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 : 2011
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 2011 with Business mathematics categories.
Solutions Manual A Primer For The Mathematics Of Financial Engineering Second Edition
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Author : Dan Stefanica
language : en
Publisher:
Release Date : 2011
Solutions Manual A Primer For The Mathematics Of Financial Engineering Second Edition 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 2011 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 For Finance
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Author : Marek Capinski
language : en
Publisher: Springer
Release Date : 2006-04-18
Mathematics For Finance written by Marek Capinski and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-04-18 with Business & Economics categories.
This textbook contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. Assuming only a basic knowledge of probability and calculus, the material is presented in a mathematically rigorous and complete way. The book covers the time value of money, including the time structure of interest rates, bonds and stock valuation; derivative securities (futures, options), modelling in discrete time, pricing and hedging, and many other core topics. With numerous examples, problems and exercises, this book is ideally suited for independent study.
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.
A Primer For Financial Engineering
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Author : Ali N. Akansu
language : en
Publisher: Academic Press
Release Date : 2015-03-25
A Primer For Financial Engineering written by Ali N. Akansu and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-03-25 with Technology & Engineering categories.
This book bridges the fields of finance, mathematical finance and engineering, and is suitable for engineers and computer scientists who are looking to apply engineering principles to financial markets. The book builds from the fundamentals, with the help of simple examples, clearly explaining the concepts to the level needed by an engineer, while showing their practical significance. Topics covered include an in depth examination of market microstructure and trading, a detailed explanation of High Frequency Trading and the 2010 Flash Crash, risk analysis and management, popular trading strategies and their characteristics, and High Performance DSP and Financial Computing. The book has many examples to explain financial concepts, and the presentation is enhanced with the visual representation of relevant market data. It provides relevant MATLAB codes for readers to further their study. Please visit the companion website on http://booksite.elsevier.com/9780128015612/ Provides engineering perspective to financial problems In depth coverage of market microstructure Detailed explanation of High Frequency Trading and 2010 Flash Crash Explores risk analysis and management Covers high performance DSP & financial computing
An Introduction To The Mathematics Of Financial Derivatives
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Author : Salih N. Neftci
language : en
Publisher: Academic Press
Release Date : 2000-05-19
An Introduction To The Mathematics Of Financial Derivatives written by Salih N. Neftci and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-05-19 with Business & Economics categories.
A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new ones, and inserted chapter-concluding exercises. He does not assume that the reader has a thorough mathematical background. His explanations of financial calculus seek to be simple and perceptive.
Introduction To Quantitative Finance
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Author : Robert R. Reitano
language : en
Publisher: MIT Press
Release Date : 2010-01-29
Introduction To Quantitative Finance written by Robert R. Reitano and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-01-29 with Mathematics categories.
An introduction to many mathematical topics applicable to quantitative finance that teaches how to “think in mathematics” rather than simply do mathematics by rote. This text offers an accessible yet rigorous development of many of the fields of mathematics necessary for success in investment and quantitative finance, covering topics applicable to portfolio theory, investment banking, option pricing, investment, and insurance risk management. The approach emphasizes the mathematical framework provided by each mathematical discipline, and the application of each framework to the solution of finance problems. It emphasizes the thought process and mathematical approach taken to develop each result instead of the memorization of formulas to be applied (or misapplied) automatically. The objective is to provide a deep level of understanding of the relevant mathematical theory and tools that can then be effectively used in practice, to teach students how to “think in mathematics” rather than simply to do mathematics by rote. Each chapter covers an area of mathematics such as mathematical logic, Euclidean and other spaces, set theory and topology, sequences and series, probability theory, and calculus, in each case presenting only material that is most important and relevant for quantitative finance. Each chapter includes finance applications that demonstrate the relevance of the material presented. Problem sets are offered on both the mathematical theory and the finance applications sections of each chapter. The logical organization of the book and the judicious selection of topics make the text customizable for a number of courses. The development is self-contained and carefully explained to support disciplined independent study as well. A solutions manual for students provides solutions to the book's Practice Exercises; an instructor's manual offers solutions to the Assignment Exercises as well as other materials.
Principles Of Financial Engineering
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Author : Salih N. Neftci
language : en
Publisher: Academic Press
Release Date : 2008-12-09
Principles Of Financial Engineering written by Salih N. Neftci and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-09 with Mathematics categories.
Principles of Financial Engineering, Second Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the "engineering" elements of financial engineering instead of the mathematics underlying it. It shows you how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the engineering aspects of derivatives (how to create them) rather than their pricing (how they act) in relation to other instruments, the financial markets, and financial market practices. This volume explains ways to create financial tools and how the tools work together to achieve specific goals. Applications are illustrated using real-world examples. It presents three new chapters on financial engineering in topics ranging from commodity markets to financial engineering applications in hedge fund strategies, correlation swaps, structural models of default, capital structure arbitrage, contingent convertibles, and how to incorporate counterparty risk into derivatives pricing. Poised midway between intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing. This latest edition of Principles of Financial Engineering is ideal for financial engineers, quantitative analysts in banks and investment houses, and other financial industry professionals. It is also highly recommended to graduate students in financial engineering and financial mathematics programs. The Second Edition presents 5 new chapters on structured product engineering, credit markets and instruments, and principle protection techniques, among other topics Additions, clarifications, and illustrations throughout the volume show these instruments at work instead of explaining how they should act The Solutions Manual enhances the text by presenting additional cases and solutions to exercises
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.