Financial Engineering and Computation

Name: Financial Engineering and Computation
Brand: Cambridge University Press
SKU: 9780521781718
Price: 784.08 RON
Availability: InStock

Principles, Mathematics, Algorithms

Autor: Yuh-Dauh Lyuu

Limbă:

Legare: Copertă tare

Editura: Cambridge University Press

Disponibilitate: În depozitul extern

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Nowadays students and professionals intending to work in any area of finance must master not only ad...

Informații despre carte

Autor

Yuh-Dauh Lyuu

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2001

Pagini

648

EAN

9780521781718

ISBN

052178171X

Enbook ID

02043030

Editura

Cambridge University Press

Greutate

1386

Dimensiuni

313 x 249 x 38

Descriere completă

Nowadays students and professionals intending to work in any area of finance must master not only advanced concepts and mathematical models but also learn how to implement these models computationally. This comprehensive text combines the theory and mathematics behind financial engineering with an emphasis on computation, in keeping with the way financial engineering is practised in today's capital markets. Unlike most books on investments, financial engineering, or derivative securities, the book starts from very basic ideas in finance and gradually builds up the theory. It offers a thorough grounding in the subject for MBAs in finance, students of engineering and sciences who are pursuing a career in finance, researchers in computational finance, system analysts, and financial engineers. Along with the theory, the author presents numerous algorithms for pricing, risk management, and portfolio management. The emphasis is on pricing financial and derivative securities: bonds, options, futures, forwards, interest rate derivatives, mortgage-backed securities, bonds with embedded options, and more. Each instrument is treated in a short, self-contained chapter for ready reference use. Many of these algorithms are coded in Java as programs for the Web, available from the book's home page.

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Financial Engineering and Computation

Principles, Mathematics, Algorithms

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