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Finanzsoftware Engineering-
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eBay-Artikelnr.:186341084811
Artikelmerkmale
- Artikelzustand
- Actual ISBN
- 9783030140496
- Book Title
- Financial Software Engineering
- ISBN
- 9783030140496
Über dieses Produkt
Product Identifiers
Publisher
Springer International Publishing A&G
ISBN-10
3030140490
ISBN-13
9783030140496
eBay Product ID (ePID)
13038541858
Product Key Features
Number of Pages
Xv, 198 Pages
Language
English
Publication Name
Financial Software Engineering
Subject
Software Development & Engineering / General, Finance / Financial Engineering, Applied
Publication Year
2019
Type
Textbook
Subject Area
Mathematics, Computers, Business & Economics
Series
Undergraduate Topics in Computer Science Ser.
Format
Trade Paperback
Dimensions
Item Weight
16 Oz
Item Length
9.3 in
Item Width
6.1 in
Additional Product Features
Number of Volumes
1 vol.
Illustrated
Yes
Table Of Content
Financial 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.
Synopsis
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
LC Classification Number
QA76.758
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