國立虎尾科技大學 |

Financial engineering and computation : = principles, mathematics, algorithms /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Financial engineering and computation :/ Yuh-Dauh Lyuu.
Reminder of title:	principles, mathematics, algorithms /
remainder title:	Financial Engineering & Computation
Author:	Lyuu, Yuh-Dauh,
Description:	1 online resource (xix, 627 pages) :digital, PDF file(s). :
Notes:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
Subject:	Financial engineering. -
Online resource:	https://doi.org/10.1017/CBO9780511546839
ISBN:	9780511546839 (ebook)

Financial engineering and computation : = principles, mathematics, algorithms /
Lyuu, Yuh-Dauh,

Financial engineering and computation :principles, mathematics, algorithms /Financial Engineering & ComputationYuh-Dauh Lyuu. - 1 online resource (xix, 627 pages) :digital, PDF file(s).

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

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.

ISBN: 9780511546839 (ebook)Subjects--Topical Terms:

591542
Financial engineering.

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

Dewey Class. No.: 332.6/01/51

Financial engineering and computation : = principles, mathematics, algorithms /
LDR:02158nam a2200289 i 4500 001 1124895
003 UkCbUP
005 20151005020623.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 240926s2002||||enk o ||1 0|eng|d
020 $a 9780511546839 (ebook)
020 $z 9780521781718 (hardback)
035 $a CR9780511546839
040 $a UkCbUP $b eng $e rda $c UkCbUP
050 0 0 $a HG176.7 $b .L97 2002
082 0 0 $a 332.6/01/51 $2 21
100 1 $a Lyuu, Yuh-Dauh, $e author. $3 1442753
245 1 0 $a Financial engineering and computation : $b principles, mathematics, algorithms / $c Yuh-Dauh Lyuu.
246 3 $a Financial Engineering & Computation
264 1 $a Cambridge : $b Cambridge University Press, $c 2002.
300 $a 1 online resource (xix, 627 pages) : $b digital, PDF file(s).
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
500 $a Title from publisher's bibliographic system (viewed on 05 Oct 2015).
520 $a 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.
650 0 $a Financial engineering. $3 591542
650 0 $a Investments $x Mathematical models. $3 566107
650 0 $a Derivative securities $x Mathematical models. $3 568178
776 0 8 $i Print version: $z 9780521781718
856 4 0 $u https://doi.org/10.1017/CBO9780511546839