George Levy raises computational finance to the next level using the languagesof both standard C and C. The inclusion of both these languages enablesreaders to ... » 

George Levy raises computational finance to the next level using the languagesof both standard C and C. The inclusion of both these languages enablesreaders to match their use of the book to their firms internal software andcode requirements. Levy also provides derivatives pricing information forEquity derivatives vanilla options quantos generic equity basket optionsinterest rate derivatives FRAs swaps quantos foreign exchange derivativesFX forwards FX options credit derivatives credit default swaps defaultablebonds total return swaps. «