C# for Financial Markets

TRAMA

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. 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. Designed for quant developers, traders and MSc/MFE students, each chapter has numerous exercises and the book is accompanied by a dedicated companion website, www.datasimfinancial.com, providing all source code, alongside audio, support and discussion forums for readers to comment on the code and obtain new versions of the software.

NOTE EDITORE

This practice-oriented book shows how to design and program pricing and trading models using the C# programming language.  It is a step-by-step account of how to develop software programs that can be used by traders in real life situations.  The authors show how both novice and experienced traders can develop robust and accurate pricing models and use them in work environments.  The authors bring C# to the quantitative finance community by applying it to the design and implementation of complete applications in quantitative finance, for example: Curve and surface modeling, fixed income products, hedging strategies, plain and exotic option modeling, interest rate options, structured bonds, unfunded structured products and many more.  The authors create a number of models using several numerical techniques: Exact analytical solutions, Lattice models, Monte Carlo and Quasi-Monte Carlo and Finite difference methods. Finally, they use the full programming power of the Microsoft .NET framework to develop flexible applications and code: Seamless integration with Windows Forms (GUI), Object-oriented and component-based development in C#, Seamless two-way interfacing with Excel, Lots of .NET libraries to help you become more productive The unique inter-weaving of modern software technology and quantitative finance know-how makes the book both timely and practical.

SOMMARIO

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 traders, the authors show both novice and experienced traders 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.

ALTRE INFORMAZIONI

• Condizione: Nuovo
• ISBN: 9780470030080
• Dimensioni: 244 x 49 x 168 mm Ø 1462 gr
• Formato: Copertina rigida
• Pagine Arabe: 856