Limit search to available items
Book Cover
Book
Author Levy, George.

Title Computational finance : numerical methods for pricing financial instruments / George Levy
Published Boston ; Oxford : Butterworth-Heinemann, 2004

Copies

Location Call no. Vol. Availability
 MELB  332.015118 Lev/Cfn  AVAILABLE
Description xiv, 443 pages : illustrations ; 24 cm + 1 computer optical disc (4 3/4 in.)
4 3/4 in
Series Quantitative finance series
Quantitative finance series.
Summary Accompanying CD-ROM contains ... "working computer code, demonstration applications, and also PDF versions of several research articles that are referred to in the book." -- d.j
Notes The contents of the CD ROM include:1. PDF documents -- 2. JPEG image files -- 3. SVG files -- 4. C/C++ source code -- 5. XSL, XML and HTML files -- 6. Demonstration ActiveX components -- 7. Microsoft Excel work books, some contain Visual Basic code and others refer to ActiveX components -- 8. A demonstration Delphi project -- 9. Visual C++ (Version 6) projects, and also Visual C++ .NET (2003) projects -- 10. VB.NET and C♯ projects
Bibliography Includes bibliographical references (pages [430]-438), glossary and index
Notes System requirements for accompanying computer optical disc: IBM PC with Windows
Subject Finance -- Mathematical models.
Finance -- Data processing.
ISBN 0750657227
Other Titles Numerical methods for pricing financial instruments