Financial engineering and computation : principles, mathematics, algorithms /
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 engi...
| Autor principal: | |
|---|---|
| Format: | Licensed eBooks |
| Idioma: | anglès |
| Publicat: |
Cambridge, UK ; New York, NY :
Cambridge University Press,
2002.
|
| Accés en línia: | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=112513 |
Taula de continguts:
- 1. Introduction
- 2. Analysis of Algorithms
- 3. Basic Financial Mathematics
- 4. Bond Price Volatility
- 5. Term Structure of Interest Rates
- 6. Fundamental Statistical Concepts
- 7. Option Basics
- 8. Arbitrage in Option Pricing
- 9. Option Pricing Models
- 10. Sensitivity Analysis of Options
- 11. Extensions of Options Theory
- 12. Forwards, Futures, Futures Options, Swaps
- 13. Stochastic Processes and Brownian Motion
- 14. Continuous-Time Financial Mathematics
- 15. Continuous-Time Derivatives Pricing
- 16. Hedging
- 17. Trees
- 18. Numerical Methods
- 19. Matrix Computation
- 20. Time Series Analysis
- 21. Interest Rate Derivative Securities
- 22. Term Structure Fitting.