Java Methods for Financial Engineering: Applications in Finance and Investment

Author:   Philip Barker
Publisher:   Springer London Ltd
Edition:   Softcover reprint of hardcover 1st ed. 2007
ISBN:  

9781849969321


Pages:   568
Publication Date:   13 October 2010
Format:   Paperback
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Our Price $237.47 Quantity:  
Add to Cart

Share |

Java Methods for Financial Engineering: Applications in Finance and Investment


Add your own review!

Overview

In order to build a successful, Java-based application it is important to have a clear understanding of the principles underlying the various financial models. Those models guide the application designer in choosing the most appropriate Java data structures and implementation strategy. This book describes the principles of model building in financial engineering and explains those models as designs and working implementations for Java-based applications. Throughout the book a series of packaged classes are developed to address a wide range of financial applications. Java methods are designed and implemented based on the most widely used models in financial engineering and investment practice. The classes and methods are explained and designed in a way which allows the financial engineer complete flexibility. The classes can be used as off-the-shelf working solutions or the innovative developer can re-arrange and modify methods to create new products

Full Product Details

Author:   Philip Barker
Publisher:   Springer London Ltd
Imprint:   Springer London Ltd
Edition:   Softcover reprint of hardcover 1st ed. 2007
Dimensions:   Width: 15.50cm , Height: 2.90cm , Length: 23.50cm
Weight:   0.878kg
ISBN:  

9781849969321


ISBN 10:   1849969329
Pages:   568
Publication Date:   13 October 2010
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

Interest Rate Calculations.- Bonds.- Duration.- Futures.- Options.- Modelling Stock Prices.- The Binomial Model.- Analytical Option Pricing Methods.- Sensitivity Measures (The ‘Greeks’).- Interest Rate Derivatives.- Conditional Options.- Complex Conditional Options.- Barrier Type Options.- Double Barrier Options.- Digital Options.- Special Case Barrier Options.- Other Exotics.

Reviews

From the reviews: This is a book that aims to provide software professionals with an accessible source of numerical methods and/or a 'ready-to-use' code for use in business applications. Anyone working in management sciences, in modeling or software development will want to peruse this text. ! 'it is the first book to cover the topic of Java implementations for finance investment applications.' The book sets out to describe the principles of model building in financial engineering and to explain those models as designs for Java-based applications. (C.J.H. Mann, Kybernetes, Vol. 37 (1), 2008)


From the reviews: This is a book that aims to provide software professionals with an accessible source of numerical methods and/or a 'ready-to-use' code for use in business applications. Anyone working in management sciences, in modeling or software development will want to peruse this text. ... 'it is the first book to cover the topic of Java implementations for finance investment applications.' The book sets out to describe the principles of model building in financial engineering and to explain those models as designs for Java-based applications. (C.J.H. Mann, Kybernetes, Vol. 37 (1), 2008)


Author Information

Phil Barker has considerable experience in both software engineering and in finance and investment having taught courses at the National Alvey HCI centre, a government funded organisation transferring university based research into commercial applications. Prior to this he lectured at Heriot-Watt University where he taught undergraduate and postgraduate courses in computer science and accountancy. His research focused on neural networks and cognitive modelling involving the use of software simulations. He is currently an independent consultant to the financial and investment sector.

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

MRG2025CC

 

Shopping Cart
Your cart is empty
Shopping cart
Mailing List