Financial engineering and computation : principles, mathematics, algorithms
Yuh-Dauh Lyuu
| Year of publication: |
c2002 ; 1. publ.
|
|---|---|
| Authors: | Lyuu, Yuh-dauh |
| Publisher: |
Cambridge, UK [u.a.] : Cambridge Univ. Press |
| Subject: | Portfolio-Management | Portfolio selection | Mathematik | Mathematics | Finanzmathematik | Mathematical finance | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Derivat | Derivative | Theorie | Theory | Financial Engineering | Algorithmische Programmierung |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | XIX, 627 S graph. Darst 26 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch |
| Language: | English |
| Notes: | Literaturverz. S. 553 - 583 |
| ISBN: | 0-521-78171-X |
| Classification: | Numerische Mathematik ; Wahrscheinlichkeitsrechnung ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001571910