000			02375nam a22003498i 4500
001			CR9780511546839
003			UkCbUP
005			20200124160301.0
006			m|||||o||d||||||||
007			cr||||||||||||
008			090508s2002||||enk o ||1 0|eng|d
020			_a9780511546839 (ebook)
020			_z9780521781718 (hardback)
040			_aUkCbUP _beng _erda _cUkCbUP
050	0	0	_aHG176.7 _b.L97 2002
082	0	0	_a332.6/01/51 _221
100	1		_aLyuu, Yuh-Dauh, _eauthor.
245	1	0	_aFinancial engineering and computation : _bprinciples, mathematics, algorithms / _cYuh-Dauh Lyuu.
246	3		_aFinancial Engineering & Computation
264		1	_aCambridge : _bCambridge University Press, _c2002.
300			_a1 online resource (xix, 627 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
500			_aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
520			_aStudents and professionals intending to work in any area of finance must master not only advanced concepts and mathematical models but also learn how to implement these models computationally. This comprehensive text, first published in 2002, combines the theory and mathematics behind financial engineering with an emphasis on computation, in keeping with the way financial engineering is practised in capital markets. Unlike most books on investments, financial engineering, or derivative securities, the book starts from very basic ideas in finance and gradually builds up the theory. It offers a thorough grounding in the subject for MBAs in finance, students of engineering and sciences who are pursuing a career in finance, researchers in computational finance, system analysts, and financial engineers. Along with the theory, the author presents numerous algorithms for pricing, risk management, and portfolio management. The emphasis is on pricing financial and derivative securities: bonds, options, futures, forwards, interest rate derivatives, mortgage-backed securities, bonds with embedded options, and more.
650		0	_aFinancial engineering.
650		0	_aInvestments _xMathematical models.
650		0	_aDerivative securities _xMathematical models.
776	0	8	_iPrint version: _z9780521781718
856	4	0	_uhttps://doi.org/10.1017/CBO9780511546839
999			_c520385 _d520383