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Author: Kevin Lano
Publisher: Springer
ISBN: 3030140504
Category : Computers
Languages : en
Pages : 198
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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
Author: Kevin Lano
Publisher: Springer
ISBN: 3030140504
Category : Computers
Languages : en
Pages : 198
Get Book Here
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
Author: Kevin Lano
Publisher: Springer
ISBN: 9783030140496
Category : Computers
Languages : en
Pages : 198
Get Book Here
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
Author: K. Lano
Publisher:
ISBN: 9783030140519
Category : Computer software
Languages : en
Pages : 198
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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.
Author: Philip Barker
Publisher: Springer Science & Business Media
ISBN: 1846287413
Category : Computers
Languages : en
Pages : 562
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Book Description
This book describes the principles of model building in financial engineering. It explains those models as designs and working implementations for Java-based applications. The book provides software professionals with an accessible source of numerical methods or ready-to-use code for use in business applications. It is the first book to cover the topic of Java implementations for finance/investment applications and is written specifically to be accessible to software practitioners without prior accountancy/finance training. The book develops a series of packaged classes explained and designed to allow the financial engineer complete flexibility.
Author: Keith Cuthbertson
Publisher: John Wiley & Sons
ISBN: 0471495840
Category : Business & Economics
Languages : en
Pages : 802
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Book Description
This text provides a thorough treatment of futures, 'plain vanilla' options and swaps as well as the use of exotic derivatives and interest rate options for speculation and hedging. Pricing of options using numerical methods such as lattices (BOPM), Mone Carlo simulation and finite difference methods, in additon to solutions using continuous time mathematics, are also covered. Real options theory and its use in investment appraisal and in valuing internet and biotechnology companies provide cutting edge practical applications. Practical risk management issues are examined in depth. Alternative models for calculating Value at Risk (market risk) and credit risk provide the throretical basis for a practical and timely overview of these areas of regulatory policy. This book is designed for courses in derivatives and risk management taken by specialist MBA, MSc Finance students or final year undergraduates, either as a stand-alone text or as a follow-on to Investments: Spot and Derivatives Markets by the same authors. The authors adopt a real-world emphasis throughout, and include features such as: * topic boxes, worked examples and learning objectives * Financial Times and Wall Street Journal newspaper extracts and analysis of real world cases * supporting web site including Lecturer's Resource Pack and Student Centre with interactive Excel and GAUSS software
Author: David Farley
Publisher: Addison-Wesley Professional
ISBN: 0137314868
Category : Computers
Languages : en
Pages : 479
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Book Description
Improve Your Creativity, Effectiveness, and Ultimately, Your Code In Modern Software Engineering, continuous delivery pioneer David Farley helps software professionals think about their work more effectively, manage it more successfully, and genuinely improve the quality of their applications, their lives, and the lives of their colleagues. Writing for programmers, managers, and technical leads at all levels of experience, Farley illuminates durable principles at the heart of effective software development. He distills the discipline into two core exercises: learning and exploration and managing complexity. For each, he defines principles that can help you improve everything from your mindset to the quality of your code, and describes approaches proven to promote success. Farley's ideas and techniques cohere into a unified, scientific, and foundational approach to solving practical software development problems within realistic economic constraints. This general, durable, and pervasive approach to software engineering can help you solve problems you haven't encountered yet, using today's technologies and tomorrow's. It offers you deeper insight into what you do every day, helping you create better software, faster, with more pleasure and personal fulfillment. Clarify what you're trying to accomplish Choose your tools based on sensible criteria Organize work and systems to facilitate continuing incremental progress Evaluate your progress toward thriving systems, not just more "legacy code" Gain more value from experimentation and empiricism Stay in control as systems grow more complex Achieve rigor without too much rigidity Learn from history and experience Distinguish "good" new software development ideas from "bad" ones Register your book for convenient access to downloads, updates, and/or corrections as they become available. See inside book for details.
Author: Titus Winters
Publisher: O'Reilly Media
ISBN: 1492082767
Category : Computers
Languages : en
Pages : 602
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Book Description
Today, software engineers need to know not only how to program effectively but also how to develop proper engineering practices to make their codebase sustainable and healthy. This book emphasizes this difference between programming and software engineering. How can software engineers manage a living codebase that evolves and responds to changing requirements and demands over the length of its life? Based on their experience at Google, software engineers Titus Winters and Hyrum Wright, along with technical writer Tom Manshreck, present a candid and insightful look at how some of the world’s leading practitioners construct and maintain software. This book covers Google’s unique engineering culture, processes, and tools and how these aspects contribute to the effectiveness of an engineering organization. You’ll explore three fundamental principles that software organizations should keep in mind when designing, architecting, writing, and maintaining code: How time affects the sustainability of software and how to make your code resilient over time How scale affects the viability of software practices within an engineering organization What trade-offs a typical engineer needs to make when evaluating design and development decisions
Author: Daniel J. Duffy
Publisher: John Wiley & Sons
ISBN: 1118856465
Category : Business & Economics
Languages : en
Pages : 405
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Book Description
This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required -- experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book: C++ fundamentals and object-oriented thinking in QF Advanced object-oriented features such as inheritance and polymorphism Template programming and the Standard Template Library (STL) An introduction to GOF design patterns and their applications in QF Applications The kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods. This book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF. This book is the perfect companion to Daniel J. Duffy’s book Financial Instrument Pricing using C++ (Wiley 2004, 0470855096 / 9780470021620)
Author: Sherin M. Murad Soliman Ibraheem
Publisher:
ISBN:
Category :
Languages : en
Pages : 162
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Book Description
Author: Martin Fowler
Publisher: Addison-Wesley Professional
ISBN: 9780201895421
Category : Object-oriented methods (Computer science).
Languages : en
Pages : 398
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Book Description
Martin Fowler is a consultant specializing in object-oriented analysis and design. This book presents and discusses a number of object models derived from various problem domains. All patterns and models presented have been derived from the author's own consulting work and are based on real business cases.
