C# for Financial Markets (The Wiley Finance Series) by Daniel J. Duffy, Andrea Germani

By Daniel J. Duffy, Andrea Germani

A practice-oriented advisor to utilizing C# to layout and software pricing and buying and selling models
In this step by step advisor to software program improvement for monetary analysts, investors, builders and quants, the authors convey either amateur and skilled practitioners easy methods to enhance powerful and exact pricing versions and hire them in actual environments.

Traders will find out how to layout and enforce functions for curve and floor modeling, mounted source of revenue items, hedging ideas, undeniable and unique choice modeling, rate of interest strategies, dependent bonds, unfunded based items, and extra. a different mixture of glossy software program expertise and quantitative finance, this ebook is either well timed and functional. The procedure is thorough and complete and the authors use a mixture of C# language gains, layout styles, arithmetic and finance to provide effective and maintainable software.

Designed for quant builders, investors and MSc/MFE scholars, every one bankruptcy has various workouts and the booklet is observed via a devoted spouse site, www.datasimfinancial.com, supplying all resource code, along audio, help and dialogue boards for readers to touch upon the code and procure new types of the software program.

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We recommend that you review the code, run it and extend it to suit your particular circumstances. 1 INTRODUCTION AND OBJECTIVES The goal of this chapter is to introduce the C# language. We concentrate on fundamental issues such as built-in data types, memory management and basic console input and output. Of particular importance is the distinction between value types and reference types, how they are created, compared and finally removed from memory. ) // HelloWorld class. "); } } In this case we have created a class called HelloWorld containing a method called Main() which is the entry point to the program.

The main objective at this stage is to become acquainted with the syntax. Y()); } } 27 28 C# for Financial Markets In this version we see an example of method overloading: we have defined three constructors that have the same name but different input arguments. This feature is applicable to any method and we give more examples in later chapters. 3 THE KEYWORD ‘this’ A method in a class can refer to the current object by using the keyword ‘this’. Thus, ‘this’ acts as a variable that refers to the current object.

Value Max. 79769313486232E308 79228162514264337593543950335 \uFFFF 12 C# for Financial Markets We now turn our attention to integer types such as int and long. Integers use modulo arithmetic so that no overflow can occur. WriteLine(ex); } We shall discuss exception handling in C# in chapter 3. The final example in this section creates two int variables. The first variable has the largest value (2147483647) possible. We compute the sum of these integers. 5 CHARACTER AND STRING TYPES The char data type can contain Unicode characters and the Unicode character set is able to hold 65536 different characters.

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