Financial Software Engineering

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Financial Software Engineering

Author : Kevin Lano
Publisher : Springer
ISBN 13 : 3030140504
Total Pages : 202 pages
Book Rating : 4.0/5 (31 download)

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Book Synopsis Financial Software Engineering by : Kevin Lano

Download or read book Financial Software Engineering written by Kevin Lano and published by Springer. This book was released on 2019-05-02 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Financial Software Engineering

Author : Kevin Lano
Publisher : Springer
ISBN 13 : 9783030140496
Total Pages : 198 pages
Book Rating : 4.1/5 (44 download)

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Book Synopsis Financial Software Engineering by : Kevin Lano

Download or read book Financial Software Engineering written by Kevin Lano and published by Springer. This book was released on 2019-05-07 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Financial Software Engineering

Author : K. Lano
Publisher :
ISBN 13 : 9783030140519
Total Pages : 198 pages
Book Rating : 4.1/5 (45 download)

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Book Synopsis Financial Software Engineering by : K. Lano

Download or read book Financial Software Engineering written by K. Lano and published by . This book was released on 2019 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Java Methods for Financial Engineering

Author : Philip Barker
Publisher : Springer Science & Business Media
ISBN 13 : 1846287413
Total Pages : 562 pages
Book Rating : 4.8/5 (462 download)

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Book Synopsis Java Methods for Financial Engineering by : Philip Barker

Download or read book Java Methods for Financial Engineering written by Philip Barker and published by Springer Science & Business Media. This book was released on 2007-05-16 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the principles of model building in financial engineering. It explains those models as designs and working implementations for Java-based applications. The book provides software professionals with an accessible source of numerical methods or ready-to-use code for use in business applications. It is the first book to cover the topic of Java implementations for finance/investment applications and is written specifically to be accessible to software practitioners without prior accountancy/finance training. The book develops a series of packaged classes explained and designed to allow the financial engineer complete flexibility.

Introduction to C++ for Financial Engineers

Author : Daniel J. Duffy
Publisher : John Wiley & Sons
ISBN 13 : 1118856465
Total Pages : 405 pages
Book Rating : 4.1/5 (188 download)

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Book Synopsis Introduction to C++ for Financial Engineers by : Daniel J. Duffy

Download or read book Introduction to C++ for Financial Engineers written by Daniel J. Duffy and published by John Wiley & Sons. This book was released on 2013-10-24 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required -- experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book: C++ fundamentals and object-oriented thinking in QF Advanced object-oriented features such as inheritance and polymorphism Template programming and the Standard Template Library (STL) An introduction to GOF design patterns and their applications in QF Applications The kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods. This book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF. This book is the perfect companion to Daniel J. Duffy’s book Financial Instrument Pricing using C++ (Wiley 2004, 0470855096 / 9780470021620)

Guide to the Software Engineering Body of Knowledge (Swebok(r))

Author : IEEE Computer Society
Publisher :
ISBN 13 : 9780769551661
Total Pages : 348 pages
Book Rating : 4.5/5 (516 download)

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Book Synopsis Guide to the Software Engineering Body of Knowledge (Swebok(r)) by : IEEE Computer Society

Download or read book Guide to the Software Engineering Body of Knowledge (Swebok(r)) written by IEEE Computer Society and published by . This book was released on 2014 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the Guide to the Software Engineering Body of Knowledge (SWEBOK(R) Guide), the IEEE Computer Society establishes a baseline for the body of knowledge for the field of software engineering, and the work supports the Society's responsibility to promote the advancement of both theory and practice in this field. It should be noted that the Guide does not purport to define the body of knowledge but rather to serve as a compendium and guide to the knowledge that has been developing and evolving over the past four decades. Now in Version 3.0, the Guide's 15 knowledge areas summarize generally accepted topics and list references for detailed information. The editors for Version 3.0 of the SWEBOK(R) Guide are Pierre Bourque (Ecole de technologie superieure (ETS), Universite du Quebec) and Richard E. (Dick) Fairley (Software and Systems Engineering Associates (S2EA)).

Software Engineering at Google

Author : Titus Winters
Publisher : O'Reilly Media
ISBN 13 : 1492082767
Total Pages : 602 pages
Book Rating : 4.4/5 (92 download)

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Book Synopsis Software Engineering at Google by : Titus Winters

Download or read book Software Engineering at Google written by Titus Winters and published by O'Reilly Media. This book was released on 2020-02-28 with total page 602 pages. Available in PDF, EPUB and Kindle. Book excerpt: Today, software engineers need to know not only how to program effectively but also how to develop proper engineering practices to make their codebase sustainable and healthy. This book emphasizes this difference between programming and software engineering. How can software engineers manage a living codebase that evolves and responds to changing requirements and demands over the length of its life? Based on their experience at Google, software engineers Titus Winters and Hyrum Wright, along with technical writer Tom Manshreck, present a candid and insightful look at how some of the world’s leading practitioners construct and maintain software. This book covers Google’s unique engineering culture, processes, and tools and how these aspects contribute to the effectiveness of an engineering organization. You’ll explore three fundamental principles that software organizations should keep in mind when designing, architecting, writing, and maintaining code: How time affects the sustainability of software and how to make your code resilient over time How scale affects the viability of software practices within an engineering organization What trade-offs a typical engineer needs to make when evaluating design and development decisions

Financial Engineering

Author : Keith Cuthbertson
Publisher : John Wiley & Sons
ISBN 13 : 0471495840
Total Pages : 802 pages
Book Rating : 4.4/5 (714 download)

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Book Synopsis Financial Engineering by : Keith Cuthbertson

Download or read book Financial Engineering written by Keith Cuthbertson and published by John Wiley & Sons. This book was released on 2001-06-08 with total page 802 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text provides a thorough treatment of futures, 'plain vanilla' options and swaps as well as the use of exotic derivatives and interest rate options for speculation and hedging. Pricing of options using numerical methods such as lattices (BOPM), Mone Carlo simulation and finite difference methods, in additon to solutions using continuous time mathematics, are also covered. Real options theory and its use in investment appraisal and in valuing internet and biotechnology companies provide cutting edge practical applications. Practical risk management issues are examined in depth. Alternative models for calculating Value at Risk (market risk) and credit risk provide the throretical basis for a practical and timely overview of these areas of regulatory policy. This book is designed for courses in derivatives and risk management taken by specialist MBA, MSc Finance students or final year undergraduates, either as a stand-alone text or as a follow-on to Investments: Spot and Derivatives Markets by the same authors. The authors adopt a real-world emphasis throughout, and include features such as: * topic boxes, worked examples and learning objectives * Financial Times and Wall Street Journal newspaper extracts and analysis of real world cases * supporting web site including Lecturer's Resource Pack and Student Centre with interactive Excel and GAUSS software

Financial Engineering

Author : Tanya S. Beder
Publisher : John Wiley & Sons
ISBN 13 : 0470455810
Total Pages : 616 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Financial Engineering by : Tanya S. Beder

Download or read book Financial Engineering written by Tanya S. Beder and published by John Wiley & Sons. This book was released on 2011-06-07 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: FINANCIAL ENGINEERING Financial engineering is poised for a great shift in the years ahead. Everyone from investors and borrowers to regulators and legislators will need to determine what works, what doesn't, and where to go from here. Financial Engineering part of the Robert W. Kolb Series in Finance has been designed to help you do just this. Comprised of contributed chapters by distinguished experts from industry and academia, this reliable resource will help you focus on established activities in the field, developing trends and changes, as well as areas of opportunity. Divided into five comprehensive parts, Financial Engineering begins with an informative overview of the discipline, chronicling its complete history and profiling potential career paths. From here, Part II quickly moves on to discuss the evolution of financial engineering in major markets fixed income, foreign exchange, equities, commodities and credit and offers important commentary on what has worked and what will change. Part III then examines a number of recent innovative applications of financial engineering that have made news over the past decade such as the advent of securitized and structured products and highly quantitative trading strategies for both equities and fixed income. Thoughts on how risk management might be retooled to reflect what has been learned as a result of the recent financial crisis are also included. Part IV of the book is devoted entirely to case studies that present valuable lessons for active practitioners and academics. Several of the cases explore the risk that has instigated losses across multiple markets, including the global credit crisis. You'll gain in-depth insights from cases such as Countrywide, Société Générale, Barings, Long-Term Capital Management, the Florida Local Government Investment Pool, AIG, Merrill Lynch, and many more. The demand for specific and enterprise risk managers who can think outside the box will be substantial during this decade. Much of Part V presents new ways to be successful in an era that demands innovation on both sides of the balance sheet. Chapters that touch upon this essential topic include Musings About Hedging; Operational Risk; and The No-Arbitrage Condition in Financial Engineering: Its Use and Mis-Use. This book is complemented by a companion website that includes details from the editors' survey of financial engineering programs around the globe, along with a glossary of key terms from the book. This practical guide puts financial engineering in perspective, and will give you a better idea of how it can be effectively utilized in real- world situations.

Quality Money Management

Author : Andrew Kumiega
Publisher : Academic Press
ISBN 13 : 0080559913
Total Pages : 304 pages
Book Rating : 4.0/5 (85 download)

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Book Synopsis Quality Money Management by : Andrew Kumiega

Download or read book Quality Money Management written by Andrew Kumiega and published by Academic Press. This book was released on 2011-08-29 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: The financial markets industry is at the same crossroads as the automotive industry in the late 1970s. Margins are collapsing and customization is rapidly increasing. The automotive industry turned to quality and its no coincidence that in the money management industry many of the spectacular failures have been due largely to problems in quality control. The financial industry in on the verge of a quality revolution. New and old firms alike are creating new investment vehicles and new strategies that are radically changing the nature of the industry. To compete, mutual funds, hedge fund industries, banks and proprietary trading firms are being forced to quicklyy research, test and implement trade selection and execution systems. And, just as in the early stages of factory automation, quality suffers and leads to defects. Many financial firms fall short of quality, lacking processes and methodologies for proper development and evaluation of trading and investment systems. Authors Kumiega and Van Vliet present a new step-by-step methodology for such development. Their methodology (called K - Presents a robust process engineering framework for developing and evaluating trading and investment systems - Best practices along the step-by-step process will mitigate project risk, model risk, and ensure data quality - Includes a quality model for backtesting and managing market risk of working systems

Agile Management for Software Engineering

Author : David J. Anderson
Publisher : Prentice Hall Professional
ISBN 13 : 0672333570
Total Pages : 669 pages
Book Rating : 4.6/5 (723 download)

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Book Synopsis Agile Management for Software Engineering by : David J. Anderson

Download or read book Agile Management for Software Engineering written by David J. Anderson and published by Prentice Hall Professional. This book was released on 2003-09-17 with total page 669 pages. Available in PDF, EPUB and Kindle. Book excerpt: A breakthrough approach to managing agile software development, Agile methods might just be the alternative to outsourcing. However, agile development must scale in scope and discipline to be acceptable in the boardrooms of the Fortune 1000. In Agile Management for Software Engineering, David J. Anderson shows managers how to apply management science to gain the full business benefits of agility through application of the focused approach taught by Eli Goldratt in his Theory of Constraints. Whether you're using XP, Scrum, FDD, or another agile approach, you'll learn how to develop management discipline for all phases of the engineering process, implement realistic financial and production metrics, and focus on building software that delivers maximum customer value and outstanding business results.Coverage includes: Making the business case for agile methods: practical tools and disciplines How to choose an agile method for your next project Breakthrough application of Critical Chain Project Management and constraint-driven control of the flow of value Defines the four new roles for the agile manager in software projects—and competitive IT organizations Whether you're a development manager, project manager, team leader, or senior IT executive, this book will help you achieve all four of your most urgent challenges: lower cost, faster delivery, improved quality, and focused alignment with the business.

Statistics and Data Analysis for Financial Engineering

Author : David Ruppert
Publisher : Springer
ISBN 13 : 1493926144
Total Pages : 736 pages
Book Rating : 4.4/5 (939 download)

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Book Synopsis Statistics and Data Analysis for Financial Engineering by : David Ruppert

Download or read book Statistics and Data Analysis for Financial Engineering written by David Ruppert and published by Springer. This book was released on 2015-04-21 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering. In doing so, it illustrates concepts using financial markets and economic data, R Labs with real-data exercises, and graphical and analytic methods for modeling and diagnosing modeling errors. These methods are critical because financial engineers now have access to enormous quantities of data. To make use of this data, the powerful methods in this book for working with quantitative information, particularly about volatility and risks, are essential. Strengths of this fully-revised edition include major additions to the R code and the advanced topics covered. Individual chapters cover, among other topics, multivariate distributions, copulas, Bayesian computations, risk management, and cointegration. Suggested prerequisites are basic knowledge of statistics and probability, matrices and linear algebra, and calculus. There is an appendix on probability, statistics and linear algebra. Practicing financial engineers will also find this book of interest.

Mobile Communication and Power Engineering

Author : Vinu V Das
Publisher : Springer
ISBN 13 : 3642358640
Total Pages : 581 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Mobile Communication and Power Engineering by : Vinu V Das

Download or read book Mobile Communication and Power Engineering written by Vinu V Das and published by Springer. This book was released on 2013-01-17 with total page 581 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book comprises the refereed proceedings of the International Conference, AIM/CCPE 2012, held in Bangalore, India, in April 2012. The papers presented were carefully reviewed and selected from numerous submissions and focus on the various aspects of research and development activities in computer science, information technology, computational engineering, mobile communication, control and instrumentation, communication system, power electronics and power engineering.

The Startup Checklist

Author : David S. Rose
Publisher : John Wiley & Sons
ISBN 13 : 111916379X
Total Pages : 325 pages
Book Rating : 4.1/5 (191 download)

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Book Synopsis The Startup Checklist by : David S. Rose

Download or read book The Startup Checklist written by David S. Rose and published by John Wiley & Sons. This book was released on 2016-04-25 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: 25 Steps to Found and Scale a High-Growth Business The Startup Checklist is the entrepreneur's essential companion. While most entrepreneurship books focus on strategy, this invaluable guide provides the concrete steps that will get your new business off to a strong start. You'll learn the ins and outs of startup execution, management, legal issues, and practical processes throughout the launch and growth phases, and how to avoid the critical missteps that threaten the foundation of your business. Instead of simply referring you to experts, this discussion shows you exactly which experts you need, what exactly you need them to do, and which tools you will use to support them—and you'll gain enough insight to ask smart questions that help you get your money's worth. If you're ready to do big things, this book has you covered from the first business card to the eventual exit. Over two thirds of startups are built on creaky foundations, and over two thirds of startup costs go directly toward cleaning up legal and practical problems caused by an incomplete or improper start. This book helps you sidestep the messy and expensive clean up process by giving you the specific actions you need to take right from the very beginning. Understand the critical intricacies of legally incorporating and running a startup Learn which experts you need, and what exactly you need from them Make more intelligent decisions independent of your advisors Avoid the challenges that threaten to derail great young companies The typical American startup costs over $30,000 and requires working with over two dozen professionals and service providers before it even opens for business—and the process is so complex that few founders do it correctly. Their startups errors often go unnoticed until the founder tries to seek outside capital, at which point they can cost thousands of dollars to fix. . . or even completely derail an investment. The Startup Checklist helps you avoid these problems and lay a strong foundation, so you can focus on building your business.

Practical C++ Financial Programming

Author : Carlos Oliveira
Publisher : Apress
ISBN 13 : 143026716X
Total Pages : 382 pages
Book Rating : 4.4/5 (32 download)

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Book Synopsis Practical C++ Financial Programming by : Carlos Oliveira

Download or read book Practical C++ Financial Programming written by Carlos Oliveira and published by Apress. This book was released on 2015-03-12 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt: Practical C++ Financial Programming is a hands-on book for programmers wanting to apply C++ to programming problems in the financial industry. The book explains those aspects of the language that are more frequently used in writing financial software, including the STL, templates, and various numerical libraries. The book also describes many of the important problems in financial engineering that are part of the day-to-day work of financial programmers in large investment banks and hedge funds. The author has extensive experience in the New York City financial industry that is now distilled into this handy guide. Focus is on providing working solutions for common programming problems. Examples are plentiful and provide value in the form of ready-to-use solutions that you can immediately apply in your day-to-day work. You’ll learn to design efficient, numerical classes for use in finance, as well as to use those classes provided by Boost and other libraries. You’ll see examples of matrix manipulations, curve fitting, histogram generation, numerical integration, and differential equation analysis, and you’ll learn how all these techniques can be applied to some of the most common areas of financial software development. These areas include performance price forecasting, optimizing investment portfolios, and more. The book style is quick and to-the-point, delivering a refreshing view of what one needs to master in order to thrive as a C++ programmer in the financial industry. Covers aspects of C++ especially relevant to financial programming. Provides working solutions to commonly-encountered problems in finance. Delivers in a refreshing and easy style with a strong focus on the practical.

Analysis Patterns

Author : Martin Fowler
Publisher : Addison-Wesley Professional
ISBN 13 : 9780201895421
Total Pages : 398 pages
Book Rating : 4.8/5 (954 download)

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Book Synopsis Analysis Patterns by : Martin Fowler

Download or read book Analysis Patterns written by Martin Fowler and published by Addison-Wesley Professional. This book was released on 1997 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: Martin Fowler is a consultant specializing in object-oriented analysis and design. This book presents and discusses a number of object models derived from various problem domains. All patterns and models presented have been derived from the author's own consulting work and are based on real business cases.

Modern Software Engineering

Author : David Farley
Publisher : Addison-Wesley Professional
ISBN 13 : 0137314868
Total Pages : 479 pages
Book Rating : 4.1/5 (373 download)

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Book Synopsis Modern Software Engineering by : David Farley

Download or read book Modern Software Engineering written by David Farley and published by Addison-Wesley Professional. This book was released on 2021-11-16 with total page 479 pages. Available in PDF, EPUB and Kindle. Book excerpt: Improve Your Creativity, Effectiveness, and Ultimately, Your Code In Modern Software Engineering, continuous delivery pioneer David Farley helps software professionals think about their work more effectively, manage it more successfully, and genuinely improve the quality of their applications, their lives, and the lives of their colleagues. Writing for programmers, managers, and technical leads at all levels of experience, Farley illuminates durable principles at the heart of effective software development. He distills the discipline into two core exercises: learning and exploration and managing complexity. For each, he defines principles that can help you improve everything from your mindset to the quality of your code, and describes approaches proven to promote success. Farley's ideas and techniques cohere into a unified, scientific, and foundational approach to solving practical software development problems within realistic economic constraints. This general, durable, and pervasive approach to software engineering can help you solve problems you haven't encountered yet, using today's technologies and tomorrow's. It offers you deeper insight into what you do every day, helping you create better software, faster, with more pleasure and personal fulfillment. Clarify what you're trying to accomplish Choose your tools based on sensible criteria Organize work and systems to facilitate continuing incremental progress Evaluate your progress toward thriving systems, not just more "legacy code" Gain more value from experimentation and empiricism Stay in control as systems grow more complex Achieve rigor without too much rigidity Learn from history and experience Distinguish "good" new software development ideas from "bad" ones Register your book for convenient access to downloads, updates, and/or corrections as they become available. See inside book for details.