Financial engineering and computation: principles, mathematics, algorithms
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge, UK
Cambridge University Press
2002
|
| Subjects: | |
| Online Access: | FAW01 FAW02 Volltext |
| Item Description: | 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 |
| Physical Description: | 1 Online-Ressource (xix, 627 p.) |
| ISBN: | 0511040946 0511546831 9780511040948 9780511546839 9780521781718 |
Staff View
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV043099187 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 151126s2002 |||| o||u| ||||||eng d | ||
| 020 | |a 0511040946 |c electronic bk. |9 0-511-04094-6 | ||
| 020 | |a 0511546831 |c electronic bk. |9 0-511-54683-1 | ||
| 020 | |a 9780511040948 |c electronic bk. |9 978-0-511-04094-8 | ||
| 020 | |a 9780511546839 |c electronic bk. |9 978-0-511-54683-9 | ||
| 020 | |a 9780521781718 |9 978-0-521-78171-8 | ||
| 035 | |a (OCoLC)559765824 | ||
| 035 | |a (DE-599)BVBBV043099187 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-1046 |a DE-1047 | ||
| 082 | 0 | |a 332.6/01/51 |2 21 | |
| 100 | 1 | |a Lyuu, Yuh-Dauh |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Financial engineering and computation |b principles, mathematics, algorithms |c Yuh-Dauh Lyuu |
| 264 | 1 | |a Cambridge, UK |b Cambridge University Press |c 2002 | |
| 300 | |a 1 Online-Ressource (xix, 627 p.) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 500 | |a Includes bibliographical references (p. 553-583) and index | ||
| 500 | |a 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 | ||
| 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 | |
| 650 | 7 | |a Investimentos (modelos matemáticos) |2 larpcal | |
| 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 | |
| 650 | 4 | |a Investments |x Mathematical models | |
| 650 | 4 | |a Derivative securities |x Mathematical models | |
| 650 | 0 | 7 | |a Financial Engineering |0 (DE-588)4208404-0 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Financial Engineering |0 (DE-588)4208404-0 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 856 | 4 | 0 | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=112513 |x Aggregator |3 Volltext |
| 912 | |a ZDB-4-EBA | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-028523378 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=112513 |l FAW01 |p ZDB-4-EBA |q FAW_PDA_EBA |x Aggregator |3 Volltext | |
| 966 | e | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=112513 |l FAW02 |p ZDB-4-EBA |q FAW_PDA_EBA |x Aggregator |3 Volltext | |
Record in the Search Index
| _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 |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03488nmm a2200637zc 4500</leader><controlfield tag="001">BV043099187</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">151126s2002 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0511040946</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">0-511-04094-6</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0511546831</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">0-511-54683-1</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780511040948</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-0-511-04094-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780511546839</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-0-511-54683-9</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780521781718</subfield><subfield code="9">978-0-521-78171-8</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)559765824</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043099187</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-1046</subfield><subfield code="a">DE-1047</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.6/01/51</subfield><subfield code="2">21</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Lyuu, Yuh-Dauh</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Financial engineering and computation</subfield><subfield code="b">principles, mathematics, algorithms</subfield><subfield code="c">Yuh-Dauh Lyuu</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge, UK</subfield><subfield code="b">Cambridge University Press</subfield><subfield code="c">2002</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xix, 627 p.)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references (p. 553-583) and index</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ingénierie financière</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Investissements / Modèles mathématiques</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Instruments dérivés (Finances) / Modèles mathématiques</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Investments & Securities / General</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Portfolio-analyse</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Financieel management</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Wiskundige methoden</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Algoritmen</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Investimentos (modelos matemáticos)</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Derivativos (modelos matemáticos)</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Engenharia financeira</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Financial Engineering</subfield><subfield code="2">swd</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Financial engineering</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Investments</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Derivative securities</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Financial Engineering</subfield><subfield code="0">(DE-588)4208404-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Financial Engineering</subfield><subfield code="0">(DE-588)4208404-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=112513</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBA</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028523378</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=112513</subfield><subfield code="l">FAW01</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FAW_PDA_EBA</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=112513</subfield><subfield code="l">FAW02</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FAW_PDA_EBA</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV043099187 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:17:23Z |
| institution | BVB |
| isbn | 0511040946 0511546831 9780511040948 9780511546839 9780521781718 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028523378 |
| oclc_num | 559765824 |
| open_access_boolean | |
| owner | DE-1046 DE-1047 |
| 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 |
| publishDateSort | 2002 |
| publisher | Cambridge University Press |
| record_format | marc |
| 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 |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=112513 |
| work_keys_str_mv | AT lyuuyuhdauh financialengineeringandcomputationprinciplesmathematicsalgorithms |