Java Methods for Financial Engineering

Applications in Finance and Investment
Softcover Nachdruck of hardcover 1. Auflage 2007
ISBN: 978-1-84996-932-1
Verlag: Springer

Buch, Englisch, 568 Seiten, Previously published in hardcover, Format (B × H): 155 mm x 235 mm, Gewicht: 867 g

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.

Zielgruppe

Professional/practitioner

Autoren/Hrsg.

Barker, Philip

Fachgebiete

• Mathematik | Informatik EDV | Informatik Programmierung | Softwareentwicklung Software Engineering Objektorientierte Softwareentwicklung
• Wirtschaftswissenschaften Betriebswirtschaft Unternehmensfinanzen Finanzierung, Investition, Leasing
• Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
• Mathematik | Informatik EDV | Informatik Programmierung | Softwareentwicklung Programmierung: Methoden und Allgemeines
• Mathematik | Informatik EDV | Informatik Informatik
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Bankwirtschaft
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Mathematik | Informatik EDV | Informatik Programmierung | Softwareentwicklung Webprogrammierung
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Unternehmensfinanzierung

Inhaltsverzeichnis

Interest Rate Calculations.- Bonds.- Duration.- Futures.- Options.- Modelling Stock Prices.- The Binomial Model.- Analytical Option Pricing Methods.- Sensitivity Measures (The ‘Greeks’).- Interest Rate Derivatives.- Conditional Options.- Complex Conditional Options.- Barrier Type Options.- Double Barrier Options.- Digital Options.- Special Case Barrier Options.- Other Exotics.

Über Autor(innen)

Phil Barker has considerable experience in both software engineering and in finance and investment having taught courses at the National Alvey HCI centre, a government funded organisation transferring university based research into commercial applications. Prior to this he lectured at Heriot-Watt University where he taught undergraduate and postgraduate courses in computer science and accountancy. His research focused on neural networks and cognitive modelling involving the use of software simulations. He is currently an independent consultant to the financial and investment sector.