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商品描述
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, www.datasimfinancial.com, providing all source code, alongside audio, support and discussion forums for readers to comment on the code and obtain new versions of the software.
商品描述(中文翻譯)
一本以實務為導向的指南，教你如何使用 C# 設計和程式化定價及交易模型
在這本針對金融分析師、交易員、開發者和量化分析師的逐步指南中，作者向新手和經驗豐富的從業者展示如何開發穩健且準確的定價模型，並在實際環境中運用這些模型。交易員將學習如何設計和實作曲線及表面建模、固定收益產品、對沖策略、普通及特殊選擇權建模、利率選擇權、結構性債券、未資助的結構性產品等應用。這本書獨特地結合了現代軟體技術和量化金融，既具時效性又具實用性。其方法論全面且徹底，作者運用 C# 語言特性、設計模式、數學和金融的結合，來產生高效且易於維護的軟體。
本書專為量化開發者、交易員及碩士/MSc/MFE 學生設計，每章節都有大量練習，並附有專屬的伴隨網站 www.datasimfinancial.com，提供所有源代碼，以及音頻、支援和討論論壇，讓讀者可以對代碼進行評論並獲取軟體的新版本。
