Financial engineering and computation : principles, mathematics, algorithms /
| Основен автор: | Lyuu, Yuh-Dauh. |
|---|---|
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Cambridge, UK ; New York, NY :
Cambridge University Press,
2002.
|
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=112513 |
| Подобни документи: |
Print version::
Financial engineering and computation. |
Съдържание:
- 1.
- Introduction
- 2.
- Analysis of Algorithms
- 3.
- Basic Financial Mathematics
- 4.
- Bond Price Volatility
- 5.
- Term Structure of Interest Rates
- 6.
- Fundamental Statistical Concepts
- 7.
- Option Basics
- 8.
- Arbitrage in Option Pricing
- 9.
- Option Pricing Models
- 10.
- Sensitivity Analysis of Options
- 11.
- Extensions of Options Theory
- 12.
- Forwards, Futures, Futures Options, Swaps
- 13.
- Stochastic Processes and Brownian Motion
- 14.
- Continuous-Time Financial Mathematics
- 15.
- Continuous-Time Derivatives Pricing
- 16.
- Hedging
- 17.
- Trees
- 18.
- Numerical Methods
- 19.
- Matrix Computation
- 20.
- Time Series Analysis
- 21.
- Interest Rate Derivative Securities
- 22.
- Term Structure Fitting.