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/forum/viewfo... , providing all source code, alongside audio, support and discussion forums for readers to comment on the code and obtain new versions of the software.
Protected by Amazon A-to-z Guarantee & generous return policies
Every book purchase is protected by the Amazon A-to-z Guarantee. This guarantee covers both the condition of your book and its timely delivery, providing full buyer protection whether you purchase directly from Amazon or from third-party marketplace sellers.
Generous 30-day return policy on physical books. Amazon makes returns effortless with self-service return labels, drop-off at thousands of local locations (Kohl's, Whole Foods, UPS Stores), and free return shipping on eligible book purchases.
Maximize your savings with competitive pricing, deep discounts on new and used marketplace copies, bundled textbook rentals, and exclusive member savings through Amazon Prime with free fast delivery.
Read your way across versatile digital and physical formats: instant delivery via Kindle eBooks, unlimited reading with a Kindle Unlimited subscription, audiobook listening with Audible (often featuring a 30-day free trial), or traditional paperback and hardcover editions.
OpenCourser helps millions of learners each year. People visit us to learn workspace skills, ace their exams, and nurture their curiosity.
Our extensive catalog contains over 50,000 courses and twice as many books. Browse by search, by topic, or even by career interests. We'll match you to the right resources quickly.
Find this site helpful? Tell a friend about us.
We're supported by our community of learners. When you purchase or subscribe to courses and programs or purchase books, we may earn a commission from our partners.
Your purchases help us maintain our catalog and keep our servers humming without ads.
Thank you for supporting OpenCourser.