| 000 | 03467nam a22005415i 4500 | ||
|---|---|---|---|
| 001 | 978-3-030-14050-2 | ||
| 003 | DE-He213 | ||
| 005 | 20240423130106.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 190502s2019 sz | s |||| 0|eng d | ||
| 020 |
_a9783030140502 _9978-3-030-14050-2 |
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| 024 | 7 |
_a10.1007/978-3-030-14050-2 _2doi |
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| 050 | 4 | _aQA76.758 | |
| 072 | 7 |
_aUMZ _2bicssc |
|
| 072 | 7 |
_aCOM051230 _2bisacsh |
|
| 072 | 7 |
_aUMZ _2thema |
|
| 082 | 0 | 4 |
_a005.1 _223 |
| 100 | 1 |
_aLano, Kevin. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
| 245 | 1 | 0 |
_aFinancial Software Engineering _h[electronic resource] / _cby Kevin Lano, Howard Haughton. |
| 250 | _a1st ed. 2019. | ||
| 264 | 1 |
_aCham : _bSpringer International Publishing : _bImprint: Springer, _c2019. |
|
| 300 |
_aXV, 198 p. 65 illus., 19 illus. in color. _bonline resource. |
||
| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 1 |
_aUndergraduate Topics in Computer Science, _x2197-1781 |
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| 505 | 0 | _aFinancial services and markets -- Financial products and analyses -- Model-based and agile developments -- Financial system specification using UML -- Financial system design -- Trading and analytics technologies -- Software modernisation and re-engineering -- Agile model-based development approaches -- Analysis of financial products: CDOs -- Tool support for financial application development. | |
| 520 | _aIn 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. | ||
| 650 | 0 | _aSoftware engineering. | |
| 650 | 0 | _aFinancial engineering. | |
| 650 | 0 |
_aSocial sciences _xMathematics. |
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| 650 | 1 | 4 | _aSoftware Engineering. |
| 650 | 2 | 4 | _aFinancial Engineering. |
| 650 | 2 | 4 | _aMathematics in Business, Economics and Finance. |
| 700 | 1 |
_aHaughton, Howard. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer Nature eBook | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783030140496 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783030140519 |
| 830 | 0 |
_aUndergraduate Topics in Computer Science, _x2197-1781 |
|
| 856 | 4 | 0 | _uhttps://doi.org/10.1007/978-3-030-14050-2 |
| 912 | _aZDB-2-SCS | ||
| 912 | _aZDB-2-SXCS | ||
| 942 | _cSPRINGER | ||
| 999 |
_c184961 _d184961 |
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