C# for financial markets
A practice-oriented guide to using C# to design and program pricing and trading models In this step-by-step guide to software development for financial analysts, traders, developers and quants, the authors show both novice and experienced practitioners how to develop robust and accurate pricing mod...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Chichester :
John Wiley & Sons
2013.
Chichester, West Sussex : 2013. |
| Edición: | 1st edition |
| Colección: | Wiley finance series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628475006719 |
| Sumario: | A practice-oriented guide to using C# to design and program pricing and trading models In this step-by-step guide to software development for financial analysts, traders, developers and quants, the authors show both novice and experienced practitioners how to develop robust and accurate pricing models and employ them in real environments. Traders will learn how to design and implement applications for curve and surface modeling, fixed income products, hedging strategies, plain and exotic option modeling, interest rate options, structured bonds, unfunded structured products, and |
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| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (xxii, 831 pages) : illustrations |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781118818572 9781299188563 9781118502815 9781118502839 |
