Computational Finance Using C and C#: Derivatives and Valuation, Second Edition provides derivatives pricing information for equity derivatives, interest rate derivatives, foreign exchange derivatives, and credit derivatives. By providing free access to code from a variety of computer languages, such as Visual Basic/Excel, C++, C, and C#, it gives readers stand-alone examples that they can explore before delving into creating their own applications. It is written for readers with backgrounds in basic calculus, linear algebra, and probability. Strong on mathematical theory, this second edition helps empower readers to solve their own problems.

• Features new programming problems, examples, and exercises for each chapter.
• Includes freely-accessible source code in languages such as C, C++, VBA, C#, and Excel.
• Includes a new chapter on the history of finance which also covers the 2008 credit crisis and the use of mortgage backed securities, CDSs and CDOs.
• Emphasizes mathematical theory.

“I recommend this book to anyone who needs a strong reference on the computational aspects of financial calculations. The reader will find not only all the relevant computer codes in Visual Basic/Excel, C++, C, and C#, but also the required theory for a better understanding of financial concepts.” —Francois-Eric Racicot, University of Ottawa

“This is a book with equal coverage of financial mathematics, derivatives, and computer programming. It will be a welcome addition to any student’s or practitioner’s library.” —Yuh-Dauh Lyuu, National Taiwan University

“The use of derivatives for hedging possible finance risks became extremely popular due to the globalisation of international trade. This book provides for readers interesting linkage of theoretical background for valuation of all types of derivatives with their practical impact. Professional valuers would appreciate the 8th chapter dealing with C# portfolio pricing app. Very topical is the last chapter dealing with 2008 credit crisis. I would like to strongly recommend this book for publishing.” — Jiri Strouhal, University of Economics Prague and President of Association of Czech Professional Accountants