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 engineeringInvestments--Mathematical modelsDerivative securities--Mathematical models