Financial engineering and computation : (Record no. 6608)

MARC details
000 -LEADER
fixed length control field 01848cam a22002294a 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20210517173635.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 010921s2002 enka b 001 0 eng
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780521781718
040 ## - CATALOGING SOURCE
Transcribing agency Yeshi
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 518.1 LYU
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Lyuu, Yuh-Dauh.
245 10 - TITLE STATEMENT
Title Financial engineering and computation :
Remainder of title Principles, mathematics, algorithms /
Statement of responsibility, etc Yuh-Dauh Lyuu.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Cambridge :
Name of publisher, distributor, etc Cambridge University Press,
Date of publication, distribution, etc 2002.
300 ## - PHYSICAL DESCRIPTION
Extent xix, 627 p. :
Other physical details ill. ;
Dimensions 26 cm.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliography and index.
520 ## - SUMMARY, ETC.
Summary, etc <br/>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, 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 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Financial engineering.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Investments
General subdivision Mathematical models.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Derivative securities
General subdivision Mathematical models.
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Source of acquisition Cost, normal purchase price Total Checkouts Full call number Barcode Date last seen Cost, replacement price Price effective from Koha item type
    Dewey Decimal Classification     Paro College Library Paro College Library 10/01/2013 SSBL,430=1/1/2004 1698.00   518.1 LYU *12853* 10/01/2013 1748.00 10/01/2013 Books
    Dewey Decimal Classification     Paro College Library Paro College Library 10/01/2013       518.1 LYU *12854* 10/01/2013   10/01/2013 Books
    Dewey Decimal Classification     Paro College Library Paro College Library 10/01/2013       518.1 LYU *12855* 10/01/2013   10/01/2013 Books
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