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:
Online Access: Full text (MFA users only)
ISBN:9780511046063
0511046065
1280429801
9781280429804
Local Note:ProQuest Ebook Central
Description
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.
Physical Description:1 online resource (649 pages)
Library Staff:View instance in FOLIO