rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Financial engineering and computation
  title info:
    sub title: principles, mathematics, algorithms
  title info: title
  name:
    name part: Lyuu, Yuh-Dauh
    role:
      role term: creator
  type of resource: text
  origin info:
    place:
      place term: xx
    place:
      place term: Cambridge, UK,New York, NY
    publisher: Cambridge University Press
    date issued: 2002
    date issued: 9999
    issuance: monographic
  language:
    language term: und
  physical description:
    form: print
  abstract: Nowadays students 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 combines the theory and mathematics behind financial engineering with an emphasis on computation, in keeping with the way financial engineering is practiced in today's 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. Each instrument is treated in a short, self-contained chapter for ready reference use.
  note: Yuh-Dauh Lyuu
  subject:
    topic: Financial engineering,Investments,Derivative securities,Khoa học tài chính,Đầu tư,Chứng khoán phái sinh
  subject:
    topic: Mathematical models,Mathematical models,Mô hình toán học
  classification: 332.6
  classification: L998
  record info:
    record creation date: 210402
    record identifier: CTU_167053