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Financial engineering and computation : principles, mathematics, algorithms /

Lyuu, Yuh-Dauh

Financial engineering and computation : principles, mathematics, algorithms / Yuh-Dauh Lyuu - Cambridge, UK : Cambridge University Press, 2002 - xix, 627 p. : ill. ; 26 cm.

Includes bibliographical references (p. 553-583] and index

ISBN: 052178171X

Subjects--Topical Terms:
Financial engineering
Investments--Mathematical models
Derivative securities--Mathematical models

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