Mathematique Statistique Et Finance 2eme Edition
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Mathematique Statistique Et Finance 2eme Edition
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Author : Patrice Rey
language : fr
Publisher: BoD - Books on Demand
Release Date : 2021-04-24
Mathematique Statistique Et Finance 2eme Edition written by Patrice Rey and has been published by BoD - Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-04-24 with Computers categories.
Ce livre ne constitue pas une prise en main du logiciel EXCEL 2016 mais plutôt un ouvrage de spécialisation montrant, par de nombreux exemples pratiques et pédagogiques, les principaux calculs mathématiques que l'on peut réaliser dans des domaines très variés comme par exemple avec les calculs arithmétiques, les calculs trigonométriques, les calculs avec les nombres complexes, les calculs matriciels, les calculs sur le système de numération, les calculs statistiques et les calculs financiers.
Excel 2016 Mathematique Statistique Et Finance
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Author : Patrice Rey
language : fr
Publisher: BoD - Books on Demand
Release Date : 2019-07-12
Excel 2016 Mathematique Statistique Et Finance written by Patrice Rey and has been published by BoD - Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-12 with Computers categories.
Ce livre est un ouvrage de spécialisation montrant, par de nombreux exemples pratiques et pédagogiques, les principaux calculs mathématiques que l'on peut réaliser dans des domaines très variés (les calculs arithmétiques, les calculs trigonométriques, les calculs avec les nombres complexes, les calculs matriciels, les calculs sur le système de numération), les principaux calculs statistiques et les principaux calculs financiers. De plus, deux chapitres sont consacrés à la réalisation des graphiques et à la composition des animations interactives, permettant de réaliser des simulations réalistes lors de calculs mathématiques spécifiques. Les deux derniers chapitres traitent des outils d'analyse et des fonctions d'accès au Web.
Modeling Financial Time Series With S Plus
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Author : Eric Zivot
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-10-10
Modeling Financial Time Series With S Plus written by Eric Zivot 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 2007-10-10 with Business & Economics categories.
This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. It is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts. This edition covers S+FinMetrics 2.0 and includes new chapters.
Stochastic Finance
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Author : Hans Föllmer
language : en
Publisher: Walter de Gruyter
Release Date : 2011-01-28
Stochastic Finance written by Hans Föllmer and has been published by Walter de Gruyter this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-01-28 with Mathematics categories.
This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry. The focus on stochastic models in discrete time has two immediate benefits. First, the probabilistic machinery is simpler, and one can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives. Second, the paradigm of a complete financial market, where all derivatives admit a perfect hedge, becomes the exception rather than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage. The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. This third revised and extended edition now contains more than one hundred exercises. It also includes new material on risk measures and the related issue of model uncertainty, in particular a new chapter on dynamic risk measures and new sections on robust utility maximization and on efficient hedging with convex risk measures.
Applied Quantitative Finance
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Author : Wolfgang Karl Härdle
language : en
Publisher: Springer
Release Date : 2018-08-12
Applied Quantitative Finance written by Wolfgang Karl Härdle and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-08-12 with Business & Economics categories.
This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula modeling. This third edition is devoted to modern risk analysis based on quantitative methods and textual analytics to meet the current challenges in banking and finance. It includes 14 new contributions and presents a comprehensive, state-of-the-art treatment of cutting-edge methods and topics, such as collateralized debt obligations, the high-frequency analysis of market liquidity, and realized volatility. The book is divided into three parts: Part 1 revisits important market risk issues, while Part 2 introduces novel concepts in credit risk and its management along with updated quantitative methods. The third part discusses the dynamics of risk management and includes risk analysis of energy markets and for cryptocurrencies. Digital assets, such as blockchain-based currencies, have become popular b ut are theoretically challenging when based on conventional methods. Among others, it introduces a modern text-mining method called dynamic topic modeling in detail and applies it to the message board of Bitcoins. The unique synthesis of theory and practice supported by computational tools is reflected not only in the selection of topics, but also in the fine balance of scientific contributions on practical implementation and theoretical concepts. This link between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners convenient access to new techniques in quantitative finance. Hence the book will appeal both to researchers, including master and PhD students, and practitioners, such as financial engineers. The results presented in the book are fully reproducible and all quantlets needed for calculations are provided on an accompanying website. The Quantlet platform quantlet.de, quantlet.com, quantlet.org is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web. QuantNet and the corresponding Data-Driven Documents-based visualization allows readers to reproduce the tables, pictures and calculations inside this Springer book.
Math Matiques Financi Res
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Author : Pierre Devolder
language : fr
Publisher: Pearson
Release Date : 2015-06-19
Math Matiques Financi Res written by Pierre Devolder and has been published by Pearson this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-06-19 with Business & Economics categories.
Une vision moderne, complète et rigoureuse desmathématiques financières. Cet ouvrage à la fois théoriqueet pratique, facilement accessible offre une analyse des éléments les plus récents des marchés financiers.
Ma Triser L Al Atoire
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Author : Eva Cantoni
language : fr
Publisher: Springer
Release Date : 2009-09-21
Ma Triser L Al Atoire written by Eva Cantoni and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-09-21 with Mathematics categories.
Cette 2e édition revue et augmentée de Maîtriser l'aléatoire est constitué de 245 exercices résolus qui couvrent tous les concepts de base des probabilités et de la statistique. Il est structuré en neuf chapitres, contenant chacun une brève introduction, des renvois bibliographiques vers des ouvrages plus spécialisés, ainsi qu’une série d'exercices et leurs solutions détaillées. Classés par ordre croissant de difficulté, ces derniers permettront au lecteur d’apprécier l’étendue de sa progression. Ce livre peut être utilisé en complément de n’importe quel manuel théorique de statistique et probabilités. En raison de la grande diversité des exemples proposés, il conviendra à un lectorat varié: étudiants en sciences économiques, psychologie, sciences sociales, mathématiques, physique, chimie, médecine ou biologie. Il sera utilisé avec profit dans le cadre des enseignements de 1er et 2e cycles universitaires et pourra aussi largement intéresser toute personne soucieuse de son autoformation.
Binomial Models In Finance
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Author : John van der Hoek
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-04-18
Binomial Models In Finance written by John van der Hoek 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 2006-04-18 with Business & Economics categories.
This book describes the modelling of prices of ?nancial assets in a simple d- crete time, discrete state, binomial framework. By avoiding the mathematical technicalitiesofcontinuoustime?nancewehopewehavemadethematerial accessible to a wide audience. Some of the developments and formulae appear here for the ?rst time in book form. We hope our book will appeal to various audiences. These include MBA s- dents,upperlevelundergraduatestudents,beginningdoctoralstudents,qu- titative analysts at a basic level and senior executives who seek material on new developments in ?nance at an accessible level. The basic building block in our book is the one-step binomial model where a known price today can take one of two possible values at a future time, which might, for example, be tomorrow, or next month, or next year. In this simple situation “risk neutral pricing” can be de?ned and the model can be applied to price forward contracts, exchange rate contracts and interest rate derivatives. In a few places we discuss multinomial models to explain the notions of incomplete markets and how pricing can be viewed in such a context, where unique prices are no longer available. The simple one-period framework can then be extended to multi-period m- els.TheCox-Ross-RubinsteinapproximationtotheBlackScholesoptionpr- ing formula is an immediate consequence. American, barrier and exotic - tions can all be discussed and priced using binomial models. More precise modelling issues such as implied volatility trees and implied binomial trees are treated, as well as interest rate models like those due to Ho and Lee; and Black, Derman and Toy.
Statistique Math Matique Et Statistique Des Processus Collection M Thodes Stochastiques Appliqu Es
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Author : BOSQ Denis
language : en
Publisher: Lavoisier
Release Date : 2012-06-01
Statistique Math Matique Et Statistique Des Processus Collection M Thodes Stochastiques Appliqu Es written by BOSQ Denis and has been published by Lavoisier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-06-01 with categories.
La plupart des manuels de statistique traitent seulement le cas des variables indépendantes et de même loi. Or, dans les applications, les variables observées sont très souvent corrélées. Les exemples sont nombreux en physique, chimie, biologie, économie, démographie ou finance. Pour combler cette lacune, cet ouvrage étudie la modélisation mathématique des phénomènes statistiques et s'intéresse plus particulièrement à la statistique des processus. Didactique et illustré de nombreux exercices, il comporte trois parties : la statistique mathématique, basée sur la théorie de la décision et le point de vue asymptotique, la statistique des processus à temps discret (processus ARMA) et à temps continu (processus de Poisson, processus de diffusion) et des compléments de probabilités. Statistique mathématique et statistique des processus s'adresse aux étudiants de master et aux élèves des grandes écoles. L'auteur Denis Bosq est professeur émérite à l'Université Pierre et Marie Curie. Il est l'auteur de nombreux articles et livres de recherche en statistique.
Math Matique Et Statistique De L Entreprise
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Author : Alain Forcioli
language : fr
Publisher: De Boeck
Release Date : 1997
Math Matique Et Statistique De L Entreprise written by Alain Forcioli and has been published by De Boeck this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with categories.
La généralisation de l'utilisation de l'outil informatique dans l'entreprise nécessite une transformation radicale de l'apprentissage et de la pratique des techniques quantitatives de gestion. Les auteurs mettent à profit leur expérience pédagogique et professionnelle pour montrer comment formaliser les problèmes à l'aide d'outils statistiques et mathématiques, puis comment les résoudre par un recours systématique au tableur Excel. Les thèmes développés dans ce cadre sont alors ceux qui se prêtent le mieux à un traitement (calcul ou simulation) sous Excel : statistiques descriptives, calcul de probabilités, modélisation, calcul matriciel et financier, optimisation. Une variété d'exemples issus de la réalité de l'entreprise illustre chacune des notions exposées. Cet ouvrage s'adresse : - aux enseignants désireux de développer une méthode d'enseignement originale et pluridisciplinaire, - aux étudiants de premier et second cycle d'économie et de gestion, soucieux de pratiquer les moyens modernes de calcul, - aux gestionnaires susceptibles de développer ou d'exploiter dans l'entreprise des outils de simulation.