{"product_id":"financial-engineering-and-computation-principles-mathematics-algorithms-hardback-9780521781718","title":"Financial Engineering and Computation; Principles, Mathematics, Algorithms (Hardback) 9780521781718","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eFinancial Engineering and Computation\u003c\/font\u003e\u003cbr\u003e\r\n\u003cfont size=\"5\"\u003ePrinciples, Mathematics, Algorithms\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cem\u003eA comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management.\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eYuh-Dauh Lyuu (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780521781718, Cambridge University Press\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 12 November 2001\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e648 pages\u003cbr\u003e25.4 x 17.8 x 3.5 cm, 1.33 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cem\u003e\u003cfont size=\"3\"\u003e'… offers a thorough grounding in the subject or MBAs in finance, students of engineering and sciences who are pursuing a career in finance, researchers in computational finance, system analysts, and financial engineers.' Zentralblatt für Didaktik der Mathematik\u003c\/font\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eStudents 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.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e1. Introduction\u003cbr\u003e 2. Analysis of algorithms\u003cbr\u003e 3. Basic financial mathematics\u003cbr\u003e 4. Bond price volatility\u003cbr\u003e 5. Term structure of interest rates\u003cbr\u003e 6. Fundamental statistical concepts\u003cbr\u003e 7. Option basics\u003cbr\u003e 8. Arbitrage in option pricing\u003cbr\u003e 9. Option pricing models\u003cbr\u003e 10. Sensitivity analysis of options\u003cbr\u003e 11. Extensions of options theory\u003cbr\u003e 12. Forwards, futures, futures options, swaps\u003cbr\u003e 13. Stochastic processes and Brownian motion\u003cbr\u003e 14. Continuous-time financial mathematics\u003cbr\u003e 15. Continuous-time pricing\u003cbr\u003e 16. Hedging\u003cbr\u003e 17. Trees\u003cbr\u003e 18. Numerical methods\u003cbr\u003e 19. Matrix computation\u003cbr\u003e 20. Time series and estimation\u003cbr\u003e 21. Interest rate derivative securities\u003cbr\u003e 22. Term structure fitting\u003cbr\u003e 23. Introduction to term structure modeling\u003cbr\u003e 24. Foundations of term structure modeling\u003cbr\u003e 25. Equilibrium term structure models\u003cbr\u003e 26. No-arbitrage term structure models\u003cbr\u003e 27. Fixed-income securities\u003cbr\u003e 28. Introduction to mortgage-backed securities\u003cbr\u003e 29. Analysis of mortgage-backed securities\u003cbr\u003e 30. Collateralized mortgage obligations\u003cbr\u003e 31. Modern portfolio theory\u003cbr\u003e 32. Software.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Applied mathematics [\u003ca title=\"See our other books on Applied mathematics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Applied%20mathematics%20%5BPBW%5D%22\"\u003ePBW\u003c\/a\u003e], Finance [\u003ca title=\"See our other books on Finance\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Finance%20%5BKFF%5D%22\"\u003eKFF\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":46005574041880,"sku":"9780521781718","price":107.99,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/products\/9780521781718i_43eb3740-9d65-49d4-8ddb-d2a9468270e8.jpg?v=1691367871","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/financial-engineering-and-computation-principles-mathematics-algorithms-hardback-9780521781718","provider":"Freshly Printed Books","version":"1.0","type":"link"}