Financial Engineering and Computation

Principles, Mathematics, Algorithms

Nonfiction, Science & Nature, Mathematics, Applied, Business & Finance
Cover of the book Financial Engineering and Computation by Yuh-Dauh Lyuu, Cambridge University Press
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Author: Yuh-Dauh Lyuu ISBN: 9781139930895
Publisher: Cambridge University Press Publication: November 12, 2001
Imprint: Cambridge University Press Language: English
Author: Yuh-Dauh Lyuu
ISBN: 9781139930895
Publisher: Cambridge University Press
Publication: November 12, 2001
Imprint: Cambridge University Press
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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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