EAN: 9783030140496

UNDERGRADUATE TOPICS IN COMPUTER SCIENCE FINA...

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

Aktuelle Preise zur EAN 9783030140496

Produktinformationen zur 9783030140496