Share
Financial Software Engineering (in English)
Kevin Lano
(Author)
·
Howard Haughton
(Author)
·
Springer
· Paperback
Financial Software Engineering (in English) - Lano, Kevin ; Haughton, Howard
$ 81.83
$ 136.39
You save: $ 54.55
Choose the list to add your product or create one New List
✓ Product added successfully to the Wishlist.
Go to My Wishlists
Origin: United Kingdom
(Import costs included in the price)
It will be shipped from our warehouse between
Tuesday, August 06 and
Wednesday, August 14.
You will receive it anywhere in United States between 1 and 3 business days after shipment.
Synopsis "Financial Software Engineering (in English)"
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
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
All books in our catalog are Original.
The book is written in English.
The binding of this edition is Paperback.
✓ Producto agregado correctamente al carro, Ir a Pagar.