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Financial Software Engineering
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Financial Software Engineering
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Financial Software Engineering/ by Kevin Lano, Howard Haughton.
作者:
Lano, Kevin.
其他作者:
Haughton, Howard.
面頁冊數:
XV, 198 p. 65 illus., 19 illus. in color.online resource. :
Contained By:
Springer Nature eBook
標題:
Software engineering. -
電子資源:
https://doi.org/10.1007/978-3-030-14050-2
ISBN:
9783030140502
Financial Software Engineering
Lano, Kevin.
Financial Software Engineering
[electronic resource] /by Kevin Lano, Howard Haughton. - 1st ed. 2019. - XV, 198 p. 65 illus., 19 illus. in color.online resource. - Undergraduate Topics in Computer Science,1863-7310. - Undergraduate Topics in Computer Science,.
Financial services and markets -- Financial products and analyses -- Model-based and agile developments -- Financial system specification using UML -- Financial system design -- Trading and analytics technologies -- Software modernisation and re-engineering -- Agile model-based development approaches -- Analysis of financial products: CDOs -- Tool support for financial application development.
In this textbook the authors introduce the important concepts of the financial software domain, and motivate the use of an agile software engineering approach for the development of financial software. They describe the role of software in defining financial models and in computing results from these models. Practical examples from bond pricing, yield curve estimation, share price analysis and valuation of derivative securities are given to illustrate the process of financial software engineering. Financial Software Engineering also includes a number of case studies based on typical financial engineering problems: * Internal rate of return calculation for bonds * Macaulay duration calculation for bonds * Bootstrapping of interest rates * Estimation of share price volatility * Technical analysis of share prices * Re-engineering Matlab to C# * Yield curve estimation * Derivative security pricing * Risk analysis of CDOs The book is suitable for undergraduate and postgraduate study, and for practitioners who wish to extend their knowledge of software engineering techniques for financial applications.
ISBN: 9783030140502
Standard No.: 10.1007/978-3-030-14050-2doiSubjects--Topical Terms:
562952
Software engineering.
LC Class. No.: QA76.758
Dewey Class. No.: 005.1
Financial Software Engineering
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