Financial Engineering and Computation Principles, Mathematics, Algorithms |
|
| Author:
| Lyuu, Yuh-Dauh |
| ISBN: | 978-0-511-54683-9 |
| Publication Date: | Sep 2009 |
| Publisher: | Cambridge University Press
|
| Book Format: | Digital (delivered electronically) |
| List Price: | USD $225.00 |
Book Description:
|
This comprehensive text and reference, first published in 2002, 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.
This comprehensive text and reference, first published in 2002, 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.