Java Methods for Financial Engineering - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Java Methods for Financial Engineering write by Philip Barker. This book was released on 2007-05-16. Java Methods for Financial Engineering available in PDF, EPUB and Kindle. This book describes the principles of model building in financial engineering. It explains those models as designs and working implementations for Java-based applications. The book provides software professionals with an accessible source of numerical methods or ready-to-use code for use in business applications. It is the first book to cover the topic of Java implementations for finance/investment applications and is written specifically to be accessible to software practitioners without prior accountancy/finance training. The book develops a series of packaged classes explained and designed to allow the financial engineer complete flexibility.
Financial Engineering and Computation
Financial Engineering and Computation - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Financial Engineering and Computation write by Yuh-Dauh Lyuu. This book was released on 2002. Financial Engineering and Computation available in PDF, EPUB and Kindle. 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.
Handbook of Financial Engineering
Handbook of Financial Engineering - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Handbook of Financial Engineering write by Constantin Zopounidis. This book was released on 2008-08-19. Handbook of Financial Engineering available in PDF, EPUB and Kindle. This comprehensive handbook discusses the most recent advances within the field of financial engineering, focusing not only on the description of the existing areas in financial engineering research, but also on the new methodologies that have been developed for modeling and addressing financial engineering problems. The book is intended for financial engineers, researchers, applied mathematicians, and graduate students interested in real-world applications to financial engineering.
Introduction to C++ for Financial Engineers
Introduction to C++ for Financial Engineers - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Introduction to C++ for Financial Engineers write by Daniel J. Duffy. This book was released on 2013-10-24. Introduction to C++ for Financial Engineers available in PDF, EPUB and Kindle. This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required -- experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book: C++ fundamentals and object-oriented thinking in QF Advanced object-oriented features such as inheritance and polymorphism Template programming and the Standard Template Library (STL) An introduction to GOF design patterns and their applications in QF Applications The kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods. This book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF. This book is the perfect companion to Daniel J. Duffy’s book Financial Instrument Pricing using C++ (Wiley 2004, 0470855096 / 9780470021620)
Practical Methods of Financial Engineering and Risk Management
Practical Methods of Financial Engineering and Risk Management - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Practical Methods of Financial Engineering and Risk Management write by Rupak Chatterjee. This book was released on 2014-09-26. Practical Methods of Financial Engineering and Risk Management available in PDF, EPUB and Kindle. Risk control, capital allocation, and realistic derivative pricing and hedging are critical concerns for major financial institutions and individual traders alike. Events from the collapse of Lehman Brothers to the Greek sovereign debt crisis demonstrate the urgent and abiding need for statistical tools adequate to measure and anticipate the amplitude of potential swings in the financial markets—from ordinary stock price and interest rate moves, to defaults, to those increasingly frequent "rare events" fashionably called black swan events. Yet many on Wall Street continue to rely on standard models based on artificially simplified assumptions that can lead to systematic (and sometimes catastrophic) underestimation of real risks. In Practical Methods of Financial Engineering and Risk Management, Dr. Rupak Chatterjee— former director of the multi-asset quantitative research group at Citi—introduces finance professionals and advanced students to the latest concepts, tools, valuation techniques, and analytic measures being deployed by the more discerning and responsive Wall Street practitioners, on all operational scales from day trading to institutional strategy, to model and analyze more faithfully the real behavior and risk exposure of financial markets in the cold light of the post-2008 realities. Until one masters this modern skill set, one cannot allocate risk capital properly, price and hedge derivative securities realistically, or risk-manage positions from the multiple perspectives of market risk, credit risk, counterparty risk, and systemic risk. The book assumes a working knowledge of calculus, statistics, and Excel, but it teaches techniques from statistical analysis, probability, and stochastic processes sufficient to enable the reader to calibrate probability distributions and create the simulations that are used on Wall Street to valuate various financial instruments correctly, model the risk dimensions of trading strategies, and perform the numerically intensive analysis of risk measures required by various regulatory agencies.
