Close
Enter your search into one or more of the boxes below:
You can refine your search by selecting from any of the options below:
Search
C# for Financial Markets

C# for Financial Markets (Books & other media combined)

£64.00
Despatched in 2 business days.
Order now for Free delivery in the UK or choose Express Delivery to receive in 2 business days.
More on delivery...

Synopsis

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, http://www.datasimfinancial.com/forum/viewforum.php?f

=196&sid=f30022095850dee48c7db5ff62192b34, providing all source code, alongside audio, support and discussion forums for readers to comment on the code and obtain new versions of the software.

Daniel J. Duffy has been working with numerical methods in finance, industry and engineering since 1979. He has written four books on financial models and numerical methods and C++ for computational finance and he has also developed a number of new schemes for this field. He is the founder of Datasim Education and has a PhD in Numerical Analysis from Trinity College, Dublin. Andrea Germani was born in Lodi, Italy in 1975, where he currently lives. After graduating from the Bocconi University in Milano, he obtained the Certificate in Quantitative Finance in London under the supervision of Paul Wilmott. Since then he has been working as a trader in some of the major Italian banks, where he gained a deep knowledge of the financial markets. He also worked on valuation and pricing of equity and interest-derivatives, with a focus on the practical use of the models on the trading floor. He is active in training courses of Finance for students and practitioners.

More books by Daniel J. Duffy

More books by Andrea Germani

Leave Review

Delivery

Delivery Options

All delivery times quoted are the average, and cannot be guaranteed. These should be added to the availability message time, to determine when the goods will arrive. During checkout we will give you a cumulative estimated date for delivery.

Location 1st Book Each additional book Average Delivery Time
UK Second Class Available free for ALL orders. No charge for each additional book. 3-7 Days
UK First Class £4.50 £1.00 1-2 Days
UK Courier £7.00 £1.00 1-2 Days
Western Europe** Courier £17.00 £3.00 2-3 Days
Western Europe** Airmail £5.00 £1.50 4-14 Days
USA / Canada Courier £20.00 £3.00 2-4 Days
USA / Canada Airmail £7.00 £3.00 4-14 Days
Rest of World Courier £22.50 £3.00 3-6 Days
Rest of World Airmail £8.00 £3.00 7-21 Days

** Includes Austria, Belgium, Denmark, France, Germany, Greece, Iceland, Irish Republic, Italy, Luxembourg, Netherlands, Portugal, Spain, Sweden and Switzerland.

Delivery Help & FAQs

Returns Information

If you are not completely satisfied with your purchase*, you may return it to us in its original condition with in 30 days of receiving your delivery or collection notification email for a refund. Except for damaged items or delivery issues the cost of return postage is borne by the buyer. Your statutory rights are not affected.

* For Exclusions and terms on damaged or delivery issues see Returns Help & FAQs

You might also like

Talking Financial Inclusion in...
(Hardback)
M. S. Sriram
 
 
£95.00
 
Stochastic Methods in Asset Pricing
(Hardback)
Andrew Lyasoff
 
 
£62.95
 
European Banking and Financial Law...
(Paperback)
Matthias Haentjens; Pierre de...
 
 
£39.99
 
Understanding Bankruptcy: Global...
(Hardback)
Ignatius Ekanem
 
 
£219.50
 

Currently out of stock

Latest Blog
#FoylesFive: Picture Books for Black History Month
20/10/2017

Our Birmingham shop is celebrating Black History Month with an array of new and exciting picture books for children.

Caroline Taggart on Why Punctuation Can be Surprisingly Exciting
18/10/2017

Caroline Taggart explains the versatility of punctuation.

Under the Knife: Recreating the Grimy World of Victorian Surgery
17/10/2017

Lindsey describes how she made the trailer for her debut The Butchering Art in order to see how the sights, sounds, and smells of this gruesome period in medical history would translate onto the screen.

View all Blog Entries
Twitter
Show/Hide Tweets
© W&G Foyle Ltd