Financial engineering and computation : principles, mathematics, algorithms /

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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Lyuu, Yuh-Dauh
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge, UK ; New York, NY : Cambridge University Press, 2002.
Temas:
Financial engineering.
Investments > Mathematical models.
Derivative securities > Mathematical models.
Ingénierie financière.
Investissements > Modèles mathématiques.
Instruments dérivés (Finances) > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > General.
Derivative securities > Mathematical models
Financial engineering
Investments > Mathematical models
Financial Engineering
Portfolio-analyse.
Financieel management.
Wiskundige methoden.
Algoritmen.
Investimentos (modelos matemáticos)
Derivativos (modelos matemáticos)
Engenharia financeira.
Ingeniería financiera.
Inversiones > Modelos matemáticos.
Obligaciones derivadas > Modelos matemáticos.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

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