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Apr 2

Financial Engineering Toolbox

Posted by abiao at 22:21 | Code » Matlab | Comments(1) | Reads(10877)
A toolbox accompanying the book "Financial Engineering: Derivatives Pricing, Computer Simulations, Market Statistics", (couldn't find the book on Amazon, surprisingly), which provides a comprehensive overview of financial markets and a cutting-edge discussion of mathematical and numerical methods employed in Financial Engineering. The primary topics covered include: in-depth reporting of derivatives' pricing models, constructions and practical application of exotic options, and market statistics with a comprehensive review of time series models.

Selected chapters:
1. Introduction
2. Financial markets
3. Securities
4. Basic derivatives (forwards, futures, swaps and options)
5. Financial mathematics of discrete models
6. Financial mathematics of continuous models
7. Term structure models
8. Construction and pricing of exotic derivatives
9. Market statistics
10. Alternative models

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Downloading at: http://www.im.pwr.wroc.pl/~hugo/stronaHSC/Podstrony/ksiazki/if_gb.html

You can't find the book on Amazon 'cos it's in Polish 1998 edition. It is rather indroductory textbook, not the best in my opinion.
Pages: 1/1 First page 1 Final page
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