Financial engineering and computation: principles, mathematics, algorithms
Auteur :
Lyuu, Yuh-Dauh
Éditeur :
Cambridge University Press
ISBN :
9780521781718
Date de publication :
12 nov. 2001
Dimensions :
25,4 x 17,8 x 3,5 cm
Poids :
1330 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.