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Financial engineering : Certified Financial Engineer (CFE) / / Michael Bloss [and three others]
| Financial engineering : Certified Financial Engineer (CFE) / / Michael Bloss [and three others] |
| Autore | Bloss Michael |
| Edizione | [2., überarbeitete und aktualisierte Auflage.] |
| Pubbl/distr/stampa | Berlin, Germany : , : De Gruyter Oldenbourg, , 2015 |
| Descrizione fisica | 1 online resource (728 p.) |
| Disciplina | 332 |
| Soggetto topico | Financial engineering |
| ISBN |
3-11-035342-3
3-11-039762-5 |
| Classificazione | QP 750 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Nota di contenuto | Frontmatter -- Vorwort zur zweiten Auflage -- Vorwort -- Inhaltsübersicht -- Inhaltsverzeichnis -- Abkürzungs- und Symbolverzeichnis -- Abbildungsverzeichnis -- Tabellenverzeichnis -- 1. Financial Engineering. Aufbau und Konzeption -- 2. Repetitorium methodische Grundlagen des Financial Engineering -- 3. Ethische Grundsätze für ein erfolgreiches Financial Engineering -- 4. Terminbörsen und Terminmärkte -- 5. Futures – unbedingte Termingeschäfte -- 6. Optionen – bedingte Termingeschäfte -- 7. Devisentermingeschäfte und Warentermingeschäfte -- 8. OTC-Derivate und exotische Strukturen -- 9. Kreditderivate -- 10. Wetterderivate -- 11. Börsengehandelte Inflationsderivate -- 12. Versicherungsderivate -- 13. Realoptionen -- 14. Derivate zur Strukturierung komplexer Portfolios -- 15. Einsatz von Derivaten im Financial Engineering und im Fondsmanagement -- 16. Die Wertpapierleihe und das Repo-Geschäft -- 17. Risikocontrolling und Margining -- Schlusswort -- 18. Appendix -- Literaturverzeichnis -- Index |
| Record Nr. | UNINA-9910787347903321 |
Bloss Michael
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| Berlin, Germany : , : De Gruyter Oldenbourg, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial engineering : Certified Financial Engineer (CFE) / / Michael Bloss [and three others]
| Financial engineering : Certified Financial Engineer (CFE) / / Michael Bloss [and three others] |
| Autore | Bloss Michael |
| Edizione | [2., überarbeitete und aktualisierte Auflage.] |
| Pubbl/distr/stampa | Berlin, Germany : , : De Gruyter Oldenbourg, , 2015 |
| Descrizione fisica | 1 online resource (728 p.) |
| Disciplina | 332 |
| Soggetto topico | Financial engineering |
| ISBN |
3-11-035342-3
3-11-039762-5 |
| Classificazione | QP 750 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Nota di contenuto | Frontmatter -- Vorwort zur zweiten Auflage -- Vorwort -- Inhaltsübersicht -- Inhaltsverzeichnis -- Abkürzungs- und Symbolverzeichnis -- Abbildungsverzeichnis -- Tabellenverzeichnis -- 1. Financial Engineering. Aufbau und Konzeption -- 2. Repetitorium methodische Grundlagen des Financial Engineering -- 3. Ethische Grundsätze für ein erfolgreiches Financial Engineering -- 4. Terminbörsen und Terminmärkte -- 5. Futures – unbedingte Termingeschäfte -- 6. Optionen – bedingte Termingeschäfte -- 7. Devisentermingeschäfte und Warentermingeschäfte -- 8. OTC-Derivate und exotische Strukturen -- 9. Kreditderivate -- 10. Wetterderivate -- 11. Börsengehandelte Inflationsderivate -- 12. Versicherungsderivate -- 13. Realoptionen -- 14. Derivate zur Strukturierung komplexer Portfolios -- 15. Einsatz von Derivaten im Financial Engineering und im Fondsmanagement -- 16. Die Wertpapierleihe und das Repo-Geschäft -- 17. Risikocontrolling und Margining -- Schlusswort -- 18. Appendix -- Literaturverzeichnis -- Index |
| Record Nr. | UNINA-9910826186903321 |
|
Bloss Michael
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| Berlin, Germany : , : De Gruyter Oldenbourg, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial engineering [[electronic resource] ] : the evolution of a profession / / Tanya Beder and Cara M. Marshall, editors
| Financial engineering [[electronic resource] ] : the evolution of a profession / / Tanya Beder and Cara M. Marshall, editors |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2011 |
| Descrizione fisica | 1 online resource (615 p.) |
| Disciplina | 332 |
| Altri autori (Persone) |
BederTanya S
MarshallCara M |
| Collana | Robert W. Kolb series in finance |
| Soggetto topico | Financial engineering |
| ISBN |
1-283-12627-3
9786613126276 1-118-26685-4 0-470-88981-0 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Overview -- pt. 2. Financial engineering and the evolution of major markets -- pt. 3. Key applications of financial engineering -- pt. 4. Case studies in financial engineering : the good, the bad, and the ugly -- pt. 5. Special topics in financial engineering -- pt. 6. Appendices. |
| Record Nr. | UNINA-9910140977403321 |
| Hoboken, N.J., : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial engineering [[electronic resource] ] : the evolution of a profession / / Tanya Beder and Cara M. Marshall, editors
| Financial engineering [[electronic resource] ] : the evolution of a profession / / Tanya Beder and Cara M. Marshall, editors |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2011 |
| Descrizione fisica | 1 online resource (615 p.) |
| Disciplina | 332 |
| Altri autori (Persone) |
BederTanya S
MarshallCara M |
| Collana | Robert W. Kolb series in finance |
| Soggetto topico | Financial engineering |
| ISBN |
1-283-12627-3
9786613126276 1-118-26685-4 0-470-88981-0 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Overview -- pt. 2. Financial engineering and the evolution of major markets -- pt. 3. Key applications of financial engineering -- pt. 4. Case studies in financial engineering : the good, the bad, and the ugly -- pt. 5. Special topics in financial engineering -- pt. 6. Appendices. |
| Record Nr. | UNINA-9910826269203321 |
| Hoboken, N.J., : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial engineering [[electronic resource] /] / edited by John R. Birge, Vadim Linetsky
| Financial engineering [[electronic resource] /] / edited by John R. Birge, Vadim Linetsky |
| Pubbl/distr/stampa | Amsterdam ; ; London, : North-Holland, 2008 |
| Descrizione fisica | 1 online resource (1027 p.) |
| Disciplina | 658.15224 |
| Altri autori (Persone) |
BirgeJohn R
LinetskyVadim |
| Collana | Handbooks in operations research and management science |
| Soggetto topico |
Financial engineering
Finance |
| ISBN |
1-281-05513-1
9786611055134 0-08-055325-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front cover; Financial Engineering; Copyright page; Contents; Part I: Introduction; Introduction to the Handbook of FinancialEngineering; References; Chapter 1. An Introduction to Financial Asset Pricing; 1. Introduction; 2. Introduction to derivatives and arbitrage; 3. The core of the theory; 4. American type derivatives; Acknowledgements; References; Part II: Derivative Securities: Models and Methods; Chapter 2. Jump-Diffusion Models for Asset Pricing in Financial Engineering; 1. Introduction; 2. Empirical stylized facts; 3. Motivation for jump-diffusion models
4. Equilibrium for general jump-diffusion models5. Basic setting for option pricing; 6. Pricing call and put option via Laplace transforms; 7. First passage times; 8. Barrier and lookback options; 9. Analytical approximations for American options; 10. Extension of the jump-diffusion models to multivariate cases; References; Chapter 3. Modeling Financial Security Returns Using Lévy Processes; 1. Introduction; 2. Modeling return innovation distribution using Lévy processes; 3. Generating stochastic volatility by applying stochastic time changes 4. Modeling financial security returns with time-changed Lévy processes5. Option pricing under time-changed Lévy processes; 6. Estimating Lévy processes with and without time changes; 7. Concluding remarks; Acknowledgements; References; Chapter 4. Pricing with Wishart Risk Factors; 1. Introduction; 2. Wishart process; 3. Pricing; 4. Examples; 5. Concluding remarks; References; Chapter 5. Volatility; 1. Introduction; 2. A model of price formation with microstructure effects; 3. The variance of the equilibrium price; 4. Solutions to the inconsistency problem 5. Equilibrium price variance estimation: directions for future work6. The variance of microstructure noise: a consistency result; 7. The benefit of consistency: measuring market quality; 8. Volatility and asset pricing; Acknowledgements; References; Chapter 6. Spectral Methods in Derivatives Pricing; 1. Introduction; 2. Self-adjoint semigroups in Hilbert spaces; 3. One-dimensional diffusions: general results; 4. One-dimensional diffusions: a catalog of analytically tractable models; 5. Symmetric multi-dimensional diffusions; 6. Introducing jumps and stochastic volatility via time changes 7. ConclusionReferences; Chapter 7. Variational Methods in Derivatives Pricing; 1. Introduction; 2. European and barrier options in the Black-Scholes-Merton model; 3. American options in the Black-Scholes-Merton model; 4. General multi-dimensional jump-diffusion models; 5. Examples and applications; 6. Summary; References; Chapter 8. Discrete Barrier and Lookback Options; 1. Introduction; 2. A representation of barrier options via the change of numeraire argument; 3. Convolution, Broadie-Yamamoto method via the fast Gaussian transform, and Feng-Linetsky method via Hilbert transform 4. Continuity corrections |
| Record Nr. | UNINA-9910583480203321 |
| Amsterdam ; ; London, : North-Holland, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial engineering and arbitrage in the financial markets / / Robert Dubil
| Financial engineering and arbitrage in the financial markets / / Robert Dubil |
| Autore | Dubil Robert |
| Edizione | [2nd edition.] |
| Pubbl/distr/stampa | Chichester, West Sussex, UK ; ; Hoboken, NJ, : John Wiley, 2011 |
| Descrizione fisica | 1 online resource (xii, 367 pages) |
| Disciplina |
332.041
600 |
| Collana | Wiley finance |
| Soggetto topico |
Financial engineering
Arbitrage Capital market Investments - Mathematics |
| ISBN |
1-283-29889-9
9786613298898 1-118-46734-5 1-119-95062-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Financial Engineering and Arbitragein the Financial Markets; Contents; Introduction; 1 Purpose and Structure of Financial Markets; 1.1 Overview of Financial Markets; 1.2 Risk Sharing; 1.3 Transactional Structure of Financial Markets; 1.4 Arbitrage: Pure Versus Relative Value; 1.5 Financial Institutions: Transforming Intermediaries vs Broker-Dealers; 1.6 Primary (Issuance) and Secondary (Resale) Markets; 1.7 Market Players: Hedgers vs Speculators; 1.8 Preview of the Book; PART I RELATIVE VALUE BUILDING BLOCKS; 2 Spot Markets; 2.1 Bonds and Annual Bond Math; 2.1.1 Zero-Coupon Bond
2.1.2 Coupon Bond 2.1.3 Amortizing Bond; 2.1.4 Floating Rate Bond; 2.2 Intra-Year Compounding and Day-Count; 2.2.1 Intra-Year Compounding; 2.2.2 Day-Count; 2.2.3 Accrued Interest; 2.3 Term Structure of Interest Rates and the Discount Factor Bootstrap; 2.3.1 Term Structure; 2.3.2 Discount Factor Bootstrap; 2.3.3 Valuation of an Arbitrary Bond; 2.4 Interest Rate Risk: Duration and Convexity; 2.4.1 Duration; 2.4.2 Portfolio Duration; 2.4.3 Convexity; 2.4.4 Other Risk Measures; 2.5 Equity, Commodity, and Currency Math; 2.5.1 Equities; 2.5.2 Currencies; 2.6 Short Selling; 2.6.1 Buying on Margin 2.6.2 Short Selling in a Margin Account 2.6.3 Short Selling of Bonds; 3 Futures Markets; 3.1 Fundamentals of Futures and Forwards; 3.2 Futures Mechanics; 3.2.1 Physical Commodity Futures; 3.2.2 Interest Rate Futures; 3.2.3 Stock Index Futures; 3.2.4 Currency Futures and Forwards; 3.3 Cash-and-Carry Arbitrage; 3.3.1 Commodities; 3.3.2 Stock Indexes; 3.3.3 Currencies; 3.4 Futures Not Subject to Cash-and-Carry; 3.5 Yield Curve Construction with Interest Rate Futures; 3.5.1 Certainty Equivalence of Eurodollar Futures; 3.5.2 Forward Rate Agreements; 3.5.3 Building Spot Zeros 3.5.4 Recovering the Forwards 3.5.5 Including Repo Rates in the Calculation of the Forwards; 4 Swap Markets; 4.1 Fundamentals of Swaps; 4.1.1 The Dual Nature of Swaps; 4.1.2 Implication for Pricing and Hedging; 4.2 Interest Rate Swaps; 4.2.1 Definition of an Interest Rate Swap; 4.2.2 Valuation of Interest Rate Swaps; 4.2.3 Hedging of Interest Rate Swaps; 4.3 Cross-Currency Swaps; 4.3.1 Definition of a Fixed-for-Fixed Cross-Currency Swap; 4.3.2 Valuation and Settlement of Cross-Currency Swaps; 4.3.3 Cross-Currency Swaps as Packages of Off-Market FX Forwards 4.3.4 Multi-currency and Combination Cross-Currency Swaps 4.4 Equity, Commodity, and Exotic Swaps; 4.4.1 Equity Swaps; 4.4.2 Commodity Swaps; 4.4.3 Volatility Swaps; 4.4.4 Index Principal Swaps; 5 Options on Prices and Hedge-Based Valuation; 5.1 Call and Put Payoffs at Expiry; 5.2 Composite Payoffs at Expiry; 5.2.1 Straddles and Strangles; 5.2.2 Spreads and Combinations; 5.3 Option Values Prior to Expiry; 5.4 Options and Forwards, Risk Sharing and Put-Call Parity; 5.5 Currency Options; 5.6 Binomial Option Pricing; 5.6.1 One-Step Examples; 5.7 Black-Scholes Model and Extensions 5.7.1 Black-Scholes with No Dividends |
| Record Nr. | UNINA-9910141249603321 |
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Dubil Robert
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| Chichester, West Sussex, UK ; ; Hoboken, NJ, : John Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial engineering and computation : principles, mathematics, algorithms / / Yuh-Dauh Lyuu [[electronic resource]]
| Financial engineering and computation : principles, mathematics, algorithms / / Yuh-Dauh Lyuu [[electronic resource]] |
| Autore | Lyuu Yuh-Dauh |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2002 |
| Descrizione fisica | 1 online resource (xix, 627 pages) : digital, PDF file(s) |
| Disciplina | 332.6/01/51 |
| Soggetto topico |
Financial engineering
Investments - Mathematical models Derivative securities - Mathematical models |
| ISBN |
1-139-93089-3
1-107-12041-1 1-280-42980-1 0-511-17591-4 0-511-04094-6 0-511-15660-X 0-511-32262-3 0-511-54683-1 0-511-04606-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Half-title; Title; Copyright; Dedication; Contents; Preface; Useful Abbreviations; CHAPTER ONE Introduction; CHAPTER TWO Analysis of Algorithms; CHAPTER THREE Basic Financial Mathematics; CHAPTER FOUR Bond Price Volatility; CHAPTER FIVE Term Structure of Interest Rates; CHAPTER SIX Fundamental Statistical Concepts; CHAPTER SEVEN Option Basics; CHAPTER EIGHT Arbitrage in Option Pricing; CHAPTER NINE Option Pricing Models; CHAPTER TEN Sensitivity Analysis of Options; CHAPTER ELEVEN Extensions of Options Theory; CHAPTER TWELVE Forwards, Futures, Futures Options, Swaps
CHAPTER THIRTEEN Stochastic Processes and Brownian Motion CHAPTER FOURTEEN Continuous-Time Financial Mathematics; CHAPTER FIFTEEN Continuous-Time Derivatives Pricing; CHAPTER SIXTEEN Hedging; CHAPTER SEVENTEEN Trees; CHAPTER EIGHTEEN Numerical Methods; CHAPTER NINETEEN Matrix Computation; CHAPTER TWENTY Time Series Analysis; CHAPTER TWENTY-ONE Interest Rate Derivative Securities; CHAPTER TWENTY-TWO Term Structure Fitting; CHAPTER TWENTY-THREE Introduction to Term Structure Modeling; CHAPTER TWENTY-FOUR Foundations of Term Structure Modeling CHAPTER TWENTY-FIVE Equilibrium Term Structure Models CHAPTER TWENTY-SIX No-Arbitrage Term Structure Models; CHAPTER TWENTY-SEVEN Fixed-Income Securities; CHAPTER TWENTY-EIGHT Introduction to Mortgage-Backed Securities; CHAPTER TWENTY-NINE Analysis of Mortgage-Backed Securities; CHAPTER THIRTY Collateralized Mortgage Obligations; CHAPTER THIRTY-ONE Modern Portfolio Theory; CHAPTER THIRTY-TWO Software; CHAPTER THIRTY-THREE Answers to Selected Exercises; Bibliography; Glossary of Useful Notations; Index |
| Altri titoli varianti | Financial Engineering & Computation |
| Record Nr. | UNINA-9910449889103321 |
|
Lyuu Yuh-Dauh
|
||
| Cambridge : , : Cambridge University Press, , 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial engineering and computation : principles, mathematics, algorithms / / Yuh-Dauh Lyuu [[electronic resource]]
| Financial engineering and computation : principles, mathematics, algorithms / / Yuh-Dauh Lyuu [[electronic resource]] |
| Autore | Lyuu Yuh-Dauh |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2002 |
| Descrizione fisica | 1 online resource (xix, 627 pages) : digital, PDF file(s) |
| Disciplina | 332.6/01/51 |
| Soggetto topico |
Financial engineering
Investments - Mathematical models Derivative securities - Mathematical models |
| ISBN |
1-139-93089-3
1-107-12041-1 1-280-42980-1 0-511-17591-4 0-511-04094-6 0-511-15660-X 0-511-32262-3 0-511-54683-1 0-511-04606-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Half-title; Title; Copyright; Dedication; Contents; Preface; Useful Abbreviations; CHAPTER ONE Introduction; CHAPTER TWO Analysis of Algorithms; CHAPTER THREE Basic Financial Mathematics; CHAPTER FOUR Bond Price Volatility; CHAPTER FIVE Term Structure of Interest Rates; CHAPTER SIX Fundamental Statistical Concepts; CHAPTER SEVEN Option Basics; CHAPTER EIGHT Arbitrage in Option Pricing; CHAPTER NINE Option Pricing Models; CHAPTER TEN Sensitivity Analysis of Options; CHAPTER ELEVEN Extensions of Options Theory; CHAPTER TWELVE Forwards, Futures, Futures Options, Swaps
CHAPTER THIRTEEN Stochastic Processes and Brownian Motion CHAPTER FOURTEEN Continuous-Time Financial Mathematics; CHAPTER FIFTEEN Continuous-Time Derivatives Pricing; CHAPTER SIXTEEN Hedging; CHAPTER SEVENTEEN Trees; CHAPTER EIGHTEEN Numerical Methods; CHAPTER NINETEEN Matrix Computation; CHAPTER TWENTY Time Series Analysis; CHAPTER TWENTY-ONE Interest Rate Derivative Securities; CHAPTER TWENTY-TWO Term Structure Fitting; CHAPTER TWENTY-THREE Introduction to Term Structure Modeling; CHAPTER TWENTY-FOUR Foundations of Term Structure Modeling CHAPTER TWENTY-FIVE Equilibrium Term Structure Models CHAPTER TWENTY-SIX No-Arbitrage Term Structure Models; CHAPTER TWENTY-SEVEN Fixed-Income Securities; CHAPTER TWENTY-EIGHT Introduction to Mortgage-Backed Securities; CHAPTER TWENTY-NINE Analysis of Mortgage-Backed Securities; CHAPTER THIRTY Collateralized Mortgage Obligations; CHAPTER THIRTY-ONE Modern Portfolio Theory; CHAPTER THIRTY-TWO Software; CHAPTER THIRTY-THREE Answers to Selected Exercises; Bibliography; Glossary of Useful Notations; Index |
| Altri titoli varianti | Financial Engineering & Computation |
| Record Nr. | UNINA-9910777394403321 |
|
Lyuu Yuh-Dauh
|
||
| Cambridge : , : Cambridge University Press, , 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial engineering and computation : principles, mathematics, algorithms / / Yuh-Dauh Lyuu [[electronic resource]]
| Financial engineering and computation : principles, mathematics, algorithms / / Yuh-Dauh Lyuu [[electronic resource]] |
| Autore | Lyuu Yuh-Dauh |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2002 |
| Descrizione fisica | 1 online resource (xix, 627 pages) : digital, PDF file(s) |
| Disciplina | 332.6/01/51 |
| Soggetto topico |
Financial engineering
Investments - Mathematical models Derivative securities - Mathematical models |
| ISBN |
1-139-93089-3
1-107-12041-1 1-280-42980-1 0-511-17591-4 0-511-04094-6 0-511-15660-X 0-511-32262-3 0-511-54683-1 0-511-04606-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Half-title; Title; Copyright; Dedication; Contents; Preface; Useful Abbreviations; CHAPTER ONE Introduction; CHAPTER TWO Analysis of Algorithms; CHAPTER THREE Basic Financial Mathematics; CHAPTER FOUR Bond Price Volatility; CHAPTER FIVE Term Structure of Interest Rates; CHAPTER SIX Fundamental Statistical Concepts; CHAPTER SEVEN Option Basics; CHAPTER EIGHT Arbitrage in Option Pricing; CHAPTER NINE Option Pricing Models; CHAPTER TEN Sensitivity Analysis of Options; CHAPTER ELEVEN Extensions of Options Theory; CHAPTER TWELVE Forwards, Futures, Futures Options, Swaps
CHAPTER THIRTEEN Stochastic Processes and Brownian Motion CHAPTER FOURTEEN Continuous-Time Financial Mathematics; CHAPTER FIFTEEN Continuous-Time Derivatives Pricing; CHAPTER SIXTEEN Hedging; CHAPTER SEVENTEEN Trees; CHAPTER EIGHTEEN Numerical Methods; CHAPTER NINETEEN Matrix Computation; CHAPTER TWENTY Time Series Analysis; CHAPTER TWENTY-ONE Interest Rate Derivative Securities; CHAPTER TWENTY-TWO Term Structure Fitting; CHAPTER TWENTY-THREE Introduction to Term Structure Modeling; CHAPTER TWENTY-FOUR Foundations of Term Structure Modeling CHAPTER TWENTY-FIVE Equilibrium Term Structure Models CHAPTER TWENTY-SIX No-Arbitrage Term Structure Models; CHAPTER TWENTY-SEVEN Fixed-Income Securities; CHAPTER TWENTY-EIGHT Introduction to Mortgage-Backed Securities; CHAPTER TWENTY-NINE Analysis of Mortgage-Backed Securities; CHAPTER THIRTY Collateralized Mortgage Obligations; CHAPTER THIRTY-ONE Modern Portfolio Theory; CHAPTER THIRTY-TWO Software; CHAPTER THIRTY-THREE Answers to Selected Exercises; Bibliography; Glossary of Useful Notations; Index |
| Altri titoli varianti | Financial Engineering & Computation |
| Record Nr. | UNINA-9910813564903321 |
|
Lyuu Yuh-Dauh
|
||
| Cambridge : , : Cambridge University Press, , 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial engineering and the Japanese markets
| Financial engineering and the Japanese markets |
| Pubbl/distr/stampa | Dordrecht, The Netherlands ; ; Boston, : Kluwer Academic Publishers, 1994-1997 |
| Descrizione fisica | 1 online resource |
| Disciplina | 332/.0952/05 |
| Soggetto topico |
Finance - Japan
Securities industry - Japan Financial engineering - Japan Finance Financial engineering Securities industry |
| Soggetto genere / forma | Periodicals. |
| ISSN | 2213-1264 |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996218694603316 |
| Dordrecht, The Netherlands ; ; Boston, : Kluwer Academic Publishers, 1994-1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Soggetto topico
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Financial engineering
(227)
- Financial Engineering (64)
- Risk management (30)
- Finance (27)
- Risk Management (24)