Problems And Solutions In Mathematical Finance
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Problems And Solutions In Mathematical Finance Volume 4
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Author : Eric Chin
language : en
Publisher: Wiley
Release Date : 2024-09-30
Problems And Solutions In Mathematical Finance Volume 4 written by Eric Chin and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-09-30 with Business & Economics categories.
A practical problem solving reference for commodity and Forex derivatives Problems and Solutions in Mathematical Finance provides an innovative reference for quantitative finance students and practitioners. Using a unique problem-solving approach, this invaluable guide bridges the gap between the theoretical and practical to impart a deeper understanding of the mathematical problems encountered in the finance industry. Volume IV: Commodity and Foreign Exchange Derivatives breaks down the complexity of the topic by walking you step-by-step through a variety of modelling problems. Building skill upon skill, you'll work through a series of problems of increasing difficulty as you learn both the strategy and mechanics behind each solution. Coverage includes both theoretical and real-world problems, using stochastic calculus, probability theory and statistics, as well as an assumed understanding of exotic option and interest rate models covered in volumes II and III. Financial institutions rely on quantitative analysis to inform decision making on trading, hedging, investing, risk management and pricing. This book provides both instruction and reference from a highly practical perspective, giving you a highly applicable real-world skillset. Fully grasp the fundamentals of commodity and foreign exchange derivatives Follow mathematical modelling processes step-by-step Link theory to real-world problems through guided problem-solving Test your knowledge and skills with increasingly complex problem sets Commodity and Foreign Exchange Derivatives are a complex, nuanced area in the quantitative finance realm. Simply reading about these instruments fails to convey the level of understanding required to work with them; in the real-world, quants draw upon an in-depth knowledge of both finance and mathematics every day. Problems and Solutions in Mathematical Finance provides practical reference and problem-solving skills for anyone learning or working in quantitative finance.
Problems And Solutions In Mathematical Finance Volume 3
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Author : Eric Chin
language : en
Publisher: Wiley
Release Date : 2023-05-30
Problems And Solutions In Mathematical Finance Volume 3 written by Eric Chin and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-05-30 with Business & Economics categories.
Your complete guide to mastering basic and advanced techniques for interest rate derivative modeling and pricing Interest rate trading constitutes the largest sector of the world derivatives market. Interest rate contracts are a much valued risk management tool used by the majority of the world's largest companies. But interest rate derivative modeling and pricing are extremely challenging tasks, requiring a thorough knowledge and practical expertise in advanced discrete and continuous mathematical modeling methods–practical knowledge which can only be gained through extensive problem solving and the application of contemporary interest rate tools and models to an array of market scenarios. Authored by a distinguished team of quantitative analysts with extensive experience in the field, this second volume in the landmark Problems and Solutions in Mathematical Finance offers you a quick, painless way to acquire that knowledge and expertise. The only book offering a problems-and-solutions approach to teaching interest rate and inflation index derivatives modelling Walks you step-by-step through the theoretical aspects of interest rate and inflation indexed derivatives as well as broad range real-world problems Extremely practical, it bridges the gap between mathematical theory and the everyday reality of the financial markets An ideal text for quantitative finance students and an essential go-to resource for busy practitioners looking to refresh their knowledge and enhance their practical expertise
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.
Problems And Solutions In Mathematical Finance Volume 2
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Author : Eric Chin
language : en
Publisher: John Wiley & Sons
Release Date : 2017-03-13
Problems And Solutions In Mathematical Finance Volume 2 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 2017-03-13 with Business & Economics categories.
Detailed guidance on the mathematics behind equity derivatives Problems and Solutions in Mathematical Finance Volume II is an innovative reference for quantitative practitioners and students, providing guidance through a range of mathematical problems encountered in the finance industry. This volume focuses solely on equity derivatives problems, beginning with basic problems in derivatives securities before moving on to more advanced applications, including the construction of volatility surfaces to price exotic options. By providing a methodology for solving theoretical and practical problems, whilst explaining the limitations of financial models, this book helps readers to develop the skills they need to advance their careers. The text covers a wide range of derivatives pricing, such as European, American, Asian, Barrier and other exotic options. Extensive appendices provide a summary of important formulae from calculus, theory of probability, and differential equations, for the convenience of readers. As Volume II of the four-volume Problems and Solutions in Mathematical Finance series, this book provides clear explanation of the mathematics behind equity derivatives, in order to help readers gain a deeper understanding of their mechanics and a firmer grasp of the calculations. Review the fundamentals of equity derivatives Work through problems from basic securities to advanced exotics pricing Examine numerical methods and detailed derivations of closed-form solutions Utilise formulae for probability, differential equations, and more Mathematical finance relies on mathematical models, numerical methods, computational algorithms and simulations to make trading, hedging, and investment decisions. For the practitioners and graduate students of quantitative finance, Problems and Solutions in Mathematical Finance Volume II provides essential guidance principally towards the subject of equity derivatives.
Problems And Solutions In Mathematical Finance Volume 1
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Author : Eric Chin
language : en
Publisher: John Wiley & Sons
Release Date : 2014-11-10
Problems And Solutions In Mathematical Finance Volume 1 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 2014-11-10 with Business & Economics categories.
Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to practical issues in finance. Problems and Solutions in Mathematical Finance Volume I: Stochastic Calculus is the first of a four-volume set of books focusing on problems and solutions in mathematical finance. This volume introduces the reader to the basic stochastic calculus concepts required for the study of this important subject, providing a large number of worked examples which enable the reader to build the necessary foundation for more practical orientated problems in the later volumes. Through this application and by working through the numerous examples, the reader will properly understand and appreciate the fundamentals that underpin mathematical finance. Written mainly for students, industry practitioners and those involved in teaching in this field of study, Stochastic Calculus provides a valuable reference book to complement one’s further understanding of mathematical finance.
Problems And Solutions In Mathematical Finance
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Author : Eric Chin
language : en
Publisher: John Wiley & Sons
Release Date : 2017-01-04
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 2017-01-04 with Business & Economics categories.
Detailed guidance on the mathematics behind equity derivatives Problems and Solutions in Mathematical Finance Volume II is an innovative reference for quantitative practitioners and students, providing guidance through a range of mathematical problems encountered in the finance industry. This volume focuses solely on equity derivatives problems, beginning with basic problems in derivatives securities before moving on to more advanced applications, including the construction of volatility surfaces to price exotic options. By providing a methodology for solving theoretical and practical problems, whilst explaining the limitations of financial models, this book helps readers to develop the skills they need to advance their careers. The text covers a wide range of derivatives pricing, such as European, American, Asian, Barrier and other exotic options. Extensive appendices provide a summary of important formulae from calculus, theory of probability, and differential equations, for the convenience of readers. As Volume II of the four-volume Problems and Solutions in Mathematical Finance series, this book provides clear explanation of the mathematics behind equity derivatives, in order to help readers gain a deeper understanding of their mechanics and a firmer grasp of the calculations. Review the fundamentals of equity derivatives Work through problems from basic securities to advanced exotics pricing Examine numerical methods and detailed derivations of closed-form solutions Utilise formulae for probability, differential equations, and more Mathematical finance relies on mathematical models, numerical methods, computational algorithms and simulations to make trading, hedging, and investment decisions. For the practitioners and graduate students of quantitative finance, Problems and Solutions in Mathematical Finance Volume II provides essential guidance principally towards the subject of equity derivatives.
Problems And Solutions In Mathematical Finance
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Author : Eric CHIN
language : en
Publisher:
Release Date : 2014
Problems And Solutions In Mathematical Finance written by Eric CHIN and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.
Measure Probability And Mathematical Finance
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Author : Guojun Gan
language : en
Publisher: John Wiley & Sons
Release Date : 2014-04-07
Measure Probability And Mathematical Finance written by Guojun Gan 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 2014-04-07 with Mathematics categories.
An introduction to the mathematical theory and financial models developed and used on Wall Street Providing both a theoretical and practical approach to the underlying mathematical theory behind financial models, Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach presents important concepts and results in measure theory, probability theory, stochastic processes, and stochastic calculus. Measure theory is indispensable to the rigorous development of probability theory and is also necessary to properly address martingale measures, the change of numeraire theory, and LIBOR market models. In addition, probability theory is presented to facilitate the development of stochastic processes, including martingales and Brownian motions, while stochastic processes and stochastic calculus are discussed to model asset prices and develop derivative pricing models. The authors promote a problem-solving approach when applying mathematics in real-world situations, and readers are encouraged to address theorems and problems with mathematical rigor. In addition, Measure, Probability, and Mathematical Finance features: A comprehensive list of concepts and theorems from measure theory, probability theory, stochastic processes, and stochastic calculus Over 500 problems with hints and select solutions to reinforce basic concepts and important theorems Classic derivative pricing models in mathematical finance that have been developed and published since the seminal work of Black and Scholes Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach is an ideal textbook for introductory quantitative courses in business, economics, and mathematical finance at the upper-undergraduate and graduate levels. The book is also a useful reference for readers who need to build their mathematical skills in order to better understand the mathematical theory of derivative pricing models.
Solving Free Boundary Problems With Applications In Finance
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Author : Kumar Muthuraman
language : en
Publisher: Now Publishers Inc
Release Date : 2008
Solving Free Boundary Problems With Applications In Finance written by Kumar Muthuraman and has been published by Now Publishers Inc this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Boundary value problems categories.
Outlines and explains a recent computational method that solves free boundary problems by reducing them into a sequence of fixed boundary problems which are relatively easy to solve numerically.
Financial Mathematics
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Author : Giuseppe Campolieti
language : en
Publisher: CRC Press
Release Date : 2022-12-21
Financial Mathematics written by Giuseppe Campolieti and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-21 with Business & Economics categories.
The book has been tested and refined through years of classroom teaching experience. With an abundance of examples, problems, and fully worked out solutions, the text introduces the financial theory and relevant mathematical methods in a mathematically rigorous yet engaging way. This textbook provides complete coverage of continuous-time financial models that form the cornerstones of financial derivative pricing theory. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives. Key features: In-depth coverage of continuous-time theory and methodology Numerous, fully worked out examples and exercises in every chapter Mathematically rigorous and consistent, yet bridging various basic and more advanced concepts Judicious balance of financial theory and mathematical methods Guide to Material This revision contains: Almost 150 pages worth of new material in all chapters A appendix on probability theory An expanded set of solved problems and additional exercises Answers to all exercises This book is a comprehensive, self-contained, and unified treatment of the main theory and application of mathematical methods behind modern-day financial mathematics. The text complements Financial Mathematics: A Comprehensive Treatment in Discrete Time, by the same authors, also published by CRC Press.