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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Main Author: | |
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Format: | Electronic eBook |
Language: | English |
Published: |
Cambridge :
Cambridge University Press,
2001.
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Subjects: | |
Online Access: |
Full text (MFA users only) |
ISBN: | 9780511046063 0511046065 1280429801 9781280429804 |
Local Note: | ProQuest Ebook Central |
Summary: | 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 engineers. Java programs for the Web are available from the book's home page. |
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Physical Description: | 1 online resource (649 pages) |
Library Staff: | View instance in FOLIO |