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Название: C# for Financial Markets
Автор: Daniel J. Duffy and Andrea Germani
Издательство: John Wiley & Sons Ltd
Год: 2013
Формат: PDF
Страниц: 857
Для сайта: vtome.ru
Размер: 16,75 MB
Язык: English
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 more.