10 апреля 2009 | Автор: Admin | Рубрика: Компьютерная литература » Програм-ние и разработка » C | Комментариев: 0
George Levy, "Computational Finance Using C and C# (Quantitative Finance)"
Academic Press | ISBN: 0750669195 | May 9, 2008 | 384 pages | PDF | 1.6MB
"Think of Baxter and Rennie, add the pricing models from Wilmott and, to illustrate each model, Levy's own Numerical Recipes in C and C#. Levy's book is written in precise mathematical language, covering all types of derivative products and illustrating the state-of-the-art resolution methods for pricing. As such, it is set to become a classic amongst serious quants." - Professor Carol Alexander, Chair of Risk Management and Director of Research, ICMA Centre, Business School, The University of Reading, UK