Financial engineering and computation : principles, mathematics, algorithms

The Resource Financial engineering and computation : principles, mathematics, algorithms
Label
Financial engineering and computation : principles, mathematics, algorithms
Title remainder
principles, mathematics, algorithms
Statement of responsibility
Yuh-Dauh Lyuu
Title variation
Financial Engineering & Computation
Creator
Subject
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
Index
index present
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Cambridge Social Sciences eBooks
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