A Workpackage Approach to Financial Mathematics
Author : Robert Prince
Publisher :
Page : 126 pages
File Size : 43,2 MB
Release : 1986
Category : Management
ISBN :
Author : Robert Prince
Publisher :
Page : 126 pages
File Size : 43,2 MB
Release : 1986
Category : Management
ISBN :
Author : Rob Prince
Publisher :
Page : 126 pages
File Size : 15,9 MB
Release : 1985
Category : Business mathematics
ISBN :
Author : D. A. Young
Publisher : Juta and Company Ltd
Page : 132 pages
File Size : 15,25 MB
Release : 1993
Category : Business & Economics
ISBN : 9780702129599
This text indicates where a financial calculator can be effectively used. It also points out how (in a non-technical sense) the calculator is able to solve equations numerically when algebraic methods fail.
Author : Ralf Korn
Publisher : Springer Nature
Page : 300 pages
File Size : 35,5 MB
Release : 2021-10-26
Category : Business & Economics
ISBN : 3658346779
This book follows a conversational approach in five dozen stories that provide an insight into the colorful world of financial mathematics and financial markets in a relaxed, accessible and entertaining form. The authors present various topics such as returns, real interest rates, present values, arbitrage, replication, options, swaps, the Black-Scholes formula and many more. The readers will learn how to discover, analyze, and deal with the many financial mathematical decisions the daily routine constantly demands. The book covers a wide field in terms of scope and thematic diversity. Numerous stories are inspired by the fields of deterministic financial mathematics, option valuation, portfolio optimization and actuarial mathematics. The book also contains a collection of basic concepts and formulas of financial mathematics and of probability theory. Thus, also readers new to the subject will be provided with all the necessary information to verify the calculations.
Author : Arlie O. Petters
Publisher : Springer
Page : 499 pages
File Size : 13,99 MB
Release : 2016-06-17
Category : Mathematics
ISBN : 1493937839
This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without appropriately deriving them. The balance achieved will give readers a fundamental understanding of key financial ideas and tools that form the basis for building realistic models, including those that may become proprietary. Numerous carefully chosen examples and exercises reinforce the student’s conceptual understanding and facility with applications. The exercises are divided into conceptual, application-based, and theoretical problems, which probe the material deeper. The book is aimed toward advanced undergraduates and first-year graduate students who are new to finance or want a more rigorous treatment of the mathematical models used within. While no background in finance is assumed, prerequisite math courses include multivariable calculus, probability, and linear algebra. The authors introduce additional mathematical tools as needed. The entire textbook is appropriate for a single year-long course on introductory mathematical finance. The self-contained design of the text allows for instructor flexibility in topics courses and those focusing on financial derivatives. Moreover, the text is useful for mathematicians, physicists, and engineers who want to learn finance via an approach that builds their financial intuition and is explicit about model building, as well as business school students who want a treatment of finance that is deeper but not overly theoretical.
Author : Ping Chen
Publisher : Springer Science & Business Media
Page : 208 pages
File Size : 30,88 MB
Release : 2006-06-18
Category : Mathematics
ISBN : 0387235701
This book reports initial efforts in providing some useful extensions in - nancial modeling; further work is necessary to complete the research agenda. The demonstrated extensions in this book in the computation and modeling of optimal control in finance have shown the need and potential for further areas of study in financial modeling. Potentials are in both the mathematical structure and computational aspects of dynamic optimization. There are needs for more organized and coordinated computational approaches. These ext- sions will make dynamic financial optimization models relatively more stable for applications to academic and practical exercises in the areas of financial optimization, forecasting, planning and optimal social choice. This book will be useful to graduate students and academics in finance, mathematical economics, operations research and computer science. Prof- sional practitioners in the above areas will find the book interesting and inf- mative. The authors thank Professor B.D. Craven for providing extensive guidance and assistance in undertaking this research. This work owes significantly to him, which will be evident throughout the whole book. The differential eq- tion solver “nqq” used in this book was first developed by Professor Craven. Editorial assistance provided by Matthew Clarke, Margarita Kumnick and Tom Lun is also highly appreciated. Ping Chen also wants to thank her parents for their constant support and love during the past four years.
Author : Mark S. Joshi
Publisher : Cambridge University Press
Page : 0 pages
File Size : 48,33 MB
Release : 2008-10-30
Category : Business & Economics
ISBN : 0521514088
The second edition of a successful text providing the working knowledge needed to become a good quantitative analyst. An ideal introduction to mathematical finance, readers will gain a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice.
Author : Tina W. Pennington
Publisher :
Page : pages
File Size : 36,39 MB
Release : 2017-08
Category :
ISBN : 9781944900229
Author : Guojun Gan
Publisher : Wiley
Page : 744 pages
File Size : 23,89 MB
Release : 2014-04-18
Category : Mathematics
ISBN : 9781118831977
Author : Donald R. Chambers
Publisher : CRC Press
Page : 581 pages
File Size : 19,69 MB
Release : 2021-06-16
Category : Computers
ISBN : 1000370127
This book’s primary objective is to educate aspiring finance professionals about mathematics and computation in the context of financial derivatives. The authors offer a balance of traditional coverage and technology to fill the void between highly mathematical books and broad finance books. The focus of this book is twofold: To partner mathematics with corresponding intuition rather than diving so deeply into the mathematics that the material is inaccessible to many readers. To build reader intuition, understanding and confidence through three types of computer applications that help the reader understand the mathematics of the models. Unlike many books on financial derivatives requiring stochastic calculus, this book presents the fundamental theories based on only undergraduate probability knowledge. A key feature of this book is its focus on applying models in three programming languages –R, Mathematica and EXCEL. Each of the three approaches offers unique advantages. The computer applications are carefully introduced and require little prior programming background. The financial derivative models that are included in this book are virtually identical to those covered in the top financial professional certificate programs in finance. The overlap of financial models between these programs and this book is broad and deep.