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Java Methods for Financial Engineering: Applications in Finance and Investment (

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Oggetto che si trova a: Cambridge, Massachusetts, Stati Uniti
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Specifiche dell'oggetto

Condizione
Ottime condizioni: Libro che non sembra nuovo ed è già stato letto, ma è in condizioni eccellenti. ...
Binding
TC
EAN
9781852338329
ISBN
9781852338329
Book Title
Java Methods for Financial Engineering: Applicatio

Informazioni su questo prodotto

Product Identifiers

Publisher
Springer London, The Limited
ISBN-10
1852338326
ISBN-13
9781852338329
eBay Product ID (ePID)
43757393

Product Key Features

Number of Pages
Xvi, 568 Pages
Language
English
Publication Name
Java Methods for Financial Engineering : Applications in Finance and Investment
Subject
Software Development & Engineering / General, Programming Languages / Java, Finance / Financial Engineering, Numerical Analysis, Computer Science, Investments & Securities / General
Publication Year
2007
Type
Textbook
Subject Area
Mathematics, Computers, Business & Economics
Author
Philip Barker
Series
Springer Professional Computing Ser.
Format
Hardcover

Dimensions

Item Height
0.5 in
Item Weight
36.2 Oz
Item Length
9.3 in
Item Width
6.1 in

Additional Product Features

Intended Audience
Scholarly & Professional
Reviews
From the reviews: "This is a book that aims to provide software professionals with an accessible source of numerical methods and/or a 'ready-to-use' code for use in business applications. Anyone working in management sciences, in modeling or software development will want to peruse this text. ... 'it is the first book to cover the topic of Java implementations for finance investment applications.' The book sets out to describe the principles of model building in financial engineering and to explain those models as designs for Java-based applications." (C.J.H. Mann, Kybernetes, Vol. 37 (1), 2008), From the reviews:"This is a book that aims to provide software professionals with an accessible source of numerical methods and/or a 'ready-to-use' code for use in business applications. Anyone working in management sciences, in modeling or software development will want to peruse this text. … 'it is the first book to cover the topic of Java implementations for finance investment applications.' The book sets out to describe the principles of model building in financial engineering and to explain those models as designs for Java-based applications." (C.J.H. Mann, Kybernetes, Vol. 37 (1), 2008)
Dewey Edition
22
Number of Volumes
1 vol.
Illustrated
Yes
Dewey Decimal
332.02855133
Table Of Content
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.
Synopsis
This book describes the principles of model building in financial engineering and 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. Throughout the book a series of packaged classes are developed to address a wide range of financial applications. The classes and methods are explained and designed in a way which allows the financial engineer complete flexibility. The classes can be used as off-the-shelf working solutions or the innovative developer can re-arrange and modify methods to create new products., In order to build a successful, Java-based application it is important to have a clear understanding of the principles underlying the various financial models. Those models guide the application designer in choosing the most appropriate Java data structures and implementation strategy. This book describes the principles of model building in financial engineering and explains those models as designs and working implementations for Java-based applications. Throughout the book a series of packaged classes are developed to address a wide range of financial applications. Java methods are designed and implemented based on the most widely used models in financial engineering and investment practice. The classes and methods are explained and designed in a way which allows the financial engineer complete flexibility. The classes can be used as off-the-shelf working solutions or the innovative developer can re-arrange and modify methods to create new products, This book describes the principles of model building in financial engineering. It explains those models as designs and working implementations for Java-based applications. It is the first book to cover Java implementations for finance/investment applications.
LC Classification Number
QA76.758

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