A Primer For The Mathematics Of Financial Engineering
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A Primer For The Mathematics Of Financial Engineering
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Author : Dan Stefanica
language : en
Publisher:
Release Date : 2008
A Primer For The Mathematics Of Financial Engineering written by Dan Stefanica and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Business mathematics categories.
Risk Neutral Pricing And Financial Mathematics
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Author : Peter M. Knopf
language : en
Publisher: Elsevier
Release Date : 2015-07-29
Risk Neutral Pricing And Financial Mathematics written by Peter M. Knopf and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-07-29 with Business & Economics categories.
Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society). - Includes more subjects than other books, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, term structure models, valuation, and hedging techniques - Emphasizes introductory financial engineering, financial modeling, and financial mathematics - Suited for corporate training programs and professional association certification programs
Mathematics And Tools For Financial Engineering
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Author : Petros A. Ioannou
language : en
Publisher: SIAM
Release Date : 2021-09-07
Mathematics And Tools For Financial Engineering written by Petros A. Ioannou and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-09-07 with Mathematics categories.
This book presents an overview of fundamental concepts in mathematics and how they are applied to basic financial engineering problems, with the goal of teaching students to use mathematics and engineering tools to understand and solve financial problems. Part I covers mathematical preliminaries (set theory, linear algebra, sequences and series, real functions and analysis, numerical approximations and computations, basic optimization theory, and stochastic processes), and Part II addresses financial topics ranging from low- to high-risk investments (interest rates and value of money, bonds, dynamic asset modeling, portfolio theory and optimization, option pricing, and the concept of hedging). Based on lectures for a master’s program in financial engineering given by the author over 12 years at the University of Southern California, Mathematics and Tools for Financial Engineering contains numerous examples and problems, establishes a strong general mathematics background and engineering modeling techniques in a pedagogical fashion, and covers numerical techniques with applications to solving financial problems using different software tools. This textbook is intended for graduate and advanced undergraduate students in finance or financial engineering and is useful to readers with no prior knowledge in finance who want to understand some basic mathematical tools and theories associated with financial engineering. It is also appropriate as an overview of many mathematical concepts and engineering tools relevant to courses on numerical analysis, modeling and data science, numerical optimization, and approximation theory.
A Linear Algebra Primer For Financial Engineering
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Author : Dan Stefanica
language : en
Publisher:
Release Date : 2014-09-25
A Linear Algebra Primer For Financial Engineering written by Dan Stefanica and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-25 with Business mathematics categories.
Solutions Manual A Linear Algebra Primer For Financial Engineering
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Author : Dan Stefanica
language : en
Publisher:
Release Date : 2016-08-22
Solutions Manual A Linear Algebra Primer For Financial Engineering written by Dan Stefanica and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-08-22 with categories.
Numerical Methods In Finance With C
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Author : Maciej J. Capiński
language : en
Publisher: Cambridge University Press
Release Date : 2012-08-02
Numerical Methods In Finance With C written by Maciej J. Capiński and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-02 with Business & Economics categories.
Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical techniques and programming skills they need. The authors start from scratch, so the reader does not need any previous experience of C++. Beginning with straightforward option pricing on binomial trees, the book gradually progresses towards more advanced topics, including nonlinear solvers, Monte Carlo techniques for path-dependent derivative securities, finite difference methods for partial differential equations, and American option pricing by solving a linear complementarity problem. Further material, including solutions to all exercises and C++ code, is available online. The book is ideal preparation for work as an entry-level quant programmer and it gives readers the confidence to progress to more advanced skill sets involving C++ design patterns as applied in finance.
The Mathematics Of Financial Modeling And Investment Management
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Author : Sergio M. Focardi
language : en
Publisher: John Wiley & Sons
Release Date : 2004-04-12
The Mathematics Of Financial Modeling And Investment Management written by Sergio M. Focardi and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-04-12 with Business & Economics categories.
the mathematics of financial modeling & investment management The Mathematics of Financial Modeling & Investment Management covers a wide range of technical topics in mathematics and finance-enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations. This comprehensive resource will introduce you to key mathematical techniques-matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis, optimization-as well as show you how these techniques are successfully implemented in the world of modern finance. Special emphasis is placed on the new mathematical tools that allow a deeper understanding of financial econometrics and financial economics. Recent advances in financial econometrics, such as tools for estimating and representing the tails of the distributions, the analysis of correlation phenomena, and dimensionality reduction through factor analysis and cointegration are discussed in depth. Using a wealth of real-world examples, Focardi and Fabozzi simultaneously show both the mathematical techniques and the areas in finance where these techniques are applied. They also cover a variety of useful financial applications, such as: * Arbitrage pricing * Interest rate modeling * Derivative pricing * Credit risk modeling * Equity and bond portfolio management * Risk management * And much more Filled with in-depth insight and expert advice, The Mathematics of Financial Modeling & Investment Management clearly ties together financial theory and mathematical techniques.
An Introduction To The Mathematics Of Finance
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Author : Stephen Garrett
language : en
Publisher: Butterworth-Heinemann
Release Date : 2013-05-28
An Introduction To The Mathematics Of Finance written by Stephen Garrett and has been published by Butterworth-Heinemann this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-05-28 with Business & Economics categories.
An Introduction to the Mathematics of Finance: A Deterministic Approach, Second edition, offers a highly illustrated introduction to mathematical finance, with a special emphasis on interest rates. This revision of the McCutcheon-Scott classic follows the core subjects covered by the first professional exam required of UK actuaries, the CT1 exam. It realigns the table of contents with the CT1 exam and includes sample questions from past exams of both The Actuarial Profession and the CFA Institute. With a wealth of solved problems and interesting applications, An Introduction to the Mathematics of Finance stands alone in its ability to address the needs of its primary target audience, the actuarial student. - Closely follows the syllabus for the CT1 exam of The Institute and Faculty of Actuaries - Features new content and more examples - Online supplements available: http://booksite.elsevier.com/9780080982403/ - Includes past exam questions from The Institute and Faculty of Actuaries and the CFA Institute
An Introduction To Mathematical Finance With Applications
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Author : Arlie O. Petters
language : en
Publisher: Springer
Release Date : 2016-06-17
An Introduction To Mathematical Finance With Applications written by Arlie O. Petters and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-17 with Mathematics categories.
This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without appropriately deriving them. The balance achieved will give readers a fundamental understanding of key financial ideas and tools that form the basis for building realistic models, including those that may become proprietary. Numerous carefully chosen examples and exercises reinforce the student’s conceptual understanding and facility with applications. The exercises are divided into conceptual, application-based, and theoretical problems, which probe the material deeper. The book is aimed toward advanced undergraduates and first-year graduate students who are new to finance or want a more rigorous treatment of the mathematical models used within. While no background in finance is assumed, prerequisite math courses include multivariable calculus, probability, and linear algebra. The authors introduce additional mathematical tools as needed. The entire textbook is appropriate for a single year-long course on introductory mathematical finance. The self-contained design of the text allows for instructor flexibility in topics courses and those focusing on financial derivatives. 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.