C# for financial markets / Daniel J. Duffy and Andrea Germani

Author : Duffy, Daniel J
Rating :
C# for financial markets / Daniel J. Duffy and And...

A practice-oriented guide to using C# to design and program pricing and trading modelsIn 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. A unique mix of modern software technology and quantitative finance, this book is both timely and practical. The approach is thorough and comprehensive and the authors use a combination of C# language features, design patterns, mathematics and finance to produce efficient and maintainable software

Publisher : Chichester West Sussex : John Wiley & Sons
Publish Year : 2013
Category : Financial Markets
Page : xxii, 831 p
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