Computational Finance Using C and C#
                   Quantitative Finance Series
                       Aims and Objectives
          • Books based on the work of financial market practitioners and academics
          • Presenting cutting-edge research to the professional/practitioner market
          • Combining intellectual rigour and practical application
          • Covering the interaction between mathematical theory and financial practice
          • Toimproveportfolioperformance,riskmanagementandtradingbookperformance
          • Covering quantitative techniques Market
          Brokers/Traders; Actuaries; Consultants; Asset Managers; Fund Managers; Regula-
          tors; Central Bankers; Treasury Officials; Technical Analysis; and Academics for Mas-
          ters in Finance and MBA market.
                         Series Titles
          Computational Finance Using C and C#
          TheAnalytics of Risk Model Validation
          Forecasting Expected Returns in the Financial Markets
          Corporate Governance and Regulatory Impact on Mergers and Acquisitions
          International Mergers and Acquisitions Activity Since 1990
          Forecasting Volatility in the Financial Markets, Third Edition
          Venture Capital in Europe
          Funds of Hedge Funds
          Initial Public Offerings
          Linear Factor Models in Finance
          Computational Finance
          Advances in Portfolio Construction and Implementation
          Advanced Trading Rules, Second Edition
          Real R&DOptions
          Performance Measurement in Finance
          Economics for Financial Markets
          Managing Downside Risk in Financial Markets
          Derivative Instruments: Theory, Valuation, Analysis
          Return Distributions in Finance
                  Series Editor: Dr Stephen Satchell
          Dr Satchell is Reader in Financial Econometrics at Trinity College, Cambridge;
          Visiting Professor at Birkbeck College, City University Business School and Univer-
          sity of Technology, Sydney. He also works in a consultative capacity to many firms,
          andeditsthejournalDerivatives:use,tradingandregulationsandtheJournalofAsset
          Management.
             Computational Finance
             Using C and C#
             George Levy
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          Library of Congress Cataloging-in-Publication Data
          Levy, George.
          Computational Finance Using C and C# / George Levy.
           p. cm. – (Quantitative finance)
          Includes bibliographical references and index.
          ISBN-13: 978-0-7506-6919-1 (alk. paper) 1. Finance-Mathematical models. I. Title.
          HG106.L4842008
          332.0285’5133-dc22
            2008000470
          British Library Cataloguing-in-Publication Data
          Acatalogue record for this book is available from the British Library.
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          visit our Web site at www.books.elsevier.com
          Printed in the United States of America
          08091011987654321