Financial Engineering and Computation: Principles, Mathematics, and Algorithms

Name: Solutions for Financial Engineering and Computation: Principles, Mathematics, and Algorithms 1st by Yuh-Dauh Lyuu | Book solutions | Numerade
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SKU: 9780521781718
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ISBN: 9780521781718

Yuh-Dauh Lyuu 1st Edition ISBN #9780521781718 629 Questions

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Financial Engineering and Computation: Principles, Mathematics, and Algorithms

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Chapters

Introduction

Analysis of Algorithms

Basic Financial Mathematics

Bond Price Volatility

Term Structure of Interest Rates

Fundamental Statistical Concepts

Option Basics

Arbitrage in Option Pricing

Option PricingModels

Sensitivity Analysis of Options

Extensions ofOptions Theory

Forwards, Futures, Futures Options, Swaps

Stochastic Processes and Brownian Motion

Continuous-Time Financial Mathematics

Continuous-Time Derivatives Pricing

Hedging

Trees

Numerical Methods

Matrix Computation

Time Series Analysis

Interest Rate Derivative Securities

Term Structure Fitting

Introduction to Term Structure Modeling

Foundations of Term Structure Modeling

Equilibrium Term Structure Models

No-Arbitrage Term Structure Models

Fixed-Income Securities

Introduction to Mortgage-Backed Securities

Analysis of Mortgage-Backed Securities

Collateralized Mortgage Obligations

Modern Portfolio Theory

Software

Mean–Variance Analysis of Risk and Return

The Capital Asset Pricing Model

Factor Models

Value at Risk