Financial Engineering and Computation: Principles, Mathematics, Algorithms - Lyuu, Yuh-Dauh (Cambridge University Press, 2001)
Keywords: Algorithms; Asset valuation; Computational methods; Derivat; Derivative securities; Derivatives; Financial economics; Financial engineering; Finanzmathematik; Investments; Mathematical models; Mathematik; Optionspreistheorie; Portfolio-Management; Theorie; Zinsstruktur