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Financial Engineering and Computation: Principles, Mathematics, Algorithms Book

Financial Engineering and Computation: Principles, Mathematics, Algorithms
Financial Engineering and Computation: Principles, Mathematics, Algorithms, Nowadays 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 combines the theory and mathe, Financial Engineering and Computation: Principles, Mathematics, Algorithms has a rating of 3 stars
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Financial Engineering and Computation: Principles, Mathematics, Algorithms, Nowadays 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 combines the theory and mathe, Financial Engineering and Computation: Principles, Mathematics, Algorithms
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  • Financial Engineering and Computation: Principles, Mathematics, Algorithms
  • Written by author Yuh-Dauh Lyuu
  • Published by Cambridge University Press, November 2001
  • Nowadays 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 combines the theory and mathe
  • A comprehensive text and reference on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management. Booknews Lyuu (National Taiwan U.), writing mainly for students of engineering and n
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Book Categories

Authors

Preface
Useful Abbreviations
1Introduction1
2Analysis of Algorithms7
3Basic Financial Mathematics11
4Bond Price Volatility32
5Term Structure of Interest Rates45
6Fundamental Statistical Concepts64
7Option Basics75
8Arbitrage in Option Pricing84
9Option Pricing Models92
10Sensitivity Analysis of Options123
11Extensions of Options Theory131
12Forwards, Futures, Futures Options, Swaps155
13Stochastic Processes and Brownian Motion177
14Continuous-Time Financial Mathematics190
15Continuous-Time Derivatives Pricing206
16Hedging224
17Trees234
18Numerical Methods249
19Matrix Computation268
20Time Series Analysis284
21Interest Rate Derivative Securities295
22Term Structure Fitting321
23Introduction to Term Structure Modeling328
24Foundations of Term Structure Modeling345
25Equilibrium Term Structure Models361
26No-Arbitrage Term Structure Models375
27Fixed-Income Securities399
28Introduction to Mortgage-Backed Securities415
29Analysis of Mortgage-Backed Securities427
30Collateralized Mortgage Obligations451
31Modern Portfolio Theory458
32Software480
33Answers to Selected Exercises484
Bibliography553
Glossary of Useful Notations585
Index587


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Financial Engineering and Computation: Principles, Mathematics, Algorithms, Nowadays 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 combines the theory and mathe, Financial Engineering and Computation: Principles, Mathematics, Algorithms

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Financial Engineering and Computation: Principles, Mathematics, Algorithms, Nowadays 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 combines the theory and mathe, Financial Engineering and Computation: Principles, Mathematics, Algorithms

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Financial Engineering and Computation: Principles, Mathematics, Algorithms, Nowadays 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 combines the theory and mathe, Financial Engineering and Computation: Principles, Mathematics, Algorithms

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