In Computational Finance Using C and C # George Levy increase the financing of computing to the next level by using the language of both standard C and C #. Levy also provides derivatives pricing information for: - Equity Derivatives: vanilla options, quantos, generic equity basket options - Interest rate derivatives: FRAs, swaps, quantos - Foreign currency derivatives: forward FX, FX options - Credit derivatives: credit default swaps, defaultable bonds, total return swap. Code to run all C, C # and Excel examples in the book . C # source code, market data and portfolio files for the application portfolio is described in Chapter 8 All C / C # software can be compiled using either Visual Studio. NET 2005, or the freely available Microsoft Visual C # / C + + 2005 Express Editions. * Price code complete financial instruments standard C and C # are available to buyers of books on companion website * Describes the use of C # design patterns, including dictionary, abstract classes, and. NET InteropServices.