Financial engineering and computation: principles, mathematics, algorithms
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, UK
Cambridge University Press
2002
|
| Schlagworte: | |
| Online-Zugang: | FAW01 FAW02 Volltext |
| Beschreibung: | Includes bibliographical references (p. 553-583) and index 1 - Introduction -- - 2 - Analysis of Algorithms -- - 3 - Basic Financial Mathematics -- - 4 - Bond Price Volatility -- - 5 - Term Structure of Interest Rates -- - 6 - Fundamental Statistical Concepts -- - 7 - Option Basics -- - 8 - Arbitrage in Option Pricing -- - 9 - Option Pricing Models -- - 10 - Sensitivity Analysis of Options -- - 11 - Extensions of Options Theory -- - 12 - Forwards, Futures, Futures Options, Swaps -- - 13 - Stochastic Processes and Brownian Motion -- - 14 - Continuous-Time Financial Mathematics -- - 15 - Continuous-Time Derivatives Pricing -- - 16 - Hedging -- - 17 - Trees -- - 18 - Numerical Methods -- - 19 - Matrix Computation -- - 20 - Time Series Analysis -- - 21 - Interest Rate Derivative Securities -- - 22 - Term Structure Fitting |
| Beschreibung: | 1 Online-Ressource (xix, 627 p.) |
| ISBN: | 0511040946 0511546831 9780511040948 9780511546839 9780521781718 |
Internformat
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| 650 | 4 | |a Ingénierie financière | |
| 650 | 4 | |a Investissements / Modèles mathématiques | |
| 650 | 4 | |a Instruments dérivés (Finances) / Modèles mathématiques | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Investments & Securities / General |2 bisacsh | |
| 650 | 7 | |a Portfolio-analyse |2 gtt | |
| 650 | 7 | |a Financieel management |2 gtt | |
| 650 | 7 | |a Wiskundige methoden |2 gtt | |
| 650 | 7 | |a Algoritmen |2 gtt | |
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| 650 | 7 | |a Derivativos (modelos matemáticos) |2 larpcal | |
| 650 | 7 | |a Engenharia financeira |2 larpcal | |
| 650 | 7 | |a Financial Engineering |2 swd | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Financial engineering | |
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| 650 | 4 | |a Derivative securities |x Mathematical models | |
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Datensatz im Suchindex
| _version_ | 1804175507404619776 |
|---|---|
| any_adam_object | |
| author | Lyuu, Yuh-Dauh |
| author_facet | Lyuu, Yuh-Dauh |
| author_role | aut |
| author_sort | Lyuu, Yuh-Dauh |
| author_variant | y d l ydl |
| building | Verbundindex |
| bvnumber | BV043099187 |
| collection | ZDB-4-EBA |
| ctrlnum | (OCoLC)559765824 (DE-599)BVBBV043099187 |
| dewey-full | 332.6/01/51 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6/01/51 |
| dewey-search | 332.6/01/51 |
| dewey-sort | 3332.6 11 251 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV043099187 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:17:23Z |
| institution | BVB |
| isbn | 0511040946 0511546831 9780511040948 9780511546839 9780521781718 |
| language | English |
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| owner_facet | DE-1046 DE-1047 |
| physical | 1 Online-Ressource (xix, 627 p.) |
| psigel | ZDB-4-EBA ZDB-4-EBA FAW_PDA_EBA |
| publishDate | 2002 |
| publishDateSearch | 2002 |
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| publisher | Cambridge University Press |
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| spelling | Lyuu, Yuh-Dauh Verfasser aut Financial engineering and computation principles, mathematics, algorithms Yuh-Dauh Lyuu Cambridge, UK Cambridge University Press 2002 1 Online-Ressource (xix, 627 p.) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references (p. 553-583) and index 1 - Introduction -- - 2 - Analysis of Algorithms -- - 3 - Basic Financial Mathematics -- - 4 - Bond Price Volatility -- - 5 - Term Structure of Interest Rates -- - 6 - Fundamental Statistical Concepts -- - 7 - Option Basics -- - 8 - Arbitrage in Option Pricing -- - 9 - Option Pricing Models -- - 10 - Sensitivity Analysis of Options -- - 11 - Extensions of Options Theory -- - 12 - Forwards, Futures, Futures Options, Swaps -- - 13 - Stochastic Processes and Brownian Motion -- - 14 - Continuous-Time Financial Mathematics -- - 15 - Continuous-Time Derivatives Pricing -- - 16 - Hedging -- - 17 - Trees -- - 18 - Numerical Methods -- - 19 - Matrix Computation -- - 20 - Time Series Analysis -- - 21 - Interest Rate Derivative Securities -- - 22 - Term Structure Fitting Ingénierie financière Investissements / Modèles mathématiques Instruments dérivés (Finances) / Modèles mathématiques BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Portfolio-analyse gtt Financieel management gtt Wiskundige methoden gtt Algoritmen gtt Investimentos (modelos matemáticos) larpcal Derivativos (modelos matemáticos) larpcal Engenharia financeira larpcal Financial Engineering swd Mathematisches Modell Wirtschaft Financial engineering Investments Mathematical models Derivative securities Mathematical models Financial Engineering (DE-588)4208404-0 gnd rswk-swf Financial Engineering (DE-588)4208404-0 s 1\p DE-604 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=112513 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Lyuu, Yuh-Dauh Financial engineering and computation principles, mathematics, algorithms Ingénierie financière Investissements / Modèles mathématiques Instruments dérivés (Finances) / Modèles mathématiques BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Portfolio-analyse gtt Financieel management gtt Wiskundige methoden gtt Algoritmen gtt Investimentos (modelos matemáticos) larpcal Derivativos (modelos matemáticos) larpcal Engenharia financeira larpcal Financial Engineering swd Mathematisches Modell Wirtschaft Financial engineering Investments Mathematical models Derivative securities Mathematical models Financial Engineering (DE-588)4208404-0 gnd |
| subject_GND | (DE-588)4208404-0 |
| title | Financial engineering and computation principles, mathematics, algorithms |
| title_auth | Financial engineering and computation principles, mathematics, algorithms |
| title_exact_search | Financial engineering and computation principles, mathematics, algorithms |
| title_full | Financial engineering and computation principles, mathematics, algorithms Yuh-Dauh Lyuu |
| title_fullStr | Financial engineering and computation principles, mathematics, algorithms Yuh-Dauh Lyuu |
| title_full_unstemmed | Financial engineering and computation principles, mathematics, algorithms Yuh-Dauh Lyuu |
| title_short | Financial engineering and computation |
| title_sort | financial engineering and computation principles mathematics algorithms |
| title_sub | principles, mathematics, algorithms |
| topic | Ingénierie financière Investissements / Modèles mathématiques Instruments dérivés (Finances) / Modèles mathématiques BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Portfolio-analyse gtt Financieel management gtt Wiskundige methoden gtt Algoritmen gtt Investimentos (modelos matemáticos) larpcal Derivativos (modelos matemáticos) larpcal Engenharia financeira larpcal Financial Engineering swd Mathematisches Modell Wirtschaft Financial engineering Investments Mathematical models Derivative securities Mathematical models Financial Engineering (DE-588)4208404-0 gnd |
| topic_facet | Ingénierie financière Investissements / Modèles mathématiques Instruments dérivés (Finances) / Modèles mathématiques BUSINESS & ECONOMICS / Investments & Securities / General Portfolio-analyse Financieel management Wiskundige methoden Algoritmen Investimentos (modelos matemáticos) Derivativos (modelos matemáticos) Engenharia financeira Financial Engineering Mathematisches Modell Wirtschaft Financial engineering Investments Mathematical models Derivative securities Mathematical models |
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