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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
"synopsis" may belong to another edition of this title.
About the Author:
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.
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.
"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date2019
- ISBN 10 3030140490
- ISBN 13 9783030140496
- BindingPaperback
- Edition number1
- Number of pages213
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Financial Software Engineering (Undergraduate Topics in Computer Science) [Paperback] Lano, Kevin and Haughton, Howard (eng)
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Book Description Taschenbuch. Condition: 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. Seller Inventory # 9783030140496
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Book Description Taschenbuch. Condition: 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. Seller Inventory # 9783030140496
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Book Description Kartoniert / Broschiert. Condition: 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. Seller Inventory # 267123754
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