Lyuu Y.D. Financial Engineering and Computation - Principles, Mathematics and Algorithms

Unlike most books on investments, financial engineering, or
derivative securities, the book starts from basic ideas in finance
and gradually builds up the theory.Modern Finance:A Brief History
Financial Engineering and Computation
Financial Markets
Computer Technology
Analysis of Algorithms
Complexity
Analysis of Algorithms
Description of Algorithms
Software Implementation
Basic Financial Mathematics
Bond Price Volatility
Term Structure of Interest Rates
Fundamental Statistical Concepts
Option Basics
Arbitrage in Option Pricing
Option PricingModel
Sensitivity Analysis of Options
Extensions of Options Theory
Forwards, Futures, Futures Options, Swaps
Stochastic Processes and Brownian Motion
Continuous-Time Financial Mathematics
Continuous-Time Derivatives Pricing
Hedging
Trees
Numerical Methods
Matrix Computation
Time Series Analysis
Interest Rate Derivative Securities
Term Structure Fitting
Introduction to Term Structure Modeling
Foundations of Term Structure Modeling
Equilibrium Term Structure Models
No-Arbitrage Term Structure Models
Fixed-Income Securities
Introduction to Mortgage-Backed Securities
Analysis of Mortgage-Backed Securities
Collateralized Mortgage Obligations
Modern Portfolio Theory