An Introduction to Financial Mathematics: Option Valuation, Hugo D. Junghenn
Старое издание
Автор: Tsay Название: An Introduction to Analysis of Financial Data with R ISBN: 0470890819 ISBN-13(EAN): 9780470890813 Издательство: Wiley Рейтинг: Цена: 124550.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: A complete set of statistical tools for beginning financial analysts from a leading authority Written by one of the leading experts on the topic, An Introduction to Analysis of Financial Data with R explores basic concepts of visualization of financial data.
Автор: Krylov Название: Introduction To The Theory Of Random Processes (Graduate Studies In Mathematics) ISBN: 0821829858 ISBN-13(EAN): 9780821829851 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 36790.00 T Наличие на складе: Невозможна поставка. Описание: Discusses the theory of stochastic processes. This book presents basics of discrete time martingales. It includes such topics as Wiener process, stationary processes, infinitely divisible processes, and Ito stochastic equations.
Автор: James Gareth Название: An Introduction to Statistical Learning ISBN: 1461471370 ISBN-13(EAN): 9781461471370 Издательство: Springer Рейтинг: Цена: 60550.00 T Наличие на складе: Невозможна поставка. Описание: This book presents key modeling and prediction techniques, along with relevant applications. Topics include linear regression, classification, resampling methods, shrinkage approaches, tree-based methods, support vector machines, and clustering.
Автор: Dougherty Christopher Название: Introduction to Econometrics, 5 ed. ISBN: 0199676828 ISBN-13(EAN): 9780199676828 Издательство: Oxford Academ Рейтинг: Цена: 80250.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Combining the rigour of econometric theory with an accessible style, Dougherty`s step by step explanations and relevant practical exercises ensure students develop an intuitive understanding of econometrics, and gain hands-on experience of the tools used in economic and financial forecasting.
Автор: Ali Hirsa Название: An Introduction to the Mathematics of Financial Derivatives, ISBN: 012384682X ISBN-13(EAN): 9780123846822 Издательство: Elsevier Science Рейтинг: Цена: 88690.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: A text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring a basic knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. It encourages use of discrete chapters as complementary readings on different topics.
Название: Undergraduate Introduction to Financial Mathematics ISBN: 9814407445 ISBN-13(EAN): 9789814407441 Издательство: World Scientific Publishing Рейтинг: Цена: 64410.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Provides an introduction to financial mathematics and financial engineering for undergraduate students who have completed a three- or four-semester sequence of calculus courses. This book contains material that can adequately prepare the reader for graduate-level study in mathematical finance.
Автор: Hastings Название: Introduction to Financial Mathematics ISBN: 149872390X ISBN-13(EAN): 9781498723909 Издательство: Taylor&Francis Рейтинг: Цена: 99010.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Introduction to Financial Mathematics is ideal for an introductory undergraduate course. Unlike most textbooks aimed at more advanced courses, the textmotivates students through a discussion of personal finances and portfolio management. The author then goes on to covervaluation of financial derivatives in discrete time, using all of closed form, recursive, and simulation methods.
The text covers nearly all of the syllabus topics of the Financial Mathematics Actuarial examination, providing students with the foundation they require for future studies and throughout their careers. It begins by covering standard material on the mathematics of interest, including compound interest, present value, annuities, loans, several versions of the rate of return on an investment, and interest in continuous time. The text explains how to value bonds at their issue dates, at coupon times, between coupon times, and in cases where the bonds are terminated early. Next, it supplies a rapid-fire overview of the main ideas and techniques of discrete probability, including sample spaces and probability measures, random variables and distributions, expectation, conditional probability, and independence. The author introduces the basic terminology of stocks and stock trading. He also explains how to derive the rate of return on a portfolio and how to use the idea of risk aversion to model the investor tradeoff between risk and return. The text also discusses the estimation of parameters of asset models from real data. The text closes with a detailed discussion of how to value financial derivatives using anti-arbitrage assumptions. The one-step and multi-step cases are covered, and exotic options such as barrier options are also introduced, to which simulation methods are applied. Many of the examples in the book involve numerical solution of complicated non-linear equations; others ask students to produce algorithms which beg to be implemented as programs. For maximum flexibility, the author has produced the text without adhering to any particular computational platform. A digital version of this text is also available in the form of Mathematica notebooks that contain additional content.
Автор: Kaminsky Kenneth Название: Financial Literacy: Introduction to the Mathematics of Interest, Annuities, and Insurance ISBN: 076185309X ISBN-13(EAN): 9780761853091 Издательство: Неизвестно Цена: 110340.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Requiring only a background in high school algebra, this book uses an innovative approach to make today`s college student literate in such financial matters as loans, pensions, and insurance. Included are hundreds of examples and solved problems, as well as several hundred exercises backed up by a solutions manual.
A step-by-step approach to the mathematical financial theory and quantitative methods needed to implement and apply state-of-the-art valuation techniques
Written as an accessible and appealing introduction to financial derivatives, "Elementary Financial Derivatives: A Guide to Trading and Valuation with Application"s provides the necessary techniques for teaching and learning complex valuation techniques. Filling the current gap in financial engineering literature, the book emphasizes an easy-to-understand approach to the methods and applications of complex concepts without focusing on the underlying statistical and mathematical theories.
Organized into three comprehensive sections, the book discusses the essential topics of the derivatives market with sections on options, swaps, and financial engineering concepts applied primarily, but not exclusively, to the futures market. Providing a better understanding of how to assess risk exposure, the book also includes: A wide range of real-world applications and examples detailing the theoretical concepts discussed throughout Numerous homework problems, highlighted equations, and Microsoft(R) Office Excel(R) modules for valuation Pedagogical elements such as solved case studies, select answers to problems, and key terms and concepts to aid comprehension of the presented material A companion website that contains an Instructor's Solutions Manual, sample lecture PowerPoint(R) slides, and related Excel files and data sets
"Elementary Financial Derivatives: A Guide to Trading and Valuation with Applications "is an excellent introductory textbook for upper-undergraduate courses in financial derivatives, quantitative finance, mathematical finance, and financial engineering. The book is also a valuable resource for practitioners in quantitative finance, industry professionals who lack technical knowledge of pricing options, and readers preparing for the CFA exam.
Jana Sacks, PhD, is Associate Professor in the Department of Accounting and Finance at St. John Fisher College in Rochester, New York. A member of The American Finance Association, the National Association of Corporate Directors, and the International Atlantic Economic Society, Dr. Sack's research interests include risk management, credit derivatives, pricing, hedging, and structured finance.
Автор: Gueant, Olivier Название: Financial mathematics of market liquidity ISBN: 1498725473 ISBN-13(EAN): 9781498725477 Издательство: Taylor&Francis Рейтинг: Цена: 89820.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance. The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making presents a general modeling framework for optimal execution problems-inspired from the Almgren-Chriss approach-and then demonstrates the use of that framework across a wide range of areas.
The book introduces the classical tools of optimal execution and market making, along with their practical use. It also demonstrates how the tools used in the optimal execution literature can be used to solve classical and new issues where accounting for liquidity is important. In particular, it presents cutting-edge research on the pricing of block trades, the pricing and hedging of options when liquidity matters, and the management of complex share buy-back contracts. What sets this book apart from others is that it focuses on specific topics that are rarely, or only briefly, tackled in books dealing with market microstructure. It goes far beyond existing books in terms of mathematical modeling-bridging the gap between optimal execution and other fields of Quantitative Finance. The book includes two appendices dedicated to the mathematical notions used throughout the book. Appendix A recalls classical concepts of mathematical economics. Appendix B recalls classical tools of convex analysis and optimization, along with central ideas and results of the calculus of variations. This self-contained book is accessible to anyone with a minimal background in mathematical analysis, dynamic optimization, and stochastic calculus. Covering post-electronification financial markets and liquidity issues for pricing, this book is an ideal resource to help investment banks and asset managers optimize trading strategies and improve overall risk management.
Автор: Lebedev V.I. Название: Functional Analysis in Computational Mathematics / An Introduction ISBN: 0817638881 ISBN-13(EAN): 9780817638887 Издательство: Springer Рейтинг: Цена: 72670.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Presents the basics of functional analysis, as well as elements of variational equations (on the basis of bi-linear forms), including the Vishik-Lax-Milgram theorem and of generalized solutions of eliptic problems. Sobolev spaces and embedding theorems are introduced.
Автор: Holmes Название: Introduction to the Foundations of Applied Mathematics ISBN: 0387877495 ISBN-13(EAN): 9780387877495 Издательство: Springer Рейтинг: Цена: 55890.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book deals with the construction, analysis and interpretation of mathematical models to help us understand the world. It develops the mathematical and physical ideas that are fundamental in understanding contemporary problems in science and engineering.
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