Get Financial Engineering and Computation: Principles, PDF

By Yuh-Dauh Lyuu

ISBN-10: 052178171X

ISBN-13: 9780521781718

scholars and pros aspiring to paintings in any quarter of finance needs to grasp not just complex thoughts and mathematical versions but additionally the right way to enforce those versions computationally. This entire textual content, first released in 2002, combines the idea and arithmetic at the back of monetary engineering with an emphasis on computation, in response to the way in which monetary engineering is practised in capital markets. in contrast to such a lot books on investments, monetary engineering, or spinoff securities, the e-book starts off from very uncomplicated rules in finance and steadily builds up the speculation. It bargains an intensive grounding within the topic for MBAs in finance, scholars of engineering and sciences who're pursuing a occupation in finance, researchers in computational finance, process analysts, and fiscal engineers. in addition to the idea, the writer offers a variety of algorithms for pricing, danger administration, and portfolio administration. The emphasis is on pricing monetary and spinoff securities: bonds, recommendations, futures, forwards, rate of interest derivatives, mortgage-backed securities, bonds with embedded ideas, and more.

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Financial Engineering and Computation: Principles, Mathematics, Algorithms: 0 by Yuh-Dauh Lyuu


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