Analysis Geometry And Modeling In Finance
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Analysis Geometry and Modeling in Finance
Author | : Pierre Henry-Labordere |
Publsiher | : CRC Press |
Total Pages | : 403 |
Release | : 2008-09-22 |
Genre | : Business & Economics |
ISBN | : 9781420087000 |
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Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical methods used in physics and mathematics to the financial field. It even obtains new results when only approximate and partial solutions were previously available.Through the problem of option pricing, th
The Mathematics of Financial Modeling and Investment Management
Author | : Sergio M. Focardi,Frank J. Fabozzi, CFA |
Publsiher | : John Wiley & Sons |
Total Pages | : 804 |
Release | : 2004-03-29 |
Genre | : Business & Economics |
ISBN | : 0471465992 |
Download The Mathematics of Financial Modeling and Investment Management Book in PDF, Epub and Kindle
the mathematics of financial modeling & investment management The Mathematics of Financial Modeling & Investment Management covers a wide range of technical topics in mathematics and finance-enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations. This comprehensive resource will introduce you to key mathematical techniques-matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis, optimization-as well as show you how these techniques are successfully implemented in the world of modern finance. Special emphasis is placed on the new mathematical tools that allow a deeper understanding of financial econometrics and financial economics. Recent advances in financial econometrics, such as tools for estimating and representing the tails of the distributions, the analysis of correlation phenomena, and dimensionality reduction through factor analysis and cointegration are discussed in depth. Using a wealth of real-world examples, Focardi and Fabozzi simultaneously show both the mathematical techniques and the areas in finance where these techniques are applied. They also cover a variety of useful financial applications, such as: * Arbitrage pricing * Interest rate modeling * Derivative pricing * Credit risk modeling * Equity and bond portfolio management * Risk management * And much more Filled with in-depth insight and expert advice, The Mathematics of Financial Modeling & Investment Management clearly ties together financial theory and mathematical techniques.
Monte Carlo Methods and Models in Finance and Insurance
Author | : Ralf Korn,Elke Korn,Gerald Kroisandt |
Publsiher | : CRC Press |
Total Pages | : 485 |
Release | : 2010-02-26 |
Genre | : Business & Economics |
ISBN | : 9781420076196 |
Download Monte Carlo Methods and Models in Finance and Insurance Book in PDF, Epub and Kindle
Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Rom
Computational Economics and Finance
Author | : Hal R. Varian |
Publsiher | : Springer Science & Business Media |
Total Pages | : 486 |
Release | : 1996-08-09 |
Genre | : Business & Economics |
ISBN | : 0387945180 |
Download Computational Economics and Finance Book in PDF, Epub and Kindle
This collection of articles is edited by Hal Varian, Dean of the School of Information Management and Systems, University of California, Berkeley. It provides a high quality and practical selection of contributed articles that impart the expertise of an international contingent of Mathematica users from the economic, financial, investments, quantitative business and operations research communities.
Risk Analysis in Finance and Insurance
Author | : Alexander Melnikov |
Publsiher | : CRC Press |
Total Pages | : 324 |
Release | : 2011-04-25 |
Genre | : Business & Economics |
ISBN | : 9781420070538 |
Download Risk Analysis in Finance and Insurance Book in PDF, Epub and Kindle
Risk Analysis in Finance and Insurance, Second Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science. Taking into account the interdisciplinary nature of risk analysis, the author discusses many important ideas from mathematics, finance, and actuaria
Quantitative Methods for Finance and Investments
Author | : John Teall,Iftekhar Hasan |
Publsiher | : John Wiley & Sons |
Total Pages | : 296 |
Release | : 2009-02-04 |
Genre | : Business & Economics |
ISBN | : 9781405141840 |
Download Quantitative Methods for Finance and Investments Book in PDF, Epub and Kindle
Quantitative Methods for Finance and Investments ensures that readers come away from reading it with a reasonable degree of comfort and proficiency in applying elementary mathematics to several types of financial analysis. All of the methodology in this book is geared toward the development, implementation, and analysis of financial models to solve financial problems.
Stochastic Financial Models
Author | : Douglas Kennedy |
Publsiher | : CRC Press |
Total Pages | : 264 |
Release | : 2016-04-19 |
Genre | : Business & Economics |
ISBN | : 9781439882719 |
Download Stochastic Financial Models Book in PDF, Epub and Kindle
Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration and probabilistic ideas, Stochastic Financial Models provides a sound introduction to mathematical finance. The author takes a classical applied mathematical approach, focusing on calculations
Geometrical Properties of Differential Equations
Author | : Ljudmila A Bordag |
Publsiher | : World Scientific Publishing Company |
Total Pages | : 340 |
Release | : 2015-05-27 |
Genre | : Mathematics |
ISBN | : 9789814667265 |
Download Geometrical Properties of Differential Equations Book in PDF, Epub and Kindle
This textbook is a short comprehensive and intuitive introduction to Lie group analysis of ordinary and partial differential equations. This practical-oriented material contains a large number of examples and problems accompanied by detailed solutions and figures. In comparison with the known beginner guides to Lie group analysis, the book is oriented toward students who are interested in financial mathematics, mathematical finance and economics. We provide the results of the Lie group analysis of actual models in Financial Mathematics using recent publications. These models are usually formulated as nonlinear partial differential equations and are rather difficult to make use of. With the help of Lie group analysis it is possible to describe some important properties of these models and to obtain interesting reductions in a clear and understandable algorithmic way. The book can serve as a short introduction for a further study of modern geometrical analysis applied to models in financial mathematics. It can also be used as textbook in a master's program, in an intensive compact course, or for self study. The textbook with a large number of examples will be useful not only for students who are interested in Financial Mathematics but also for people who are working in other areas of research that are not directly connected with Physics (for instance in such areas of Applied Mathematics like mathematical economy, bio systems, coding theory, etc.).