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
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Dr Lano has worked for over 25 years in the fields of system specification and verification. He was one of the originators of the Model-Driven Engineering (MDE) field and has been a leading advocate of improving the precision of software modelling, and in applying software engineering principles to transformation construction. In recent years he has worked on the integration of MDE and agile development.
Dr Haughton has worked in the fields of quantitative finance, risk management and credit risk since 1994. Formally at JP Morgan, Dresdner Bank, Deutsche bank, Merrill Lynch and the Commonwealth Secretariat, he is the director of Holistic Risk Solutions Ltd.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
Vendeur : HPB-Diamond, Dallas, TX, Etats-Unis
paperback. Etat : Very Good. Connecting readers with great books since 1972! Used books may not include companion materials, and may have some shelf wear or limited writing. We ship orders daily and Customer Service is our top priority! N° de réf. du vendeur S_474134121
Quantité disponible : 1 disponible(s)
Vendeur : Brook Bookstore On Demand, Napoli, NA, Italie
Etat : new. Questo è un articolo print on demand. N° de réf. du vendeur 6ae758e147006dc14f02ef5a60fa7f1a
Quantité disponible : Plus de 20 disponibles
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 Engineeringalso includes a number ofcase 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 CDOsThe book is suitable for undergraduate and postgraduate study, and for practitioners whowish to extend their knowledge of software engineering techniques for financial applications 216 pp. Englisch. N° de réf. du vendeur 9783030140496
Quantité disponible : 2 disponible(s)
Vendeur : Books Puddle, New York, NY, Etats-Unis
Etat : New. pp. 198. N° de réf. du vendeur 26375923550
Quantité disponible : 4 disponible(s)
Vendeur : Majestic Books, Hounslow, Royaume-Uni
Etat : New. Print on Demand pp. 198. N° de réf. du vendeur 371170433
Quantité disponible : 4 disponible(s)
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
Etat : New. PRINT ON DEMAND pp. 198. N° de réf. du vendeur 18375923540
Quantité disponible : 4 disponible(s)
Vendeur : Revaluation Books, Exeter, Royaume-Uni
Paperback. Etat : Brand New. 198 pages. 9.00x6.00x0.50 inches. In Stock. N° de réf. du vendeur 3030140490
Quantité disponible : 1 disponible(s)
Vendeur : moluna, Greven, Allemagne
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Presents a systematic software engineering approach for the construction of financial applicationsProvides an introduction to financial concepts and the main financial products (bonds, shares, derivatives)Combines agile development w. N° de réf. du vendeur 267123754
Quantité disponible : Plus de 20 disponibles
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 CDOsThe book is suitable for undergraduate and postgraduate study, and for practitioners who wish to extend their knowledge of software engineering techniques for financial applicationsSpringer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 216 pp. Englisch. N° de réf. du vendeur 9783030140496
Quantité disponible : 1 disponible(s)
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 Engineeringalso includes a number ofcase 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 CDOsThe book is suitable for undergraduate and postgraduate study, and for practitioners whowish to extend their knowledge of software engineering techniques for financial applications. N° de réf. du vendeur 9783030140496
Quantité disponible : 1 disponible(s)