Computational Finance Using C And C#

Raises computational finance to the next level using the languages of standard C and C#. This book provides derivatives pricing information for: equity derivatives - vanilla options, quantos, generic equity basket options; interest rate derivatives - FRAs, swaps, quantos; and foreign exchange deriva [...]
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Raises computational finance to the next level using the languages of standard C and C#. This book provides derivatives pricing information for: equity derivatives - vanilla options, quantos, generic equity basket options; interest rate derivatives - FRAs, swaps, quantos; and foreign exchange derivatives - FX forwards and FX options.