finelybook
Financial Software Engineering (Undergraduate Topics in Computer Science)
Authors: Kevin Lano - Howard Haughton
ISBN-10 书号: 3030140490
ISBN-13 书号: 9783030140496
Edition 版本: 1st ed. 2019
Publisher Finelybook 出版日期: 2019-05-02
pages 页数: 198 pages
Book Description
In this textbook the authors introduce the important concepts of the financial software domain,and motivate the use of an agile software engineering approach for the development of financial software. They describe the role of software in defining financial models and in computing results from these models. Practical examples from bond pricing,yield curve estimation,share price analysis and valuation of derivative securities are given to illustrate the process of financial software engineering.
Financial Software Engineering also includes a number of case studies based on typical financial engineering problems:
Internal rate of return calculation for bonds
Macaulay duration calculation for bonds
Bootstrapping of interest rates
Estimation of share price volatility
Technical analysis of share prices
Re-engineering Matlab to C#
Yield curve estimation
Derivative security pricing
Risk analysis of CDOs
The book is suitable for undergraduate and postgraduate study,and for practitioners who wish to extend their knowledge of software engineering techniques for financial applications
