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

052178171X


Financial engineering
Investments--Mathematical models
Derivative securities--Mathematical models