C# for Financial Markets

C# for Financial Markets

C# for Financial Markets

Daniel J. Duffy


A practice-oriented consultant to utilizing C# to layout and application pricing and buying and selling models

In this step by step consultant to software program improvement for monetary analysts, investors, builders and quants, the authors exhibit either beginner and skilled practitioners how you can advance strong and exact pricing types and hire them in actual environments. investors will the way to layout and enforce functions for curve and floor modeling, fastened source of revenue items, hedging techniques, undeniable and unique choice modeling, rate of interest suggestions, based bonds, unfunded established items, and extra. a distinct mixture of smooth software program expertise and quantitative finance, this booklet is both well timed and sensible. The strategy is thorough and finished and the authors use a mixture of C# language positive factors, layout styles, arithmetic and finance to supply effective and maintainable software.

Designed for quant builders, investors and MSc/MFE scholars, each one bankruptcy has quite a few workouts and the booklet is followed through a devoted significant other website, http://www.datasimfinancial.com/forum/viewforum.php?f=196&sid=f30022095850dee48c7db5ff62192b34, offering all resource code, along audio, help and dialogue boards for readers to touch upon the code and acquire new models of the software.

Show sample text content

Download sample

Comments are closed.