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Financial Engineering and Computation : Principles, Mathematics, Algorithms.
This comprehensive text and reference combines the theory behind financial engineering with numerous algorithms for pricing, risk management, and portfolio management. It offers a thorough grounding in the subject for students and researchers in computational finance, system analysts, and financial...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge :
Cambridge University Press,
2001.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000Mi 4500 | ||
|---|---|---|---|
| 001 | EBOOKCENTRAL_ocn437063031 | ||
| 003 | OCoLC | ||
| 005 | 20240329122006.0 | ||
| 006 | m o d | ||
| 007 | cr mn|---||||| | ||
| 008 | 090817s2001 enk o 000 0 eng d | ||
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| 019 | |a 191035549 |a 814392741 |a 819633879 | ||
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| 020 | |a 0511046065 |q (electronic bk.) | ||
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| 100 | 1 | |a Lyuu, Yuh-Dauh. | |
| 245 | 1 | 0 | |a Financial Engineering and Computation : |b Principles, Mathematics, Algorithms. |
| 260 | |a Cambridge : |b Cambridge University Press, |c 2001. | ||
| 300 | |a 1 online resource (649 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 505 | 0 | |a Cover; Half-title; Title; Copyright; Dedication; Contents; Preface; Useful Abbreviations; CHAPTER ONE Introduction; CHAPTER TWO Analysis of Algorithms; CHAPTER THREE Basic Financial Mathematics; CHAPTER FOUR Bond Price Volatility; CHAPTER FIVE Term Structure of Interest Rates; CHAPTER SIX Fundamental Statistical Concepts; CHAPTER SEVEN Option Basics; CHAPTER EIGHT Arbitrage in Option Pricing; CHAPTER NINE Option Pricing Models; CHAPTER TEN Sensitivity Analysis of Options; CHAPTER ELEVEN Extensions of Options Theory; CHAPTER TWELVE Forwards, Futures, Futures Options, Swaps. | |
| 505 | 8 | |a CHAPTER THIRTEEN Stochastic Processes and Brownian MotionCHAPTER FOURTEEN Continuous-Time Financial Mathematics; CHAPTER FIFTEEN Continuous-Time Derivatives Pricing; CHAPTER SIXTEEN Hedging; CHAPTER SEVENTEEN Trees; CHAPTER EIGHTEEN Numerical Methods; CHAPTER NINETEEN Matrix Computation; CHAPTER TWENTY Time Series Analysis; CHAPTER TWENTY-ONE Interest Rate Derivative Securities; CHAPTER TWENTY-TWO Term Structure Fitting; CHAPTER TWENTY-THREE I. | |
| 520 | |a This comprehensive text and reference combines the theory behind financial engineering with numerous algorithms for pricing, risk management, and portfolio management. It offers a thorough grounding in the subject for students and researchers in computational finance, system analysts, and financial engineers. Java programs for the Web are available from the book's home page. | ||
| 588 | 0 | |a Print version record. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Financial engineering. | |
| 650 | 0 | |a Investments |x Mathematical models. | |
| 650 | 0 | |a Derivative securities |x Mathematical models. | |
| 650 | 6 | |a Ingénierie financière. | |
| 650 | 6 | |a Investissements |x Modèles mathématiques. | |
| 650 | 6 | |a Instruments dérivés (Finances) |x Modèles mathématiques. | |
| 650 | 7 | |a Derivative securities |x Mathematical models |2 fast | |
| 650 | 7 | |a Financial engineering |2 fast | |
| 650 | 7 | |a Investments |x Mathematical models |2 fast | |
| 758 | |i has work: |a Financial engineering and computation (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFvTjyDJWVKrW7GdkW3GH3 |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 1 | |z 9780521781718 | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=201359 |z Texto completo |
| 938 | |a EBL - Ebook Library |b EBLB |n EBL201359 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n 42980 | ||
| 938 | |a YBP Library Services |b YANK |n 2826252 | ||
| 994 | |a 92 |b IZTAP | ||