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Financial engineering and computation: principles, mathematics, algorithms

A comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management.

Detalles Bibliográficos
Autor principal: Lyuu, Yuh-Dauh
Lenguaje:eng
Publicado: Cambridge University Press 2001
Materias:
Acceso en línea:http://cds.cern.ch/record/2144573
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author Lyuu, Yuh-Dauh
author_facet Lyuu, Yuh-Dauh
author_sort Lyuu, Yuh-Dauh
collection CERN
description A comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management.
id cern-2144573
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2001
publisher Cambridge University Press
record_format invenio
spelling cern-21445732021-04-21T19:44:29Zhttp://cds.cern.ch/record/2144573engLyuu, Yuh-DauhFinancial engineering and computation: principles, mathematics, algorithmsMathematical Physics and MathematicsA comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management.Cambridge University Pressoai:cds.cern.ch:21445732001
spellingShingle Mathematical Physics and Mathematics
Lyuu, Yuh-Dauh
Financial engineering and computation: principles, mathematics, algorithms
title Financial engineering and computation: principles, mathematics, algorithms
title_full Financial engineering and computation: principles, mathematics, algorithms
title_fullStr Financial engineering and computation: principles, mathematics, algorithms
title_full_unstemmed Financial engineering and computation: principles, mathematics, algorithms
title_short Financial engineering and computation: principles, mathematics, algorithms
title_sort financial engineering and computation: principles, mathematics, algorithms
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/2144573
work_keys_str_mv AT lyuuyuhdauh financialengineeringandcomputationprinciplesmathematicsalgorithms