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Applied Probabilistic Calculus For Financial Engineering

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Applied Probabilistic Calculus For Financial Engineering

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Author : Bertram K. C. Chan
language : en
Publisher: John Wiley & Sons
Release Date : 2017-09-11

Applied Probabilistic Calculus For Financial Engineering written by Bertram K. C. Chan 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 2017-09-11 with Mathematics categories.

Illustrates how R may be used successfully to solve problems in quantitative finance Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R provides R recipes for asset allocation and portfolio optimization problems. It begins by introducing all the necessary probabilistic and statistical foundations, before moving on to topics related to asset allocation and portfolio optimization with R codes illustrated for various examples. This clear and concise book covers financial engineering, using R in data analysis, and univariate, bivariate, and multivariate data analysis. It examines probabilistic calculus for modeling financial engineering—walking the reader through building an effective financial model from the Geometric Brownian Motion (GBM) Model via probabilistic calculus, while also covering Ito Calculus. Classical mathematical models in financial engineering and modern portfolio theory are discussed—along with the Two Mutual Fund Theorem and The Sharpe Ratio. The book also looks at R as a calculator and using R in data analysis in financial engineering. Additionally, it covers asset allocation using R, financial risk modeling and portfolio optimization using R, global and local optimal values, locating functional maxima and minima, and portfolio optimization by performance analytics in CRAN. Covers optimization methodologies in probabilistic calculus for financial engineering Answers the question: What does a "Random Walk" Financial Theory look like? Covers the GBM Model and the Random Walk Model Examines modern theories of portfolio optimization, including The Markowitz Model of Modern Portfolio Theory (MPT), The Black-Litterman Model, and The Black-Scholes Option Pricing Model Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R s an ideal reference for professionals and students in economics, econometrics, and finance, as well as for financial investment quants and financial engineers.

Applied Probabilistic Calculus For Financial Engineering

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Author : Bertram K. C. Chan
language : en
Publisher: John Wiley & Sons
Release Date : 2017-10-16

Monte Carlo Methods In Financial Engineering

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Author : Paul Glasserman
language : en
Publisher: Springer Science & Business Media
Release Date : 2004

Monte Carlo Methods In Financial Engineering written by Paul Glasserman and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Business & Economics categories.

From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton, Contingency Analysis

Probability For Finance

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Author : Jan Malczak
language : en
Publisher: Cambridge University Press
Release Date : 2014

Probability For Finance written by Jan Malczak 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 2014 with Business & Economics categories.

A rigorous, unfussy introduction to modern probability theory that focuses squarely on applications in finance.

Simultaneous Mass Transfer And Chemical Reactions In Engineering Science

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Author : Bertram K. C. Chan
language : en
Publisher: John Wiley & Sons
Release Date : 2023-01-30

Simultaneous Mass Transfer And Chemical Reactions In Engineering Science written by Bertram K. C. Chan 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 2023-01-30 with Technology & Engineering categories.

Simultaneous Mass Transfer and Chemical Reactions in Engineering Science A comprehensive look at the basic science of diffusional process and mass transfer Mass transfer as a principle is an essential part of numerous unit operations in biomolecular, chemical, and process engineering; crystallization, distillation, and membrane separation processes, for example, use this important method. Given this significance – particularly in engineering design where these processes occur – understanding the design and analysis of such unit operations must begin with a basic understanding of how simultaneous mass transfer and the chemical reactions that influence these occurrences. It is also vital to be aware of the most up-to-date technologies for analyzing and predicting the phenomena. Given the significance of this process, Simultaneous Mass Transfer and Chemical Reactions in Engineering Science is an important resource as it introduces the reader to the complex subject of simultaneous mass transfer with biochemical and chemical reactions and gives them the tools to develop an applicable design. Analyzing the systems of simultaneous mass transfer and reactions is at the core of this book, as all known design approaches are carefully examined and compared. The volume also provides the reader with a working knowledge of the latest technologies – with a special focus on the open-sourced computer programming language R – and how these tools are an essential resource in quantitative assessment in analysis models. Simultaneous Mass Transfer and Chemical Reactions in Engineering Science provides a working knowledge of the latest information on simultaneous mass transfer and reactions by focusing on the analysis of this process, as well as discussing the existence and distinctive quality of the solutions to the Simultaneous Mass Transfer and Chemical Reactions in Engineering Science readers will also find: A theoretical basis of each design model that is carefully stated, compared, and assessed Carefully developed and established Existence and Uniqueness Theorems for a general design model Comprehensive coverage of how the programming language R may be used to analyze models Numerous examples and case studies that provide a working knowledge of simultaneous mass transfer and reactions Simultaneous Mass Transfer and Chemical Reactions in Engineering Science is a useful reference for students in chemical engineering, biotechnology, or chemistry, as well as professional process and chemical engineers.

Problems And Solutions In Mathematical Finance

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Author : Eric Chin
language : en
Publisher: John Wiley & Sons
Release Date : 2014-11-20

Problems And Solutions In Mathematical Finance written by Eric Chin 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 2014-11-20 with Business & Economics categories.

Mathematical finance requires the use of advanced mathematicaltechniques drawn from the theory of probability, stochasticprocesses and stochastic differential equations. These areas aregenerally introduced and developed at an abstract level, making itproblematic when applying these techniques to practical issues infinance. Problems and Solutions in Mathematical Finance Volume I:Stochastic Calculus is the first of a four-volume set ofbooks focusing on problems and solutions in mathematicalfinance. This volume introduces the reader to the basic stochasticcalculus concepts required for the study of this important subject,providing a large number of worked examples which enable the readerto build the necessary foundation for more practical orientatedproblems in the later volumes. Through this application and byworking through the numerous examples, the reader will properlyunderstand and appreciate the fundamentals that underpinmathematical finance. Written mainly for students, industry practitioners and thoseinvolved in teaching in this field of study, StochasticCalculus provides a valuable reference book to complementone’s further understanding of mathematical finance.

Biostatistics For Human Genetic Epidemiology

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Author : Bertram K. C. Chan
language : en
Publisher: Springer
Release Date : 2018-10-24

Biostatistics For Human Genetic Epidemiology written by Bertram K. C. Chan and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-24 with Medical categories.

The book illustrates how biostatistics may numerically summarize human genetic epidemiology using R, and may be used successfully to solve problems in quantitative Genetic Epidemiology Biostatistics for Human Genetic Epidemiology provides statistical methodologies and R recipes for human genetic epidemiologic problems. It begins by introducing all the necessary probabilistic and statistical foundations, before moving on to topics related human genetic epidemiology, with R codes illustrations for various examples. This clear and concise book covers human genetic epidemiology, using R in data analysis, including multivariate data analysis. It examines probabilistic and statistical theories for modeling human genetic epidemiology – leading the readers through an effective epidemiologic model, from simple to advanced levels. Classical mathematical, probabilistic, and statistical theory are thoroughly discussed and presented. This book also presents R as a calculator and using R in data analysis. Additionally, it covers Advanced Human Genetic Data Concepts, the Study of Human Genetic Variation, Manhattan Plots, as well as the Procedures for Multiple Comparison. Numerous Worked Examples are provided for illustrations of concepts and real-life applications. Biostatistics for Human Genetic Epidemiology is an ideal reference for professionals and students in Medicine (particularly in Preventive Medicine and Public Health Medical Practices), as well as in Genetics, Epidemiology, and Biostatistics.

Heavy Tail Phenomena

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Author : Sidney I. Resnick
language : en
Publisher: Springer Science & Business Media
Release Date : 2007

Heavy Tail Phenomena written by Sidney I. Resnick and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Business & Economics categories.

This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. It is uniquely devoted to heavy-tails and emphasizes both probability modeling and statistical methods for fitting models. Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use a statistics package. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics.

Financial Calculus

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Author : Martin Baxter
language : en
Publisher: Cambridge University Press
Release Date : 1996-09-19

Financial Calculus written by Martin Baxter 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 1996-09-19 with Business & Economics categories.

A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.

Martingale Methods In Financial Modelling

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Author : Marek Musiela
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-01-20

Martingale Methods In Financial Modelling written by Marek Musiela and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-01-20 with Mathematics categories.

A new edition of a successful, well-established book that provides the reader with a text focused on practical rather than theoretical aspects of financial modelling Includes a new chapter devoted to volatility risk The theme of stochastic volatility reappears systematically and has been revised fundamentally, presenting a much more detailed analyses of interest-rate models

Applied Probabilistic Calculus For Financial Engineering

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