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Financial engineering and computatio...

Lyuu, Yuh-Dauh,

Financial engineering and computation :principles, mathematics, algorithms /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332.6/01/51
書名/作者:	Financial engineering and computation : : principles, mathematics, algorithms // Yuh-Dauh Lyuu.
其他題名:	Financial Engineering & Computation
作者:	Lyuu, Yuh-Dauh,
面頁冊數:	1 online resource (xix, 627 pages) : : digital, PDF file(s).
附註:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
標題:	Financial engineering.
標題:	Investments - Mathematical models.
標題:	Derivative securities - Mathematical models.
ISBN:	9780511546839 (ebook)
摘要、提要註:	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.
電子資源:	http://dx.doi.org/10.1017/CBO9780511546839

Financial engineering and computation :principles, mathematics, algorithms /
Lyuu, Yuh-Dauh,

Financial engineering and computation :principles, mathematics, algorithms /Financial Engineering & ComputationYuh-Dauh Lyuu. - 1 online resource (xix, 627 pages) :digital, PDF file(s).

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

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.

ISBN: 9780511546839 (ebook)Subjects--Topical Terms:

339966
Financial engineering.

LC Class. No.: HG176.7 / .L97 2002

Dewey Class. No.: 332.6/01/51

Financial engineering and computation :principles, mathematics, algorithms /
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500 $a Title from publisher's bibliographic system (viewed on 05 Oct 2015).
520 $a 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.
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856 4 0 $u http://dx.doi.org/10.1017/CBO9780511546839

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