000			01848cam a22002294a 4500
999			_c6608 _d6608
003			OSt
005			20210517173635.0
008			010921s2002 enka b 001 0 eng
020			_a9780521781718
040			_cYeshi
082	0	0	_a518.1 LYU
100	1		_aLyuu, Yuh-Dauh.
245	1	0	_aFinancial engineering and computation : _bPrinciples, mathematics, algorithms / _cYuh-Dauh Lyuu.
260			_aCambridge : _bCambridge University Press, _c2002.
300			_axix, 627 p. : _bill. ; _c26 cm.
504			_aIncludes bibliography and index.
520			_a 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			_aFinancial engineering.
650			_aInvestments _x Mathematical models.
650			_aDerivative securities _xMathematical models.
942			_2ddc _cBK