Coverart for item
The Resource Financial engineering and computation : principles, mathematics, algorithms, Yuh-Dauh Lyuu, (electronic book)

Financial engineering and computation : principles, mathematics, algorithms, Yuh-Dauh Lyuu, (electronic book)

Label
Financial engineering and computation : principles, mathematics, algorithms
Title
Financial engineering and computation
Title remainder
principles, mathematics, algorithms
Statement of responsibility
Yuh-Dauh Lyuu
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
Cataloging source
CaPaEBR
http://library.link/vocab/creatorName
Lyuu, Yuh-Dauh
Dewey number
332.6/01/51
Illustrations
illustrations
Index
index present
LC call number
HG176.7
LC item number
.L97 2002eb
Literary form
non fiction
Nature of contents
  • standards specifications
  • bibliography
http://library.link/vocab/subjectName
  • Financial engineering
  • Investments
  • Derivative securities
Label
Financial engineering and computation : principles, mathematics, algorithms, Yuh-Dauh Lyuu, (electronic book)
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 553-583) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
ebr10005057
Dimensions
26 cm.
Dimensions
unknown
Extent
xix, 627 p.
Form of item
electronic
Isbn
9780521781718
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Original version note
Original electronic resource.
Other physical details
ill.
Reproduction note
Electronic resource.
Specific material designation
remote
Label
Financial engineering and computation : principles, mathematics, algorithms, Yuh-Dauh Lyuu, (electronic book)
Publication
Bibliography note
Includes bibliographical references (p. 553-583) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
ebr10005057
Dimensions
26 cm.
Dimensions
unknown
Extent
xix, 627 p.
Form of item
electronic
Isbn
9780521781718
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Original version note
Original electronic resource.
Other physical details
ill.
Reproduction note
Electronic resource.
Specific material designation
remote

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