| Description |
1 online resource (xxii, 831 pages) : illustrations |
|
data file rda |
| Bibliography |
Includes bibliographical references and index. |
| Contents |
1. Global overview of the book -- 2. C♯ fundamentals -- 3. Classes in C♯ -- 4. Classes and C♯ advanced features -- 5. Data structures and collections -- 6. Creating user-defined data structures -- 7. An introduction to bonds and bond pricing -- 8. Data management and data lifecycle -- 9. Binomial method, design patterns and Excel output -- 10. Advanced lattices and finite difference methods -- 11. Interoperability : namespaces, assemblies and C++/CLI -- 12. Bond pricing : design, implementation and Excel interfacing -- 13. Interpolation methods in interest rate applications -- 14. Short term interest rate (STIR) futures and options -- 15. Single-curve building -- 16. Multi-curve building -- 17. Swaption, cap and floor -- 18. Software architectures and patterns for pricing applications -- 19. LINQ (language integrated query) and fixed income applications -- 20. Introduction to C♯ and Excel integration -- 21. Excel automation add-ins -- 22. C♯ and Excel integration COM add-ins -- 23. Real-time data (RTD) server -- 24. Introduction to multi-threading in C♯ -- 25. Advanced multi-threading in C♯ -- 26. Creating multi-threaded and parallel applications for computational finance. |
| Summary |
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. |
| Subject |
Finance -- Mathematical models.
|
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Finance -- Data processing.
|
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C# (Computer program language)
|
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Finances -- Modèles mathématiques. |
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Finances -- Informatique. |
|
C# (Langage de programmation) |
|
C# (Computer program language) |
|
Finance -- Data processing |
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Finance -- Mathematical models |
| Added Author |
Germani, Andrea, 1975-
|
| Other Form: |
Print version: Duffy, Daniel J. C♯ for financial markets. Chichester : John Wiley & Sons, 2013 9780470030080 (DLC) 2012040263 |
| ISBN |
9781118502815 (electronic bk.) |
|
1118502817 (electronic bk.) |
|
9781118502839 (electronic bk.) |
|
1118502833 (electronic bk.) |
|
9781118818572 (electronic bk.) |
|
1118818571 (electronic bk.) |
|
0470030089 |
|
9780470030080 |
|
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