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Financial engineering and computation : principles, mathematics, algorithms

Lyuu, Yuh-Dauh - 2002 - 1. publ.

Persistent link: https://www.econbiz.de/10001571910

Financial engineering and computation : principles, mathematics, algorithms

Lyuu, Yuh-Dauh - 2002

Persistent link: https://www.econbiz.de/10004775463

Financial engineering and computation : principles, mathematics, algorithms

Lyuu, Yuh-Dauh - 2002

This comprehensive text and reference combines the theory behind financial engineering with numerous algorithms for pricing, risk management, and portfolio management. It offers a thorough grounding in the subject for students and researchers in computational finance, system analysts, and...

Persistent link: https://www.econbiz.de/10012672585

An expanded model for the valuation of employee stock options

Liao, Feng-yu; Lyuu, Yuh-dauh - In: The journal of futures markets 29 (2009) 8, pp. 713-735

Persistent link: https://www.econbiz.de/10003899232

Accurate approximation formulas for stock options with discrete dividends

Dai, Tian-Shyr; Lyuu, Yuh-dauh - In: Applied economics letters 16 (2009) 16/18, pp. 1657-1663

Persistent link: https://www.econbiz.de/10003932250

Unbiased and efficient Greeks of financial options

Lyuu, Yuh-dauh; Teng, Huei-wen - In: Finance and stochastics 15 (2011) 1, pp. 141-181

Persistent link: https://www.econbiz.de/10008824129

The bino-trinomial tree : a simple model for efficient and accurate option pricing

Dai, Tian-shyr; Lyuu, Yuh-dauh - In: The journal of derivatives : the official publication … 17 (2009/10) 4, pp. 7-24

Persistent link: https://www.econbiz.de/10003985505

Evaluating corporate bonds with complicated liability structures and bond provisions

Wang, Chuan-ju; Dai, Tian-shyr; Lyuu, Yuh-dauh - In: European journal of operational research : EJOR 237 (2014) 2, pp. 749-757

Persistent link: https://www.econbiz.de/10010379934

Analytics for geometric average trigger reset options

Dai, Tian-shyr; Fang, Yuh-yuan; Lyuu, Yuh-dauh - In: Applied economics letters 12 (2005) 13, pp. 835-840

Persistent link: https://www.econbiz.de/10003196210

Efficient, exact algorithms for Asian options with multiresolution lattices

Dai, Tian-Shyr; Lyuu, Yuh-dauh - In: Review of derivatives research 5 (2002) 2, pp. 181-203

Persistent link: https://www.econbiz.de/10001722147