Financial Software Engineering (repost)
Kevin Lano, "Financial Software Engineering "
English | ISBN: 3030140490 | 2019 | 198 pages | PDF | 5 MB
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.