Illustrating Finance Policy with Mathematica, Nicholas L. Georgakopoulos
Автор: Joshi, Mark S. Название: Concepts and practice of mathematical finance ISBN: 0521514088 ISBN-13(EAN): 9780521514088 Издательство: Cambridge Academ Рейтинг: Цена: 73920.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: 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.
Автор: Monique Jeanblanc, Marc Yor, Marc Chesney Название: Mathematical Methods for Financial Markets ISBN: 1852333766 ISBN-13(EAN): 9781852333768 Издательство: Springer Рейтинг: Цена: 58690.00 T Наличие на складе: Есть 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.
Автор: Bouchaud, Jean-philippe Bonart, Julius (university Название: Trades, quotes and prices ISBN: 110715605X ISBN-13(EAN): 9781107156050 Издательство: Cambridge Academ Рейтинг: Цена: 77090.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: For decades, discussions of financial markets have primarily centred on prices. In this book for practitioners, researchers and advanced students, the authors present an alternative approach - the microstructure approach - by considering the micro-scale actions of individual traders, and addressing many long-standing questions regarding market fairness, stability, and optimal trading.
Автор: L. Thomas, D. Edelman, J. Crook Название: Credit Scoring and its Applications, Second Edition ISBN: 1611974550 ISBN-13(EAN): 9781611974553 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 91130.00 T Наличие на складе: Невозможна поставка. Описание: Credit Scoring and Its Applications is recognized as the bible of credit scoring. It contains a comprehensive review of the objectives, methods, and practical implementation of credit and behavioral scoring. The authors review principles of the statistical and operations research methods used in building scorecards, as well as the advantages and disadvantages of each approach. The book contains a description of practical problems encountered in building, using, and monitoring scorecards and examines some of the country-specific issues in bankruptcy, equal opportunities, and privacy legislation. It contains a discussion of economic theories of consumers' use of credit, and readers will gain an understanding of what lending institutions seek to achieve by using credit scoring and the changes in their objectives.New to the second edition are:lessons that can be learned for operations research model building from the global financial crisiscurrent applications of scoringdiscussions on the Basel Accords and their requirements for scoringnew methods for scorecard building and new expanded sections on ways of measuring scorecard performance, andsurvival analysis for credit scoring.Other unique features include methods of monitoring scorecards and deciding when to update them, as well as different applications of scoring, including direct marketing, profit scoring, tax inspection, prisoner release, and payment of fines.
Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systematic study to the practical problem of optimal trading in the presence of mean-reverting price dynamics. It is self-contained and organized in its presentation, and provides rigorous mathematical analysis as well as computational methods for trading ETFs, options, futures on commodities or volatility indices, and credit risk derivatives.
This book offers a unique financial engineering approach that combines novel analytical methodologies and applications to a wide array of real-world examples. It extracts the mathematical problems from various trading approaches and scenarios, but also addresses the practical aspects of trading problems, such as model estimation, risk premium, risk constraints, and transaction costs. The explanations in the book are detailed enough to capture the interest of the curious student or researcher, and complete enough to give the necessary background material for further exploration into the subject and related literature.
This book will be a useful tool for anyone interested in financial engineering, particularly algorithmic trading and commodity trading, and would like to understand the mathematically optimal strategies in different market environments.
Автор: Oosterlee, Cornelis W (delft Univ Of Tech, The Netherlands & Centrum Wiskunde & Informatica (cwi), The Netherlands) Grzelak, Lech A. (delft Univ Of Te Название: Mathematical modeling and computation in finance: with exercises and python and matlab computer codes ISBN: 1786348055 ISBN-13(EAN): 9781786348050 Издательство: World Scientific Publishing Рейтинг: Цена: 58080.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models, numerical valuation techniques, computational aspects, financial products, and risk management applications presented will enable readers to progress in the challenging field of computational finance.When the behavior of financial market participants changes, the corresponding stochastic mathematical models describing the prices may also change. Financial regulation may play a role in such changes too. The book thus presents several models for stock prices, interest rates as well as foreign-exchange rates, with increasing complexity across the chapters. As is said in the industry, 'do not fall in love with your favorite model.' The book covers equity models before moving to short-rate and other interest rate models. We cast these models for interest rate into the Heath-Jarrow-Morton framework, show relations between the different models, and explain a few interest rate products and their pricing.The chapters are accompanied by exercises. Students can access solutions to selected exercises, while complete solutions are made available to instructors. The MATLAB and Python computer codes used for most tables and figures in the book are made available for both print and e-book users. This book will be useful for people working in the financial industry, for those aiming to work there one day, and for anyone interested in quantitative finance. The topics that are discussed are relevant for MSc and PhD students, academic researchers, and for quants in the financial industry.Supplementary Material: Solutions Manual is available to instructors who adopt this textbook for their courses. Please contact sales@wspc.com.
Автор: Petters Arlie O., Dong Xiaoying Название: An Introduction to Mathematical Finance with Applications: Understanding and Building Financial Intuition ISBN: 1493981374 ISBN-13(EAN): 9781493981373 Издательство: Springer Цена: 46570.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: 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.
Автор: Oosterlee Cornelis W Название: Mathematical Modeling And Computation In Finance: With Exerc ISBN: 1786347946 ISBN-13(EAN): 9781786347947 Издательство: World Scientific Publishing Рейтинг: Цена: 95040.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models, numerical valuation techniques, computational aspects, financial products, and risk management applications presented will enable readers to progress in the challenging field of computational finance.When the behavior of financial market participants changes, the corresponding stochastic mathematical models describing the prices may also change. Financial regulation may play a role in such changes too. The book thus presents several models for stock prices, interest rates as well as foreign-exchange rates, with increasing complexity across the chapters. As is said in the industry, 'do not fall in love with your favorite model.' The book covers equity models before moving to short-rate and other interest rate models. We cast these models for interest rate into the Heath-Jarrow-Morton framework, show relations between the different models, and explain a few interest rate products and their pricing.The chapters are accompanied by exercises. Students can access solutions to selected exercises, while complete solutions are made available to instructors. The MATLAB and Python computer codes used for most tables and figures in the book are made available for both print and e-book users. This book will be useful for people working in the financial industry, for those aiming to work there one day, and for anyone interested in quantitative finance. The topics that are discussed are relevant for MSc and PhD students, academic researchers, and for quants in the financial industry.Supplementary Material: Solutions Manual is available to instructors who adopt this textbook for their courses. Please contact sales@wspc.com.
Автор: Mias Название: Mathematica for Bioinformatics ISBN: 3319723766 ISBN-13(EAN): 9783319723761 Издательство: Springer Рейтинг: Цена: 167700.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
1 Introduction to Bioinformatics
1.1 Principles of Genomics
1.2 Beyond the Genomes: Multiple Omics
1.3 Systems and Networks
1.4 Bioinformatics in modern genetics
2. A Mathematica Primer for Bioinformaticians
2.1 Getting Started
2.2 Variables
2.3 Lists
2.4 Functions
2.4 Importing and Exporting Data
2.5 Graphics
2.6 Associations and Query
2.7 Wolfram Alpha
2.8 Wolfram Language Resources
3. Statistics for Genomic Analysis
3.1 Probability
3.2 Distributions
3.3 Hypotheses
3.4 Parametric Testing
3.5 Non-parametric Testing
3.6 Markov Chains
3.7 Exploratory Data Analysis
4. Genomic Sequences
4.1 Sequence Alignments
4.2 Pairwise Alignment
4.3 Dynamic Programming
4.4 Processing Sequencing Files
5. Databases
5.1 Connecting to Databases
5.2 UCSC Browser and MySQL
5.3 Gene Ontology Annotations
5.4 Biological Pathways
5.5 Genomic Medicine Data Sources
6. Transcriptomics
6.1 Transcriptomic Data
6.2 Quality Control
6.3 Normalization
6.4 Differential Gene Expression
6.5 Visualization
6.6 Classification and Biological Significance
7. Proteomics
7.1 Proteomics Data
7.2 Spectral Visualization
7.3 Quality Control
7.4 Normalization
7.5 Differential Protein Expression
7.6 Visualization
8. Metabolomics
8.1 Metabolomics Data
8.2 Metabolomics Databases
8.3 Metabolomics Data Analysis
8.4 Putative Identification of Compounds
8.5 Clustering and Principal Co
mponents Analysis
9. Systems Biology
9.1 Introduction to Systems Biology
9.2 Basic Models
9.3 Visualization of Data
9.4 Beyond Basic Models
10. Networks
10.1 Introduction to Network Analysis
10.2 Basic Network Construction
10.3 Network Properties
10.4 Network Comparison
10.5 Scale Free Networks
11. Time Series Analysis
11.1 Introduction to Time Series
11.2 Regularly Sampled Time Series
11.3 Frequency Representation of Longitudinal Data
11.4 Uneven Sampling
12. Omics Integration and Systems Medicine
12.1 Introduction to Multiple Omics Integration
12.2 Systems Medicine Approaches
12.3 Example Integration of Omics Datasets
13. Bioinformatics Development with Mathematica
13.1 Introduction to Pa
ckages
13.2 Creating a Simple Bioinformatics Package
13.3 Dynamics, Manipulate and Interactive Interfaces
Автор: George Mias Название: Mathematica for Bioinformatics ISBN: 3030101924 ISBN-13(EAN): 9783030101923 Издательство: Springer Рейтинг: Цена: 167700.00 T Наличие на складе: Нет в наличии. Описание: This book offers a comprehensive introduction to using Mathematica and the Wolfram Language for Bioinformatics. The chapters build gradually from basic concepts and the introduction of the Wolfram Language and coding paradigms in Mathematica, to detailed worked examples derived from typical research applications using Wolfram Language code. The coding examples range from basic sequence analysis, accessing genomic databases, differential gene expression, and machine learning implementations to time series analysis of longitudinal omics experiments, multi-omics integration and building dynamic interactive bioinformatics tools using the Wolfram Language. The topics address the daily bioinformatics needs of a broad audience: experimental users looking to understand and visualize their data, beginner bioinformaticians acquiring coding expertise in providing biological research solutions, and practicing expert bioinformaticians working on omics who wish to expand their toolset to include the Wolfram Language.
Автор: Marco Corazza; Cira Perna; Marilena Sibillo; Flore Название: Mathematical and Statistical Methods for Actuarial Sciences and Finance ISBN: 3319502336 ISBN-13(EAN): 9783319502335 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This volume gathers selected peer-reviewed papers presented at the "International MAF Conference 2016 - Mathematical and Statistical Methods for Actuarial Sciences and Finance" held in Paris at the University of Paris-Dauphine from March 30 to April 1, 2016.
Автор: Malliavin Название: Stochastic Calculus of Variations in Mathematical Finance ISBN: 3540434313 ISBN-13(EAN): 9783540434313 Издательство: Springer Рейтинг: Цена: 83850.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Malliavin calculus provides an infinite-dimensional differential calculus in the context of continuous paths stochastic processes. The calculus includes formulae of integration by parts and Sobolev spaces of differentiable functions defined on a probability space. This new book, demonstrating the relevance of Malliavin calculus for Mathematical Finance, starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms of Malliavin calculus. Integration by parts formulae provide stable Monte Carlo schemes for numerical valuation of digital options. Finite-dimensional projections of infinite-dimensional Sobolev spaces lead to Monte Carlo computations of conditional expectations useful for computing American options. The discretization error of the Euler scheme for a stochastic differential equation is expressed as a generalized Watanabe distribution on the Wiener space. Insider information is expressed as an infinite-dimensional drift. The last chapter gives an introduction to the same objects in the context of jump processes where incomplete markets appear.
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