Financial engineering and computation: principles, mathematics, algorithms
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 engi...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2002
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| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 UBR01 URL des Erstveröffentlichers |
| Zusammenfassung: | 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 |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (xix, 627 pages) |
| ISBN: | 9780511546839 |
| DOI: | 10.1017/CBO9780511546839 |
Internformat
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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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Datensatz im Suchindex
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| any_adam_object | |
| author | Lyuu, Yuh-Dauh |
| author_facet | Lyuu, Yuh-Dauh |
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| bvnumber | BV043943905 |
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| 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 | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CBO9780511546839 |
| format | Electronic eBook |
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| id | DE-604.BV043943905 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:20Z |
| institution | BVB |
| isbn | 9780511546839 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029352876 |
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| physical | 1 online resource (xix, 627 pages) |
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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 Financial Engineering & Computation Cambridge Cambridge University Press 2002 1 online resource (xix, 627 pages) txt rdacontent c rdamedia cr rdacarrier 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 Mathematisches Modell 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 Erscheint auch als Druckausgabe 978-0-521-78171-8 https://doi.org/10.1017/CBO9780511546839 Verlag URL des Erstveröffentlichers 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 Mathematisches Modell 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_alt | Financial Engineering & Computation |
| 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 | Mathematisches Modell Financial engineering Investments / Mathematical models Derivative securities / Mathematical models Financial Engineering (DE-588)4208404-0 gnd |
| topic_facet | Mathematisches Modell Financial engineering Investments / Mathematical models Derivative securities / Mathematical models Financial Engineering |
| url | https://doi.org/10.1017/CBO9780511546839 |
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