Financial Engineering and Computation: Principles, Mathematics, Algorithms

Financial Engineering and Computation: Principles, Mathematics, Algorithms
ISBN-10
052178171X
ISBN-13
9780521781718
Category
Business & Economics
Pages
627
Language
English
Published
2002
Publisher
Cambridge University Press
Author
Yuh-Dauh Lyuu

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.

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