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Math Finance Law-19 (2nd Ed)

Author : Steve Asikin

Publisher : Createspace Independent Publishing Platform

Page : 580 pages

File Size : 22,88 MB

Release : 2018-10-16

Category :

ISBN : 9781727845679

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Book Description

Math Finance Law Series are truly an Artwork of US (American) Culture for the Benefit of the World (every Individual, depends on each understanding and power to implement the ideas). They are Not possible to be results of any other culture! These Pacioli's Du Pont-Limlingan constructions are accurate maths with very powerful visual Finance Architecture Board that makes corporate meeting much easier and much more useful. Now we could coordinate Sales-Marketing, Production, Human Resources, Operation and Finance altogether, in a productive meeting that thousands of people could understand it quickly. (1)Each page was set as beautiful Art of American Caligraphy, that now starts competing to common Arabic or Kanji visual art. (2)More beautiful than that, are its Word Meanings as nice Philosophical Poems for those who knows & dream by Senses. (3)Even beautier than that, is their Math Formulations, that add precision & accuracy to the great ideas combining Arts & Logic. (4)Better than Math, are its B/S-I/S Finance Accounting marvel of IFRS-GAAP optimization of Money Matters impacting most. (5)More Construction Technology benefit can be Engineered for those who are good both in Math and Accountancy as well. (6)Better than both Math & Accounting, is its Finance Control & Assurance, to realize its optimization of Healthy Corporations. (7)On top of them all, its Regulating Power could make many companies practicing those all at simultaneous time, for better Finance Security and bring Wealth to all persons in the world! Let us now start making Math experts help us solving Finance Problems (which are more realistic, urgent & needed by all).



Math Finance Law 19

Author : Steve Asikin

Publisher : Createspace Independent Publishing Platform

Page : 580 pages

File Size : 18,29 MB

Release : 2018-08-04

Category :

ISBN : 9781546407386

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Book Description

This one is the only Real Finance Engineering Book, written by Engineering & Business Experts with strong Accounting Maths. It comes from a very long world wide experience, analyzing more than 100,000 Corporate Balancesheet and Income Statement reports, in conservative IFRS (International Finance Reporting Standard) and GAAP (Generally Accepted Accounting Principles) of 9,000 days works as Financing Banker, plus Business CEO expert & fresh Engineering views. This is a manual for healthy Corporate Governance assurance dan practical business management. It is best for Government Authorities, Accounting Regulators, Business Owners & Small Public Investors (all majority & minority share holders as well). This is not just a tool for making debt instrument unrelated to daily Corporate Finance. This only good for sincere Directors & Executive, and truly bad for the lazy and /or incapable one. The nicest thing about it, is that only requires simple Junior Highschool Algebra. We just need to be consistent with its less number treatment of constellations. Its saddest part is that many professors and doctors are no longer able to und erstand Junior Highschool Algebra, and hiding in Accounting jargons. Please go back to its Introduction for glossary, at anywhere inside the book, so then we can still understand what are those mean with simple Algebraic Rule there. We try to avoid some sentences multiplied, added, eliminated divided, rooted or powered by another sentences, that make many traditional finance book successful (delivering few simple things, seen as difficult and scary), but less useful.



Math Finance Law 30 (2nd Ed)

Author : Steve Asikin

Publisher : Independently Published

Page : 584 pages

File Size : 21,96 MB

Release : 2020-07-03

Category :

ISBN :

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Book Description

Math Finance Law Series are truly an Artwork of US (American) Culture for the Benefit of the World (every Individual, depends on each understanding and power to implement the ideas). They are Not possible to be results of any other culture!These Pacioli's Du Pont-Limlingan constructions are accurate maths with very powerful visual Finance Architecture Board that makes corporate meeting much easier and much more useful. Now we could coordinate Sales-Marketing, Production, Human Resources, Operation and Finance altogether, in a productive meeting that people could understand it quickly.(1)Each page was set as beautiful Art of American Calligraphy, that now starts competing to common Arabic or Kanji visual art. (2)More beautiful than that, are its Word Meanings as nice Philosophical Poems for those who knows & dream by Senses. (3)Even beautier than that, is their Math Formulations, that add precision & accuracy to the great ideas combining Arts & Logic. (4)Better than Math, are its B/S-I/S Finance Accounting marvel of IFRS-GAAP optimization of Money Matters impacting most. (5)More Construction Technology benefit can be Engineered for those who are good both in Math and Accountancy as well.(6)Better than both Math & Accounting, is its Finance Control & Assurance, to realize its optimization of Healthy Corporations. (7)On top of them all, its Regulating Power could make many companies practicing those all at simultaneous time, for better Finance Security and bring Wealth to all persons in the world!



Mathematical Techniques In Finance

Author : Aleš Černý

Publisher :

Page : 0 pages

File Size : 12,52 MB

Release : 2006

Category : Derivative securities

ISBN : 9788122417159

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Book Description

Modern Finance Overlaps With Many Fields Of Mathematics, And For Students This Can Represent Considerable Strain. Mathematical Techniques In Finance Is An Ideal Textbook For Masters Finance Courses With A Significant Quantitative Element While Also Being Suitable For Finance Ph.D. Students. Developed For The Highly Acclaimed Master Of Science In Finance Program At Imperial College London, It Offers A Carefully Crafted Blend Of Numerical Applications And Theoretical Grounding In Economics, Finance, And Mathematics.In The Best Engineering Tradition, Ale Cerný Mixes Tools From Calculus, Linear Algebra, Probability Theory, Numerical Mathematics, And Programming To Analyze In An Accessible Way Some Of The Most Intriguing Problems In Financial Economics. Eighty Figures, Over 70 Worked Examples, 25 Simple Ready-To-Run Computer Programs, And Several Spreadsheets Further Enhance The Learning Experience. Each Chapter Is Followed By A Number Of Classroom-Tested Exercises With Solutions Available On The Book'S Web Site.Applied Mathematics Is A Craft That Requires Practice This Textbook Provides Plenty Of Opportunities To Practice It And Teaches Cutting-Edge Finance Into The Bargain. Asset Pricing Is A Common Theme Throughout The Book; And Readers Can Follow The Development From Discrete One-Period Models To Continuous Time Stochastic Processes. This Textbook Sets Itself Apart By The Comprehensive Treatment Of Pricing And Risk Measurement In Incomplete Markets, An Area Of Current Research That Represents The Future In Risk Management And Investment Performance Evaluation.This Special Low-Priced Edition Is For Sale In India, Bangladesh, Bhutan, Maldives, Nepal, Myanmar, Pakistan And Sri Lanka Only.



Methods of Mathematical Finance

Author : Ioannis Karatzas

Publisher : Springer Science & Business Media

Page : 427 pages

File Size : 35,8 MB

Release : 1998-08-13

Category : Business & Economics

ISBN : 0387948392

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Book Description

This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion- driven asset prices, it develops contingent claim pricing and optimal consumption/investment in both complete and incomplete markets. The latter topic is extended to a study of equilibrium, providing conditions for the existence and uniqueness of market prices which support trading by several heterogeneous agents. Although much of the incomplete-market material is available in research papers, these topics are treated for the first time in a unified manner. The book contains an extensive set of references and notes describing the field, including topics not treated in the text. This monograph should be of interest to researchers wishing to see advanced mathematics applied to finance. The material on optimal consumption and investment, leading to equilibrium, is addressed to the theoretical finance community. The chapters on contingent claim valuation present techniques of practical importance, especially for pricing exotic options. Also available by Ioannis Karatzas and Steven E. Shreve, Brownian Motion and Stochastic Calculus, Second Edition, Springer-Verlag New York, Inc., 1991, 470 pp., ISBN 0-387- 97655-8.





Handbook of Quantitative Finance and Risk Management

Author : Cheng-Few Lee

Publisher : Springer Science & Business Media

Page : 1700 pages

File Size : 23,73 MB

Release : 2010-06-14

Category : Business & Economics

ISBN : 0387771174

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Book Description

Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.



American Universities and Colleges

Author :

Publisher : Walter de Gruyter GmbH & Co KG

Page : 2012 pages

File Size : 26,99 MB

Release : 2014-10-08

Category : Business & Economics

ISBN : 3110850486

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Book Description

No detailed description available for "American Universities and Colleges".



Quantitative Energy Finance

Author : Fred Espen Benth

Publisher : Springer Science & Business Media

Page : 318 pages

File Size : 10,12 MB

Release : 2013-08-28

Category : Business & Economics

ISBN : 1461472482

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Book Description

Finance and energy markets have been an active scientific field for some time, even though the development and applications of sophisticated quantitative methods in these areas are relatively new—and referred to in a broader context as energy finance. Energy finance is often viewed as a branch of mathematical finance, yet this area continues to provide a rich source of issues that are fuelling new and exciting research developments. Based on a special thematic year at the Wolfgang Pauli Institute (WPI) in Vienna, Austria, this edited collection features cutting-edge research from leading scientists in the fields of energy and commodity finance. Topics discussed include modeling and analysis of energy and commodity markets, derivatives hedging and pricing, and optimal investment strategies and modeling of emerging markets, such as power and emissions. The book also confronts the challenges one faces in energy markets from a quantitative point of view, as well as the recent advances in solving these problems using advanced mathematical, statistical and numerical methods. By addressing the emerging area of quantitative energy finance, this volume will serve as a valuable resource for graduate-level students and researchers studying financial mathematics, risk management, or energy finance.



Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes)

Author : Cheng Few Lee

Publisher : World Scientific

Page : 5053 pages

File Size : 25,65 MB

Release : 2020-07-30

Category : Business & Economics

ISBN : 9811202400

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Book Description

This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts.In both theory and methodology, we need to rely upon mathematics, which includes linear algebra, geometry, differential equations, Stochastic differential equation (Ito calculus), optimization, constrained optimization, and others. These forms of mathematics have been used to derive capital market line, security market line (capital asset pricing model), option pricing model, portfolio analysis, and others.In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook.Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience.