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Financial Engineering and Computation: Principles, Mathematics, Algorithms
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Located in: Holiday, Florida, United States
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Estimated between Tue, 4 Jun and Sat, 8 Jun to 43230
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eBay item number:364894865208
Item specifics
- Condition
- Subject
- Mathematics
- ISBN
- 9780521781718
- Publication Year
- 2001
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Publication Name
- Financial Engineering and Computation : Principles, Mathematics, Algorithms
- Item Height
- 1.4in
- Item Length
- 10in
- Publisher
- Cambridge University Press
- Item Width
- 7in
- Item Weight
- 46.9 Oz
- Number of Pages
- 648 Pages
About this product
Product Information
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. Many of these algorithms are coded in Java as programs for the Web, available from the book's home page (www.csie.ntu.edu/ lyuu/Capitals/capitals.htm)
Product Identifiers
Publisher
Cambridge University Press
ISBN-10
052178171x
ISBN-13
9780521781718
eBay Product ID (ePID)
9038683310
Product Key Features
Publication Name
Financial Engineering and Computation : Principles, Mathematics, Algorithms
Format
Hardcover
Language
English
Publication Year
2001
Type
Textbook
Number of Pages
648 Pages
Dimensions
Item Length
10in
Item Height
1.4in
Item Width
7in
Item Weight
46.9 Oz
Additional Product Features
Lc Classification Number
Hg176.7 .L97 2002
Reviews
'… 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 fr Didaktik der Mathematik, '… 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, '... 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
Table of Content
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 pricing; 16. Hedging; 17. Trees; 18. Numerical methods; 19. Matrix computation; 20. Time series and estimation; 21. Interest rate derivative securities; 22. Term structure fitting; 23. Introduction to term structure modeling; 24. Foundations of term structure modeling; 25. Equilibrium term structure models; 26. No-arbitrage term structure models; 27. Fixed-income securities; 28. Introduction to mortgage-backed securities; 29. Analysis of mortgage-backed securities; 30. Collateralized mortgage obligations; 31. Modern portfolio theory; 32. Software.
Copyright Date
2002
Topic
Finance / Financial Engineering, Finance / General, Applied
Lccn
2001-043916
Dewey Decimal
332.60151
Intended Audience
Scholarly & Professional
Dewey Edition
21
Illustrated
Yes
Genre
Business & Economics, Mathematics
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:364894865208
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Item location:
Holiday, Florida, United States
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| Postage and handling | To | Service | Delivery*See Delivery notes |
|---|---|---|---|
| US $4.87 (approx S$ 6.57) | United States | Economy Postage (USPS Media MailTM) | Estimated between Tue, 4 Jun and Sat, 8 Jun to 43230 |
| Handling time |
|---|
| Will usually ship within 1 business day of receiving cleared payment. |
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Sales Tax for an item #364894865208
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| Return policy details |
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| The seller will not accept returns for this item. |
Seller feedback (808)
c***- (66)- Feedback left by buyer.
Past month
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Got the Xbox 2 days early. It plays. But there is no sound. Very disappointed. Should have been in the description and sold for parts or repair. If I plug my headset in I have sound. But I have a really nice home stereo system that I can use for gaming now because the HDMI port on the back isn't sending sound to the receiver. Plugged in a different Xbox and it works just fine so I know it's the one I bought. So I'm out $120. Could've gotten a white one refurbished for like $80..
c***s (120)- Feedback left by buyer.
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Fast shipping.
c***s (120)- Feedback left by buyer.
Past month
Verified purchase
Fast shipping.