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Levy, 2004 - Google Patents

Computational finance: numerical methods for pricing financial instruments

Levy, 2004

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Document ID
11729941504831517835
Author
Levy G
Publication year

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Snippet

Computational Finance presents a modern computational approach to mathematical finance within the Windows environment, and contains financial algorithms, mathematical proofs and computer code in C/C++. The author illustrates how numeric components can be …
Continue reading at www.researchgate.net (PDF) (other versions)

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/20—Handling natural language data
    • G06F17/21—Text processing
    • G06F17/22—Manipulating or registering by use of codes, e.g. in sequence of text characters
    • G06F17/2247—Tree structured documents; Markup, e.g. Standard Generalized Markup Language [SGML], Document Type Definition [DTD]
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/20—Handling natural language data
    • G06F17/21—Text processing
    • G06F17/24—Editing, e.g. insert/delete
    • G06F17/246—Spreadsheets
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F9/00—Arrangements for programme control, e.g. control unit
    • G06F9/06—Arrangements for programme control, e.g. control unit using stored programme, i.e. using internal store of processing equipment to receive and retain programme
    • G06F9/44—Arrangements for executing specific programmes
    • G06F9/4421—Execution paradigms
    • G06F9/4428—Object-oriented
    • G06F9/443—Object-oriented method invocation or resolution
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/30—Information retrieval; Database structures therefor; File system structures therefor
    • G06F17/30861—Retrieval from the Internet, e.g. browsers
    • G06F17/3089—Web site content organization and management, e.g. publishing, automatic linking or maintaining pages
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/20—Handling natural language data
    • G06F17/27—Automatic analysis, e.g. parsing
    • G06F17/2705—Parsing
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F9/00—Arrangements for programme control, e.g. control unit
    • G06F9/06—Arrangements for programme control, e.g. control unit using stored programme, i.e. using internal store of processing equipment to receive and retain programme
    • G06F9/46—Multiprogramming arrangements
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F8/00—Arrangements for software engineering
    • G06F8/30—Creation or generation of source code
    • G06F8/38—Implementation of user interfaces
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F8/00—Arrangements for software engineering
    • G06F8/30—Creation or generation of source code
    • G06F8/34—Graphical or visual programming
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F8/00—Arrangements for software engineering
    • G06F8/40—Transformations of program code
    • G06F8/41—Compilation
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/50—Computer-aided design
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F11/00—Error detection; Error correction; Monitoring
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F19/00—Digital computing or data processing equipment or methods, specially adapted for specific applications
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management

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