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Mathematical Methods for Financial Markets, Monique Jeanblanc; Marc Yor; Marc Chesney


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Автор: Monique Jeanblanc; Marc Yor; Marc Chesney
Название:  Mathematical Methods for Financial Markets   (Марк Йор: Математические методы на финансовых рынках)
Издательство: Springer
Классификация:
ISBN: 1852333766
ISBN-13(EAN): 9781852333768
Обложка/Формат: Hardback
Страницы: 758
Вес: 1.282 кг.
Дата издания: 13.10.2009
Серия: Springer finance / springer finance textbooks
Язык: English
Издание: 2009 ed.
Иллюстрации: 9 illustrations, black and white; xxvi, 732 p. 9 illus.
Размер: 244 x 169 x 45
Читательская аудитория: Postgraduate, research & scholarly
Рейтинг:
Поставляется из: Германии
Описание: Presents stochastic processes of common use in mathematical finance. This book consists of eleven chapters, interlacing on the one hand financial concepts and instruments, Brownian motion, diffusion processes, Levy processes, together with the basic properties of these processes. It deals with continuous path processes and discontinuous processes.

      Старое издание
Mathematical Methods for Financial Markets

Автор: Jeanblanc, Monique, Yor, Marc, Chesney, Marc
Название: Mathematical Methods for Financial Markets
ISBN: 1846287375 ISBN-13(EAN): 9781846287374
Издательство: Springer
Цена: T
Наличие на складе: Невозможна поставка.


Mathematical Methods for Physics and Engineering

Автор: Riley
Название: Mathematical Methods for Physics and Engineering
ISBN: 0521679710 ISBN-13(EAN): 9780521679718
Издательство: Cambridge Academ
Рейтинг:
Цена: 54770 T
Наличие на складе: Заказано в издательстве.
Описание: The third edition of this highly acclaimed undergraduate textbook is suitable for teaching all the mathematics for an undergraduate course in any of the physical sciences. As well as lucid descriptions of all the topics and many worked examples, it contains over 800 exercises. New stand-alone chapters give a systematic account of the 'special functions' of physical science, cover an extended range of practical applications of complex variables, and give an introduction to quantum operators. Further tabulations, of relevance in statistics and numerical integration, have been added. In this edition, half of the exercises are provided with hints and answers and, in a separate manual available to both students and their teachers, complete worked solutions. The remaining exercises have no hints, answers or worked solutions and can be used for unaided homework; full solutions are available to instructors on a password-protected web site, www.cambridge.org/9780521679718.

Mathematical methods and models for economists

Автор: Fuente, Angel de la.
Название: Mathematical methods and models for economists
ISBN: 0521585295 ISBN-13(EAN): 9780521585293
Издательство: Cambridge Academ
Рейтинг:
Цена: 65720 T
Наличие на складе: Поставка под заказ.
Описание: This book is intended as a textbook for a first-year PhD course in mathematics for economists and as a reference for graduate students in economics. It provides a self-contained, rigorous treatment of most of the concepts and techniques required to follow the standard first-year theory sequence in micro and macroeconomics. The topics covered include an introduction to analysis in metric spaces, differential calculus, comparative statics, convexity, static optimization, dynamical systems and dynamic optimization. The book includes a large number of applications to standard economic models and over two hundred fully worked-out problems.

Statistical models and methods for financial markets

Автор: Lai, Tze Leung Xing, Haipeng
Название: Statistical models and methods for financial markets
ISBN: 1441926682 ISBN-13(EAN): 9781441926685
Издательство: Springer
Рейтинг:
Цена: 85410 T
Наличие на складе: Поставка под заказ.
Описание: The authors here present statistical methods and models of importance to quantitative finance and links finance theory to market practice via statistical modeling and decision making. They provide basic statistical background as well as in-depth applications.

Monte Carlo Methods in Financial Engineering

Автор: Glasserman
Название: Monte Carlo Methods in Financial Engineering
ISBN: 0387004513 ISBN-13(EAN): 9780387004518
Издательство: Springer
Рейтинг:
Цена: 80840 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques.This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering. It divides roughly into three parts. The first part develops the fundamentals of Monte Carlo methods, the foundations of derivatives pricing, and the implementation of several of the most important models used in financial engineering. The next part describes techniques for improving simulation accuracy and efficiency. The final third of the book addresses special topics: estimating price sensitivities, valuing American options, and measuring market risk and credit risk in financial portfolios.The most important prerequisite is familiarity with the mathematical tools used to specify and analyze continuous-time models in finance, in particular the key ideas of stochastic calculus. Prior exposure to the basic principles of option pricing is useful but not essential.The book is aimed at graduate students in financial engineering, researchers in Monte Carlo simulation, and practitioners implementing models in industry.Mathematical Reviews, 2004: "... this book is very comprehensive, up-to-date and useful tool for those who are interested in implementing Monte Carlo methods in a financial context."

Introduction to Actuarial and Financial Mathematical Methods

Автор: Stephen Garrett
Название: Introduction to Actuarial and Financial Mathematical Methods
ISBN: 0128001569 ISBN-13(EAN): 9780128001561
Издательство: Elsevier Science
Рейтинг:
Цена: 91190 T
Наличие на складе: Поставка под заказ.
Описание: This self-contained module for independent study covers the subjects most often needed by non-mathematics graduates, such as fundamental calculus, linear algebra, probability, and basic numerical methods. The easily-understandable text of Introduction to Actuarial and Mathematical Methods features examples, motivations, and lots of practice from a large number of end-of-chapter questions.For readers with diverse backgrounds entering programs of the Institute and Faculty of Actuaries, the Society of Actuaries, and the CFA Institute, Introduction to Actuarial and Mathematical Methods can provide a consistency of mathematical knowledge from the outset.

Financial modelling with jump processes

Автор: Cont, Tankov
Название: Financial modelling with jump processes
ISBN: 1584884134 ISBN-13(EAN): 9781584884132
Издательство: Taylor&Francis
Рейтинг:
Цена: 130610 T
Наличие на складе: Поставка под заказ.
Описание: Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models.

Mathematical Methods for Physicists,

Автор: George B. Arfken
Название: Mathematical Methods for Physicists,
ISBN: 0123846544 ISBN-13(EAN): 9780123846549
Издательство: Elsevier Science
Рейтинг:
Цена: 120120 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Now inits 7th edition, Mathematical Methods for Physicists continues to provide all the mathematical methods that aspiring scientists and engineers are likely to encounter as students and beginning researchers. This bestselling text provides mathematical relations and their proofs essential to the study of physics and related fields. While retaining thekey features of the 6th edition, the new edition provides a more careful balance of explanation, theory, and examples. Taking a problem-solving-skills approach to incorporating theorems with applications, the book's improved focus will help students succeed throughout their academic careers and well into their professions. Some notable enhancements include more refined and focused content in important topics, improved organization, updated notations, extensive explanations and intuitive exercise sets, a wider range of problem solutions, improvement in the placement, and a wider range of difficulty of exercises.

Introduction to Quantitative Methods for Financial Markets

Автор: Albrecher
Название: Introduction to Quantitative Methods for Financial Markets
ISBN: 3034805187 ISBN-13(EAN): 9783034805186
Издательство: Springer
Рейтинг:
Цена: 69290 T
Наличие на складе: Поставка под заказ.
Описание: This book covers a broad range of topics in financial mathematics and quantitative modeling, from products and concepts, via model development, up to the calibration of models to market data and implementation of pricing algorithms.

Mathematical Methods For Physicists

Автор: Arfken
Название: Mathematical Methods For Physicists
ISBN: 0120598760 ISBN-13(EAN): 9780120598762
Издательство: Elsevier Science
Рейтинг:
Цена: 106200 T
Наличие на складе: Невозможна поставка.
Описание: Provides the essential mathematical tools and techniques used to solve problems in physics. This work includes differential forms and the elegant forms of Maxwell`s equations, and a chapter on probability and statistics. It also illustrates and proves mathematical relations.

Statistics of Financial Markets, 3 ed.

Автор: Franke
Название: Statistics of Financial Markets, 3 ed.
ISBN: 3642165206 ISBN-13(EAN): 9783642165207
Издательство: Springer
Рейтинг:
Цена: 86570 T
Наличие на складе: Поставка под заказ.
Описание: Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, selecting portfolios and managing risks making realistic assumptions of the market behaviour. The focus is both on the fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, thus making the book the ideal basis for lecturers, seminars and crash courses on the topic. For the third edition the book has been updated and extensively revised. Several new aspects have been included: new chapters on long memory models, copulae and CDO valuation.Practical exercises have been added, the solutions of which are provided in the book by S. Borak, W. H?rdle and B. Lopez Cabrera (2010) ISBN 978-3-642-11133-4.“Both R and Matlab Code, together with the data, can be downloaded by clicking on the Additional Information tab labeled “R and Matlab Code,” which you will find on the right-hand side of the webpage.”

Statistical models and methods for financial markets

Автор: Lai, Tze Leung Xing, Haipeng
Название: Statistical models and methods for financial markets
ISBN: 0387778268 ISBN-13(EAN): 9780387778266
Издательство: Springer
Рейтинг:
Цена: 115490 T
Наличие на складе: Поставка под заказ.
Описание: Presents statistical methods and models of importance to quantitative finance and links finance theory to market practice via statistical modelling and decision making. This book is intended for masters students in mathematical finance, computational finance, and financial mathematics. It is also intended for analysts in the financial industry.

Mathematical Analysis and Numerical Methods for Science and Technology

Автор: Dautray
Название: Mathematical Analysis and Numerical Methods for Science and Technology
ISBN: 3540660976 ISBN-13(EAN): 9783540660972
Издательство: Springer
Рейтинг:
Цена: 92340 T
Наличие на складе: Поставка под заказ.
Описание: The advent of high-speed computers has made it possible to calculate values from models accurately and rapidly. This title compiles the mathematical knowledge required by researchers in mechanics, engineering, chemistry and other branches of application of mathematics for the theoretical and numerical resolution of physical models on computers.


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