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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...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge, UK ; New York, NY :
Cambridge University Press,
2002.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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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| Descripción Física: | 1 online resource (xix, 627 pages) : illustrations |
| Bibliografía: | Includes bibliographical references (pages 553-583) and index. |
| ISBN: | 0511040946 9780511040948 9780511546839 0511546831 9786610429806 6610429804 9781139930895 1139930893 1107120411 9781107120419 1280429801 9781280429804 0511175914 9780511175916 0511322623 9780511322624 0511046065 9780511046063 |