03457nam 22005895 450 991033783960332120230810132752.03-030-14050-410.1007/978-3-030-14050-2(CKB)4100000008103782(DE-He213)978-3-030-14050-2(MiAaPQ)EBC5925124(PPN)236522744(EXLCZ)99410000000810378220190502d2019 u| 0engurnn#008mamaatxtrdacontentcrdamediacrrdacarrierFinancial Software Engineering /by Kevin Lano, Howard Haughton1st ed. 2019.Cham :Springer International Publishing :Imprint: Springer,2019.1 online resource (XV, 198 p. 65 illus., 19 illus. in color.)Undergraduate Topics in Computer Science,2197-17813-030-14049-0 Financial services and markets -- Financial products and analyses -- Model-based and agile developments -- Financial system specification using UML -- Financial system design -- Trading and analytics technologies -- Software modernisation and re-engineering -- Agile model-based development approaches -- Analysis of financial products: CDOs -- Tool support for financial application development.In this textbook the authors introduce the important concepts of the financial software domain, and motivate the use of an agile software engineering approach for the development of financial software. They describe the role of software in defining financial models and in computing results from these models. Practical examples from bond pricing, yield curve estimation, share price analysis and valuation of derivative securities are given to illustrate the process of financial software engineering. Financial Software Engineering also includes a number of case studies based on typical financial engineering problems: * Internal rate of return calculation for bonds * Macaulay duration calculation for bonds * Bootstrapping of interest rates * Estimation of share price volatility * Technical analysis of share prices * Re-engineering Matlab to C# * Yield curve estimation * Derivative security pricing * Risk analysis of CDOs The book is suitable for undergraduate and postgraduate study, and for practitioners who wish to extend their knowledge of software engineering techniques for financial applications.Undergraduate Topics in Computer Science,2197-1781Software engineeringFinancial engineeringSocial sciencesMathematicsSoftware EngineeringFinancial EngineeringMathematics in Business, Economics and FinanceSoftware engineering.Financial engineering.Social sciencesMathematics.Software Engineering.Financial Engineering.Mathematics in Business, Economics and Finance.005.1005.1Lano Kevinauthttp://id.loc.gov/vocabulary/relators/aut746541Haughton Howardauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910337839603321Financial Software Engineering2503697UNINA