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010   $a3-030-14050-4
024 7 $a10.1007/978-3-030-14050-2
035   $a(CKB)4100000008103782
035   $a(DE-He213)978-3-030-14050-2
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035   $a(PPN)236522744
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100   $a20190502d2019      u|         0
101 0 $aeng
135   $aurnn#008mamaa
181   $ctxt$2rdacontent
182   $cc$2rdamedia
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200 10$aFinancial Software Engineering /$fby Kevin Lano, Howard Haughton
205   $a1st ed. 2019.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2019.
215   $a1 online resource (XV, 198 p. 65 illus., 19 illus. in color.)
225 1 $aUndergraduate Topics in Computer Science,$x2197-1781
311   $a3-030-14049-0 
327   $aFinancial 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.
330   $aIn this textbook the authors introduce the important concepts of the financial software domain, and motivate the use of an agile software engineering approach for the development of financial software. They describe the role of software in defining financial models and in computing results from these models. Practical examples from bond pricing, yield curve estimation, share price analysis and valuation of derivative securities are given to illustrate the process of financial software engineering. Financial Software Engineering also includes a number of case studies based on typical financial engineering problems: * Internal rate of return calculation for bonds * Macaulay duration calculation for bonds * Bootstrapping of interest rates * Estimation of share price volatility * Technical analysis of share prices * Re-engineering Matlab to C# * Yield curve estimation * Derivative security pricing * Risk analysis of CDOs The book is suitable for undergraduate and postgraduate study, and for practitioners who wish to extend their knowledge of software engineering techniques for financial applications.
410  0$aUndergraduate Topics in Computer Science,$x2197-1781
606   $aSoftware engineering
606   $aFinancial engineering
606   $aSocial sciences$xMathematics
606   $aSoftware Engineering
606   $aFinancial Engineering
606   $aMathematics in Business, Economics and Finance
615  0$aSoftware engineering.
615  0$aFinancial engineering.
615  0$aSocial sciences$xMathematics.
615 14$aSoftware Engineering.
615 24$aFinancial Engineering.
615 24$aMathematics in Business, Economics and Finance.
676   $a005.1
676   $a005.1
700   $aLano$b Kevin$4aut$4http://id.loc.gov/vocabulary/relators/aut$0746541
702   $aHaughton$b Howard$4aut$4http://id.loc.gov/vocabulary/relators/aut
801  0$bMiAaPQ
801  1$bMiAaPQ
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906   $aBOOK
912   $a9910337839603321
996   $aFinancial Software Engineering$92503697
997   $aUNINA