文档介绍：Computational Finance Using C and C#
Quantitative Finance Series
Aims and Objectives
• Books based on the work of financial market practitioners and academics
• Presenting cutting-edge research to the professional/practitioner market
• Combining intellectual rigour and practical application
• Covering the interaction between mathematical theory and financial practice
• To improve portfolio performance, risk management and trading book performance
• Covering quantitative techniques
Market
Brokers/Traders; Actuaries; Consultants; Asset Managers; Fund Managers; Regula-
tors; Central Bankers; Treasury Officials; Technical Analysis; and Academics for Mas-
ters in Finance and MBA market.
Series Titles
Computational Finance Using C and C#
The Analytics of Risk Model Validation
Forecasting Expected Returns in the Financial Markets
Corporate Governance and Regulatory Impact on Mergers and Acquisitions
International Mergers and Acquisitions Activity Since 1990
Forecasting Volatility in the Financial Markets, Third Edition
Venture Capital in Europe
Funds of Hedge Funds
Initial Public Offerings
Linear Factor Models in Finance
Computational Finance
Advances in Portfolio Construction and Implementation
Advanced Trading Rules, Second Edition
Real R&D Options
Performance Measurement in Finance
Economics for Financial Markets
Managing Downside Risk in Financial Markets
Derivative Instruments: Theory, Valuation, Analysis
Return Distributions in Finance
Series Editor: Dr Stephen Satchell
Dr Satchell is Reader in Financial Econometrics at Trinity College, Cambridge;
Visiting Professor at Birkbeck College, City University Business School and Univer-
sity of Technology, Sydney. He also works in a consultative capacity to many firms,
and edits the journal Derivatives: use, trading and regulations and the Journal of Asset
Management.
Computational Finance
Using C and C#
e Levy
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