Computational Finance Using C and C sharp (Quantitative Finance)Author: George Levy

Paperback: 384 pages

Publisher: Academic Press

ISBN: 0750669195

File Format: PDF

File Size: 1.6 MB

Description: Think of Baxter and Rennie, add the pricing models from Wilmott and, to illustrate each model, Levy’s own Numerical Recipes in C and C#. Levy’s book is written in precise mathematical language, covering all types of derivative products and illustrating the state-of-the-art resolution methods for pricing. As such, it is set to become a classic amongst serious quants.

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