Series: Quantitative Finance

Quantitative Finance Books are based on the work of financial market practitioners and academics. They present cutting-edge research to the professional/practitioner market, combine intellectual rigor and practical application, cover the interaction between mathematical theory and financial practice, improve portfolio performance, risk management and trading book performance, and cover quantitative techniques. The Series Editor is Steve Satchell.
Book Series: Computational Finance Using C and C#

Most recent volume

Volume . Computational Finance Using C and C#

Published: 17th June 2016 Author: George Levy

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, such as Visual Basic/Excel, C++, C, and C#, it gives readers stand-alone examples that they can explore before delving into creating their own applications. It is written for readers with backgrounds in basic calculus, linear algebra, and probability. Strong on mathematical theory, this second edition helps empower readers to solve their own problems.

*Features new programming problems, examples, and exercises for each chapter. *Includes freely-accessible source code in languages such as C, C++, VBA, C#, and Excel.. *Includes a new chapter on the history of finance which also covers the 2008 credit crisis and the use of mortgage backed securities, CDSs and CDOs. *Emphasizes mathematical theory.

Additional volumes

Optimizing Optimization

Published: 8th October 2009 Author: Stephen Satchell

The Analytics of Risk Model Validation

Published: 17th October 2007 Editors: George Christodoulakis Stephen Satchell

Corporate Governance and Regulatory Impact on Mergers and Acquisitions

Published: 13th June 2007 Authors: Greg Gregoriou Luc Renneboog

International Mergers and Acquisitions Activity Since 1990

Published: 11th May 2007 Authors: Greg Gregoriou Luc Renneboog

Forecasting Volatility in the Financial Markets

Published: 19th February 2007 Authors: Stephen Satchell John Knight

Venture Capital in Europe

Published: 19th October 2006 Authors: Greg Gregoriou Maher Kooli Roman Kraeussl

Funds of Hedge Funds

Published: 18th July 2006 Author: Greg Gregoriou

Initial Public Offerings (IPO)

Published: 2nd December 2005 Author: Greg Gregoriou

Linear Factor Models in Finance

Published: 1st December 2004 Editor: John Knight

Computational Finance

Published: 17th December 2003 Author: George Levy

Advances in Portfolio Construction and Implementation

Published: 25th June 2003 Editor: Alan Scowcroft

Derivative Instruments

Published: 24th March 2003 Authors: Brian Eales Moorad Choudhry

Real R & D Options

Published: 5th December 2002 Editor: Dean Paxson

Forecasting Volatility in the Financial Markets

Published: 22nd August 2002 Editors: Stephen Satchell John Knight

Performance Measurement in Finance

Published: 10th July 2002 Editor: John Knight

Advanced Trading Rules

Published: 23rd May 2002 Editors: Emmanual Acar Stephen Satchell

Economics for Financial Markets

Published: 23rd November 2001 Author: Brian Kettell

Managing Downside Risk in Financial Markets

Published: 20th September 2001 Editors: Frank Sortino Stephen Satchell

Return Distributions in Finance

Published: 8th December 2000 Authors: Stephen Satchell John Knight