Lyuu, Yuh-Dauh.

Financial engineering and computation principles, mathematics, algorithms / [electronic resource] : Yuh-Dauh Lyuu. - Cambridge, UK ; New York, NY : Cambridge University Press, 2002. - xix, 627 p. : ill.

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


Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

9780511156601 (electronic bk.)




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


Electronic books.

HG176.7 / .L97 2002

332.6/01/51