excel, Visual Basic, C++ and HTML.