Product Description
Computational Finance
Numerical Methods for Pricing Financial Instruments
The book covers financial engineering with an emphasis on computational/numerical methods and software development
George Levy (Author)
9780750657228, Elsevier Science
Hardback, published 17 December 2003
460 pages
23.4 x 16.5 x 2.9 cm, 0.91 kg
\""\u2026there are a number of books that describe the numerical methods available for solving the resultant equations in each of these areas. But the final step of coding the numerical models in a suitable environment has not, up to this point, been particularly well covered. Until now. My next choice, Computational Finance: Numerical Methods for Pricing Financial Instruments, written by George Levy and published by Elsevier Butterworth Heinemann as part of the Elsevier finance series, does precisely that. It also includes a [companion site] full of code and examples in environments including Visual Basic in Excel, C, C++, as well as more advanced e]
Computational Finance Numerical Methods for Pricing Financial Instruments Levy
Computational Finance
Numerical Methods for Pricing Financial Instruments
The book covers financial engineering with an emphasis on computational/numerical methods and software development
George Levy (Author)
9780750657228, Elsevier Science
Hardback, published 17 December 2003
460 pages
23.4 x 16.5 x 2.9 cm, 0.91 kg
\""\u2026there are a number of books that describe the numerical methods available for solving the resultant equations in each of these areas. But the final step of coding the numerical models in a suitable environment has not, up to this point, been particularly well covered. Until now. My next choice, Computational Finance: Numerical Methods for Pricing Financial Instruments, written by George Levy and published by Elsevier Butterworth Heinemann as part of the Elsevier finance series, does precisely that. It also includes a [companion site] full of code and examples in environments including Visual Basic in Excel, C, C++, as well as more advanced e]
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