C# 用于金融市场

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.

一本将C#用于设计和编程定价及交易模型的实践指南

在这本面向金融分析师、交易员、开发人员和量化专家的软件开发步骤指南中，作者展示了初学者和有经验的专业人士如何开发稳健且准确的定价模型，并在真实环境中应用它们。交易者将学习如何设计并实现曲线与曲面建模、固定收益产品、套期保值策略、普通及奇异期权建模、利率期权、结构化债券、无资金结构化产品等应用程序。

此书融合了现代软件技术和定量金融，既有时代性又实用。作者采用C#语言特性、设计模式、数学和金融知识相结合的方法来生成高效且易于维护的软件。

本站不对文件进行储存，仅提供文件链接，请自行下载，本站不对文件内容负责，请自行判断文件是否安全，如发现文件有侵权行为，请联系管理员删除。