Financial Software Engineering

  • Kevin Lano
  • Howard Haughton

Part of the Undergraduate Topics in Computer Science book series (UTICS)

Table of contents

  1. Front Matter
    Pages i-xv
  2. Kevin Lano, Howard Haughton
    Pages 1-9
  3. Kevin Lano, Howard Haughton
    Pages 11-28
  4. Kevin Lano, Howard Haughton
    Pages 29-51
  5. Kevin Lano, Howard Haughton
    Pages 53-75
  6. Kevin Lano, Howard Haughton
    Pages 77-100
  7. Kevin Lano, Howard Haughton
    Pages 101-115
  8. Kevin Lano, Howard Haughton
    Pages 117-130
  9. Kevin Lano, Howard Haughton
    Pages 131-140
  10. Kevin Lano, Howard Haughton
    Pages 141-163
  11. Kevin Lano, Howard Haughton
    Pages 165-175
  12. Back Matter
    Pages 177-198

About this book


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.

Financial Software Engineering also includes a number of case studies based on typical financial engineering problems:

* Internal rate of return calculation for bonds

* Macaulay duration calculation for bonds

* Bootstrapping of interest rates

* Estimation of share price volatility

* Technical analysis of share prices

* Re-engineering Matlab to C#

* Yield curve estimation

* Derivative security pricing

* Risk analysis of CDOs

The book is suitable for undergraduate and postgraduate study, and for practitioners who wish to extend their knowledge of software engineering techniques for financial applications


Financial Software Engineering Agile Development Model-based Development Object Oriented Programming Graphical User Interface

Authors and affiliations

  • Kevin Lano
    • 1
  • Howard Haughton
    • 2
  1. 1.Department of Computer ScienceKing’s College LondonLondonUK
  2. 2.Holistic Risk Solutions Ltd.CroydonUK

Bibliographic information

  • DOI
  • Copyright Information Springer Nature Switzerland AG 2019
  • Publisher Name Springer, Cham
  • eBook Packages Computer Science
  • Print ISBN 978-3-030-14049-6
  • Online ISBN 978-3-030-14050-2
  • Series Print ISSN 1863-7310
  • Series Online ISSN 2197-1781
  • Buy this book on publisher's site