Java Methods for Financial Engineering Applications in Finance and Investment /

• Κύριος συγγραφέας: Barker, Philip (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: London : Springer London, 2007.
• Θέματα: Computer science.; Finance.; Computer programming.; Software engineering.; Numerical analysis.; Mathematical statistics.; Economics, Mathematical.; Computer Science.; Software Engineering.; Numeric Computing.; Probability and Statistics in Computer Science.; Quantitative Finance.; Finance, general.; Programming Techniques.

This book is structured around the main theories and models used by practitioners to engineer finance and investment tools. The methods developed and implemented in the text are organized as chapters which cover the core areas. Each chapter is largely self-contained, thus the practitioner or student...

Πίνακας περιεχομένων:

• Interest Rate Calculations
• Bonds
• Duration
• Futures
• Options
• Modelling Stock Prices
• The Binomial Model
• Analytical Option Pricing Methods
• Sensitivity Measures (The ‘Greeks’)
• Interest Rate Derivatives
• Conditional Options
• Complex Conditional Options
• Barrier Type Options
• Double Barrier Options
• Digital Options
• Special Case Barrier Options
• Other Exotics.