Financial engineering and computations : principles,mathematics,algorithms
Lyuu, Yuh - Dauh
Financial engineering and computations : principles,mathematics,algorithms - Cambridge Cambridge University Press 2002 - xix, 627p.
Includes bibliographical references and index
0-521-78171-x
Algorithms -- Analysis
Financial engineering and computation
Financial mathematics
Interest rates -- Term structure
Matrix computation
Option pricing
Portfolio theory (Modern)
Term structure modeling
Financial engineering and computations : principles,mathematics,algorithms - Cambridge Cambridge University Press 2002 - xix, 627p.
Includes bibliographical references and index
0-521-78171-x
Algorithms -- Analysis
Financial engineering and computation
Financial mathematics
Interest rates -- Term structure
Matrix computation
Option pricing
Portfolio theory (Modern)
Term structure modeling