By
George Levy, DPhil, University of Oxford, A Senior Project Consultant developing software for estimating financial risk at SunGard Systems, UK, George
Levy has a doctorate in mathematical physics from Oxford University. For 11 years he worked at the Numerical Algorithms Group (NAG),
developing mathematical and financial software.
Description
This set contains two previously published books on computational finance:
Computational Finance presents a modern computational approach
to mathematical finance within the Windows environment. George Levy illustrates how numeric components can be developed by Financial
Analysts that allow financial routines on the computer to be more easily performed. This book contains a bound in CD-ROM.
In Computational
Finance Using C and C#, Levy raises computational finance to the next level using the languages of both standard C and C#. The inclusion
of both these languages enables readers to match their use of the book to their firm’s internal software and code requirements. Levy
also provides derivatives pricing information for equity derivates, interest rate derivatives, foreign exchange derivatives, and credit
derivatives. A unique password is bound into every book, giving the reader access to additional software on password protected
website.
Audience:
Financial Analysts; Financial Engineers;Numerical Analysts; Investment Portfolio Managers; MATLAB Users in Investment Banking, Commercial
Banking, Insurance, and Corporate Finance; MSc courses in Computational Finance
