Mathematical Methods for Financial Markets, Monique Jeanblanc; Marc Yor; Marc Chesney
Старое издание
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.
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: Поставка под заказ. 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.
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: Есть у поставщика 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.
Автор: Chapra, Steven C. Название: Numerical methods for engineers ISBN: 007126759X ISBN-13(EAN): 9780071267595 Издательство: McGraw-Hill Рейтинг: Цена: 74240 T Наличие на складе: Невозможна поставка. Описание: Numerical Methods for Engineers
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.
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."
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: Есть у поставщика 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.
Автор: George B. Arfken Название: Mathematical Methods for Physicists, ISBN: 0123846544 ISBN-13(EAN): 9780123846549 Издательство: Elsevier Science Рейтинг: Цена: 114290 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.
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.
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.
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.
Автор: Herman Название: A Course in Mathematical Methods for Physicists ISBN: 146658467X ISBN-13(EAN): 9781466584679 Издательство: Taylor&Francis Рейтинг: Цена: 89380 T Наличие на складе: Поставка под заказ. Описание:
Based on the author's junior-level undergraduate course, this introductory textbook is designed for a course in mathematical physics. Focusing on the physics of oscillations and waves, A Course in Mathematical Methods for Physicists helps students understand the mathematical techniques needed for their future studies in physics. It takes a bottom-up approach that emphasizes physical applications of the mathematics.
The book offers:
A quick review of mathematical prerequisites, proceeding to applications of differential equations and linear algebra
Classroom-tested explanations of complex and Fourier analysis for trigonometric and special functions
Coverage of vector analysis and curvilinear coordinates for solving higher dimensional problems
Sections on nonlinear dynamics, variational calculus, numerical solutions of differential equations, and Green's functions
Автор: Satyajit Das Название: Structured Products Volume 2: Equity; Commodity; Credit & New Markets (The Swaps & Financial Derivatives Library), 3rd Edition Revised ISBN: 0470821671 ISBN-13(EAN): 9780470821671 Издательство: Wiley Рейтинг: Цена: 151250 T Наличие на складе: Поставка под заказ. Описание: Structured Products Volume 2 consists of 5 Parts and 21 Chapters covering equity derivatives (including equity swaps/options, convertible securities and equity linked notes) , commodity derivatives (including energy, metal and agricultural derivatives), credit derivatives (including credit linked notes/collateralised debt obligations ("CDOs")), new derivative markets (including inflation linked derivatives and notes, insurance derivatives, weather derivatives, property, bandwidth/telephone minutes, macro-economic index and emission/environmental derivatives ) and tax based applications of derivatives. It also covers the structure and evolution of derivative markets including electronic trading markets and the origins, evolution and prospects for derivative markets. EQUITY LINKED STRUCTURES 55. Equity Derivatives - Equity Futures; Equity Options/Warrants & Equity Swaps 56. Convertible Securities 57. Structured Convertible Securities 58. Equity Linked Notes 59. Equity Derivatives - Investor Applications 60. Equity Capital Management - Corporate Finance Applications of Equity Derivatives COMMODITY LINKED STRUCTURES 61. Commodity Derivatives - Commodity Futures/Options, Commodity Swaps and Comdity Linked Notes 62. Commodity Derivatives - Energy (Oil, Natural Gas and Electricity) Markets 63. Commodity Derivatives - Metal Markets 64. Commodity Derivatives - Agricultural and Other Markets CREDIT DERVIATIVES 65. Credit Derivative Products 66. Credit Linked Notes/Collateralised Debt Obligations 67. Credit Derivatives/Default Risk - Pricing and Modelling 68. Credit Derivatives - Applications/Markets NEW MARKETS 69. Inflation Indexed Notes and Derivatives. 70. Alternative Risk Transfer/Insurance Derivatives 71. Weather Derivatives 72. New Markets - Property; Bandwidth; Macro-Economic & Environmental Derivatives 73. Tax and Structured Derivatives Transactions EVOLUTION OF DERIVATIVES MARKETS 74. Electronic Markets and Derivatives Trading 75. Financial Derivatives - Evolution and Prospects
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