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雷达卡
Although, in those days, the work was largely C++ based the principles (and problems) of object based deployment remain the same.In making use of the appropriate built-in Java data structures and the general development methodology I have relied heavily on my experience over the last decade in directing technical and operations teams deploying internet and intranet distributed financial tools for a wide range of financial organisations.Many applications in finance and investment are readily solved using analytical methods. The use of analytical techniques such as the calculus cannot be used directly on a standard computer. The analytical methods require numerical approximation techniques to be applied, which allow a standard computer to be programmed.
各章概要：
The chapters follow a largely linear progression from an investigation of fundamental concepts of finance and investment tools through to implementation of the techniques which underpin a wide range of the option products being used in Financial Engineering in Chapter 1. There is a brief discussion of number
representation and accuracy which sets the scene for much of the termination criteria and levels of acceptable accuracy used in algorithm development.
Thefirst two chapters cover the implementation of financial tools and portfolio management techniques and introduce some Java data structures.
Chapters 3 and 4 develop the technical issues in Bond markets and provide Java implementations of Bond valuation methods.
Chapters 5 and 6 provide an introduction to thebasis of option markets and aspects of practical techniques.
Chapters 7–9 give the theoretical basis for much of the work shown in later chapters. For those who are starting in financial engineering, the three chapters will provide the necessary background to understand the methods and limitations of the standard tools.For the experienced practitioner, these chapters will guide an understanding of the Java class implementations that follow.
Chapters 10–18 provide the models and implementation of a wide range of Financial Engineering methods. These chapters are accessible directly by the practitioner who wishes to implement a specific type of model or specific methods within a model.
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