TY  - GEN
T1  - Financial engineering and computation : principles, mathematics, algorithms
A1  - Lyuu, Yuh-Dauh
LA  - English
PP  - Cambridge, UK ; New York, NY
PB  - Cambridge University Press
YR  - 2002
UL  - https://ebooks.jgu.edu.in/Record/ebsco_acadsubs_ocn559765824
AB  - 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.
OP  - 627
CN  - HG176.7 .L97 2002eb
SN  - 0511040946
SN  - 9780511040948
SN  - 9780511546839
SN  - 0511546831
SN  - 9786610429806
SN  - 6610429804
SN  - 9781139930895
SN  - 1139930893
SN  - 1107120411
SN  - 9781107120419
SN  - 1280429801
SN  - 9781280429804
SN  - 0511175914
SN  - 9780511175916
SN  - 0511322623
SN  - 9780511322624
SN  - 0511046065
SN  - 9780511046063
SN  - 9780521781718
SN  - 052178171X
KW  - Financial engineering.
KW  - Investments : Mathematical models.
KW  - Derivative securities : Mathematical models.
KW  - Ingénierie financière.
KW  - Investissements : Modèles mathématiques.
KW  - Instruments dérivés (Finances) : Modèles mathématiques.
KW  - BUSINESS & ECONOMICS : Investments & Securities : General.
KW  - Derivative securities : Mathematical models
KW  - Financial engineering
KW  - Investments : Mathematical models
KW  - Financial Engineering
KW  - Portfolio-analyse.
KW  - Financieel management.
KW  - Wiskundige methoden.
KW  - Algoritmen.
KW  - Investimentos (modelos matemáticos)
KW  - Derivativos (modelos matemáticos)
KW  - Engenharia financeira.
KW  - Ingeniería financiera.
KW  - Inversiones : Modelos matemáticos.
KW  - Obligaciones derivadas : Modelos matemáticos.
KW  - Electronic book.
ER  -