Financial Engineering and Computation : Principles, Mathematics, Algorithms.

This comprehensive text and reference combines the theory behind financial engineering with numerous algorithms for pricing, risk management, and portfolio management. It offers a thorough grounding in the subject for students and researchers in computational finance, system analysts, and financial...

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Bibliographic Details

Main Author:	Lyuu, Yuh-Dauh
Format:	Electronic eBook
Language:	English
Published:	Cambridge : Cambridge University Press, 2001.
Subjects:	Financial engineering. Investments > Mathematical models. Derivative securities > Mathematical models.
Online Access:	Full text (MFA users only)
ISBN:	9780511046063 0511046065 1280429801 9781280429804
Local Note:	ProQuest Ebook Central