The Resource Financial engineering and computation : principles, mathematics, algorithms, Yuh-Dauh Lyuu, (electronic resource)
Financial engineering and computation : principles, mathematics, algorithms, Yuh-Dauh Lyuu, (electronic resource)
Resource Information
The item Financial engineering and computation : principles, mathematics, algorithms, Yuh-Dauh Lyuu, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute Library.This item is available to borrow from 1 library branch.
Resource Information
The item Financial engineering and computation : principles, mathematics, algorithms, Yuh-Dauh Lyuu, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute Library.
This item is available to borrow from 1 library branch.
- Summary
- 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, first published in 2002, combines the theory and mathematics behind financial engineering with an emphasis on computation, in keeping with the way financial engineering is practised in 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.--
- Language
- eng
- Extent
- 1 online resource (xix, 627 pages)
- Isbn
- 9780521781718
- Label
- Financial engineering and computation : principles, mathematics, algorithms
- Title
- Financial engineering and computation
- Title remainder
- principles, mathematics, algorithms
- Statement of responsibility
- Yuh-Dauh Lyuu
- Title variation
- Financial Engineering & Computation
- Language
- eng
- Summary
- 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, first published in 2002, combines the theory and mathematics behind financial engineering with an emphasis on computation, in keeping with the way financial engineering is practised in 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.--
- Assigning source
- Provided by publisher
- Cataloging source
- UkCbUP
- http://library.link/vocab/creatorName
- Lyuu, Yuh-Dauh
- Index
- index present
- Literary form
- non fiction
- Nature of contents
- dictionaries
- Series statement
- Cambridge Social Sciences eBooks
- http://library.link/vocab/subjectName
-
- Financial engineering
- Investments
- Derivative securities
- Label
- Financial engineering and computation : principles, mathematics, algorithms, Yuh-Dauh Lyuu, (electronic resource)
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Control code
- CR9780511546839
- Dimensions
- unknown
- Extent
- 1 online resource (xix, 627 pages)
- Form of item
- online
- Governing access note
- Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
- Isbn
- 9780521781718
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other physical details
- digital, PDF file(s).
- Specific material designation
- remote
- System control number
- (OCoLC)559765824
- Label
- Financial engineering and computation : principles, mathematics, algorithms, Yuh-Dauh Lyuu, (electronic resource)
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Control code
- CR9780511546839
- Dimensions
- unknown
- Extent
- 1 online resource (xix, 627 pages)
- Form of item
- online
- Governing access note
- Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
- Isbn
- 9780521781718
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other physical details
- digital, PDF file(s).
- Specific material designation
- remote
- System control number
- (OCoLC)559765824
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Financial-engineering-and-computation-/ykJOFyvsZPQ/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Financial-engineering-and-computation-/ykJOFyvsZPQ/">Financial engineering and computation : principles, mathematics, algorithms, Yuh-Dauh Lyuu, (electronic resource)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute Library</a></span></span></span></span></div>