Financial Software Engineering

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Financial Software Engineering

Kevin Lano,Howard Haughton
Financial Software Engineering Book PDF

Author : Kevin Lano,Howard Haughton
Publisher : Springer
Page : 198 pages
File Size : 53,9 Mb
Release : 2019-05-02
Category : Computers
ISBN : 9783030140502

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Financial Software Engineering by Kevin Lano,Howard Haughton Pdf

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

Financial Software Engineering

Kevin Lano,Howard Haughton
Financial Software Engineering Book PDF

Author : Kevin Lano,Howard Haughton
Publisher : Springer
Page : 198 pages
File Size : 41,8 Mb
Release : 2019-05-07
Category : Computers
ISBN : 3030140490

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Financial Software Engineering by Kevin Lano,Howard Haughton Pdf

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

Financial Software Engineering

K. Lano,H. Haughton
Financial Software Engineering Book PDF

Author : K. Lano,H. Haughton
Publisher : Unknown
Page : 198 pages
File Size : 53,8 Mb
Release : 2019
Category : Computer software
ISBN : 3030140512

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Financial Software Engineering by K. Lano,H. Haughton Pdf

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.

Java Methods for Financial Engineering

Philip Barker
Java Methods for Financial Engineering Book PDF

Author : Philip Barker
Publisher : Springer Science & Business Media
Page : 562 pages
File Size : 48,6 Mb
Release : 2007-05-16
Category : Computers
ISBN : 9781846287411

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Java Methods for Financial Engineering by Philip Barker Pdf

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.

Practical C++ Financial Programming

Carlos Oliveira
Practical C Financial Programming Book PDF

Author : Carlos Oliveira
Publisher : Apress
Page : 382 pages
File Size : 51,5 Mb
Release : 2015-03-12
Category : Computers
ISBN : 9781430267164

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Practical C++ Financial Programming by Carlos Oliveira Pdf

Practical C++ Financial Programming is a hands-on book for programmers wanting to apply C++ to programming problems in the financial industry. The book explains those aspects of the language that are more frequently used in writing financial software, including the STL, templates, and various numerical libraries. The book also describes many of the important problems in financial engineering that are part of the day-to-day work of financial programmers in large investment banks and hedge funds. The author has extensive experience in the New York City financial industry that is now distilled into this handy guide. Focus is on providing working solutions for common programming problems. Examples are plentiful and provide value in the form of ready-to-use solutions that you can immediately apply in your day-to-day work. You’ll learn to design efficient, numerical classes for use in finance, as well as to use those classes provided by Boost and other libraries. You’ll see examples of matrix manipulations, curve fitting, histogram generation, numerical integration, and differential equation analysis, and you’ll learn how all these techniques can be applied to some of the most common areas of financial software development. These areas include performance price forecasting, optimizing investment portfolios, and more. The book style is quick and to-the-point, delivering a refreshing view of what one needs to master in order to thrive as a C++ programmer in the financial industry. Covers aspects of C++ especially relevant to financial programming. Provides working solutions to commonly-encountered problems in finance. Delivers in a refreshing and easy style with a strong focus on the practical.

Mobile Communication and Power Engineering

Vinu V Das,Yogesh Chaba
Mobile Communication and Power Engineering Book PDF

Author : Vinu V Das,Yogesh Chaba
Publisher : Springer
Page : 581 pages
File Size : 53,8 Mb
Release : 2013-01-17
Category : Computers
ISBN : 9783642358647

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Mobile Communication and Power Engineering by Vinu V Das,Yogesh Chaba Pdf

This book comprises the refereed proceedings of the International Conference, AIM/CCPE 2012, held in Bangalore, India, in April 2012. The papers presented were carefully reviewed and selected from numerous submissions and focus on the various aspects of research and development activities in computer science, information technology, computational engineering, mobile communication, control and instrumentation, communication system, power electronics and power engineering.

Principles of Financial Engineering

Salih N. Neftci
Principles of Financial Engineering Book PDF

Author : Salih N. Neftci
Publisher : Academic Press
Page : 697 pages
File Size : 40,9 Mb
Release : 2008-12-09
Category : Mathematics
ISBN : 9780080919973

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Principles of Financial Engineering by Salih N. Neftci Pdf

Principles of Financial Engineering, Second Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the "engineering" elements of financial engineering instead of the mathematics underlying it. It shows you how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the engineering aspects of derivatives (how to create them) rather than their pricing (how they act) in relation to other instruments, the financial markets, and financial market practices. This volume explains ways to create financial tools and how the tools work together to achieve specific goals. Applications are illustrated using real-world examples. It presents three new chapters on financial engineering in topics ranging from commodity markets to financial engineering applications in hedge fund strategies, correlation swaps, structural models of default, capital structure arbitrage, contingent convertibles, and how to incorporate counterparty risk into derivatives pricing. Poised midway between intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing. This latest edition of Principles of Financial Engineering is ideal for financial engineers, quantitative analysts in banks and investment houses, and other financial industry professionals. It is also highly recommended to graduate students in financial engineering and financial mathematics programs. The Second Edition presents 5 new chapters on structured product engineering, credit markets and instruments, and principle protection techniques, among other topics Additions, clarifications, and illustrations throughout the volume show these instruments at work instead of explaining how they should act The Solutions Manual enhances the text by presenting additional cases and solutions to exercises

Quality Money Management

Andrew Kumiega,Benjamin Van Vliet
Quality Money Management Book PDF

Author : Andrew Kumiega,Benjamin Van Vliet
Publisher : Academic Press
Page : 304 pages
File Size : 43,6 Mb
Release : 2011-08-29
Category : Business & Economics
ISBN : 0080559913

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Quality Money Management by Andrew Kumiega,Benjamin Van Vliet Pdf

The financial markets industry is at the same crossroads as the automotive industry in the late 1970s. Margins are collapsing and customization is rapidly increasing. The automotive industry turned to quality and its no coincidence that in the money management industry many of the spectacular failures have been due largely to problems in quality control. The financial industry in on the verge of a quality revolution. New and old firms alike are creating new investment vehicles and new strategies that are radically changing the nature of the industry. To compete, mutual funds, hedge fund industries, banks and proprietary trading firms are being forced to quicklyy research, test and implement trade selection and execution systems. And, just as in the early stages of factory automation, quality suffers and leads to defects. Many financial firms fall short of quality, lacking processes and methodologies for proper development and evaluation of trading and investment systems. Authors Kumiega and Van Vliet present a new step-by-step methodology for such development. Their methodology (called K|V) has been presented in numerous journal articles and at academic and industry conferences and is rapidly being accepted as the preferred business process for the institutional trading and hedge fund industries for development, presentation, and evaluation of trading and investment systems. The K|V model for trading system development combines new product development, project management and software development methodologies into one robust system. After four stages, the methodology requires repeating the entire waterfall for continuous improvement. The discussion quality and its applications to the front office is presented using lessons learned by the authors after using the methodology in the real world. As a result, it is flexible and modifiable to fit various projects in finance in different types of firms. Their methodology works equally well for short-term trading systems, longer-term portfolio management or mutual fund style investment strategies as well as more sophisticated ones employing derivative instruments in hedge funds. Additionally, readers will be able to quickly modify the standard K|V methodology to meet their unique needs and to quickly build other quantitatively drive applications for finance. At the beginning and the end of Quality Money Management the authors pose a key question: Are you willing to change and embrace quality for the 21st century or are willing to accept extinction? The real gem in this book is that the concepts give the reader a road map to avoid extinction. Presents a robust process engineering framework for developing and evaluating trading and investment systems Best practices along the step-by-step process will mitigate project risk, model risk, and ensure data quality Includes a quality model for backtesting and managing market risk of working systems

Mathematics for Finance

Marek Capinski,Tomasz Zastawniak
Mathematics for Finance Book PDF

Author : Marek Capinski,Tomasz Zastawniak
Publisher : Springer
Page : 314 pages
File Size : 43,6 Mb
Release : 2006-04-18
Category : Business & Economics
ISBN : 9781852338466

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Mathematics for Finance by Marek Capinski,Tomasz Zastawniak Pdf

This textbook contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. Assuming only a basic knowledge of probability and calculus, the material is presented in a mathematically rigorous and complete way. The book covers the time value of money, including the time structure of interest rates, bonds and stock valuation; derivative securities (futures, options), modelling in discrete time, pricing and hedging, and many other core topics. With numerous examples, problems and exercises, this book is ideally suited for independent study.

Financial Engineering

Tanya S. Beder,Cara M. Marshall
Financial Engineering Book PDF

Author : Tanya S. Beder,Cara M. Marshall
Publisher : John Wiley & Sons
Page : 616 pages
File Size : 52,9 Mb
Release : 2011-06-07
Category : Business & Economics
ISBN : 9780470455814

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Financial Engineering by Tanya S. Beder,Cara M. Marshall Pdf

FINANCIAL ENGINEERING Financial engineering is poised for a great shift in the years ahead. Everyone from investors and borrowers to regulators and legislators will need to determine what works, what doesn't, and where to go from here. Financial Engineering—part of the Robert W. Kolb Series in Finance—has been designed to help you do just this. Comprised of contributed chapters by distinguished experts from industry and academia, this reliable resource will help you focus on established activities in the field, developing trends and changes, as well as areas of opportunity. Divided into five comprehensive parts, Financial Engineering begins with an informative overview of the discipline, chronicling its complete history and profiling potential career paths. From here, Part II quickly moves on to discuss the evolution of financial engineering in major markets—fixed income, foreign exchange, equities, commodities and credit—and offers important commentary on what has worked and what will change. Part III then examines a number of recent innovative applications of financial engineering that have made news over the past decade—such as the advent of securitized and structured products and highly quantitative trading strategies for both equities and fixed income. Thoughts on how risk management might be retooled to reflect what has been learned as a result of the recent financial crisis are also included. Part IV of the book is devoted entirely to case studies that present valuable lessons for active practitioners and academics. Several of the cases explore the risk that has instigated losses across multiple markets, including the global credit crisis. You'll gain in-depth insights from cases such as Countrywide, Société Générale, Barings, Long-Term Capital Management, the Florida Local Government Investment Pool, AIG, Merrill Lynch, and many more. The demand for specific and enterprise risk managers who can think outside the box will be substantial during this decade. Much of Part V presents new ways to be successful in an era that demands innovation on both sides of the balance sheet. Chapters that touch upon this essential topic include Musings About Hedging; Operational Risk; and The No-Arbitrage Condition in Financial Engineering: Its Use and Mis-Use. This book is complemented by a companion website that includes details from the editors' survey of financial engineering programs around the globe, along with a glossary of key terms from the book. This practical guide puts financial engineering in perspective, and will give you a better idea of how it can be effectively utilized in real- world situations.

Introduction to C++ for Financial Engineers

Daniel J. Duffy
Introduction to C for Financial Engineers Book PDF

Author : Daniel J. Duffy
Publisher : John Wiley & Sons
Page : 405 pages
File Size : 48,7 Mb
Release : 2013-10-24
Category : Business & Economics
ISBN : 9781118856468

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Introduction to C++ for Financial Engineers by Daniel J. Duffy Pdf

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)

Angel Investing

David S. Rose
Angel Investing Book PDF

Author : David S. Rose
Publisher : John Wiley & Sons
Page : 309 pages
File Size : 51,9 Mb
Release : 2014-04-28
Category : Business & Economics
ISBN : 9781118858257

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Angel Investing by David S. Rose Pdf

Achieve annual returns of 25% or more with a well-designed angel portfolio Written by David S. Rose, the founder of Gust—the global platform that powers the world of organized professional angel investing—Angel Investing is a comprehensive, entertaining guide that walks readers through every step of the way to becoming a successful angel investor. It is illustrated with stories from among the 90+ companies in which David has invested during a 25 year career as one of the world’s most active business angels and includes instructions on how to get started, how to find and evaluate opportunities, and how to pursue and structure investments to maximize your returns. From building your reputation as a smart investor, to negotiating fair deals, adding value to your portfolio companies and helping them implement smart exit strategies, David provides both the fundamental strategies and the specific tools you need to take full advantage of this rapidly growing asset class. He details the advantages of joining an angel group, explains how seed and venture funds can help leverage an investor’s resources, and reveals how recent regulatory changes and new online platforms are making startup investing accessible to millions of Americans. Making money is no longer about sitting back and reading stock listings, David says. It is now about being part owner of an exciting startup that can be fun and financially rewarding. Angel Investing teaches investors how to carefully select and manage investments, establish a long term view, and approach angel investing as a serious part of an alternative asset portfolio while also enjoying being an integral part of an exciting new venture.

Modern Software Engineering

David Farley
Modern Software Engineering Book PDF

Author : David Farley
Publisher : Addison-Wesley Professional
Page : 478 pages
File Size : 41,7 Mb
Release : 2021-11-16
Category : Computers
ISBN : 9780137314867

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Modern Software Engineering by David Farley Pdf

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.

Financial Engineering and Computation

Yuh-Dauh Lyuu
Financial Engineering and Computation Book PDF

Author : Yuh-Dauh Lyuu
Publisher : Cambridge University Press
Page : 654 pages
File Size : 54,8 Mb
Release : 2002
Category : Business & Economics
ISBN : 052178171X

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Financial Engineering and Computation by Yuh-Dauh Lyuu Pdf

A comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management.

Software Engineering: Evolution and Emerging Technologies

K. Zieliński,T. Szmuc
Software Engineering Evolution and Emerging Technologies Book PDF

Author : K. Zieliński,T. Szmuc
Publisher : IOS Press
Page : 448 pages
File Size : 48,5 Mb
Release : 2005-09-27
Category : Computers
ISBN : 9781607501428

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Software Engineering: Evolution and Emerging Technologies by K. Zieliński,T. Szmuc Pdf

The capability to design quality software and implement modern information systems is at the core of economic growth in the 21st century. Nevertheless, exploiting this potential is only possible when adequate human resources are available and when modern software engineering methods and tools are used. The recent years have witnessed rapid evolution of software engineering methodologies, including the creation of new platforms and tools which aim to shorten the software design process, raise its quality and cut down its costs. This evolution is made possible through ever-increasing knowledge of software design strategies as well as through improvements in system design and code testing procedures. At the same time, the need for broad access to high-performance and high-throughput computing resources necessitates the creation of large-scale, interactive information systems, capable of processing millions of transactions per seconds. These systems, in turn, call for new, innovative distributed software design and implementation technologies. The purpose of this book is to review and analyze emerging software engineering technologies, focusing on the evolution of design and implementation platforms as well as on novel computer systems related to the development of modern information services.