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Financial Engineering and Computatio...

Ebooks Corporation.

Financial Engineering and Computation :Principles, Mathematics, Algorithms.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Financial Engineering and Computation :
其他題名:	Principles, Mathematics, Algorithms.
作者:	Lyuu, Yuh-Dauh.
出版者:	Cambridge :Cambridge University Press,2001.
面頁冊數:	649 p.
標題:	Financial engineering.
電子資源:	Click here to view book
ISBN:	9780511546839 (electronic bk.)

Financial Engineering and Computation :Principles, Mathematics, Algorithms.
Lyuu, Yuh-Dauh.

Financial Engineering and Computation :Principles, Mathematics, Algorithms.[electronic resource]. - Cambridge :Cambridge University Press,2001. - 649 p.

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

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.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511546839 (electronic bk.)Subjects--Topical Terms:

186184
Financial engineering.
Index Terms--Genre/Form:

214472
Electronic books.

LC Class. No.: HG176.7 .L97 2002eb

Dewey Class. No.: 332.0151

Financial Engineering and Computation :Principles, Mathematics, Algorithms.
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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.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
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