Computational Financial Mathematics Using Mathematica
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Computational Financial Mathematics Using Mathematica
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Author : Srdjan Stojanovic
language : en
Publisher: Springer Science & Business Media
Release Date : 2002-10-04
Computational Financial Mathematics Using Mathematica written by Srdjan Stojanovic 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 2002-10-04 with Business & Economics categories.
Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analytically and numerically in finding practical solutions. This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte-- Carlo. Nowadays, only good personal computers are required to handle the symbolic and numerical methods that are developed in this book. Key features: * No previous knowledge of Mathematica programming is required * The symbolic, numeric, data management and graphic capabilities of Mathematica are fully utilized * Monte--Carlo solutions of scalar and multivariable SDEs are developed and utilized heavily in discussing trading issues such as Black--Scholes hedging * Black--Scholes and Dupire PDEs are solved symbolically and numerically * Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided * Comprehensive study of optimal portfolio diversification, including an original theory of optimal portfolio hedging under non-Log-Normal asset price dynamics is presented The book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and individual investors.
Computational Financial Mathematics Using Mathematica
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Author : Srdjan Stojanovic
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Computational Financial Mathematics Using Mathematica written by Srdjan Stojanovic 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 2012-12-06 with Business & Economics categories.
Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analytically and numerically in finding practical solutions. This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte-- Carlo. Nowadays, only good personal computers are required to handle the symbolic and numerical methods that are developed in this book. Key features: * No previous knowledge of Mathematica programming is required * The symbolic, numeric, data management and graphic capabilities of Mathematica are fully utilized * Monte--Carlo solutions of scalar and multivariable SDEs are developed and utilized heavily in discussing trading issues such as Black--Scholes hedging * Black--Scholes and Dupire PDEs are solved symbolically and numerically * Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided * Comprehensive study of optimal portfolio diversification, including an original theory of optimal portfolio hedging under non-Log-Normal asset price dynamics is presented The book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and individual investors.
Computational Financial Mathematics Using Mathematica
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Author : Srdjan Stojanovic
language : en
Publisher: Springer
Release Date : 2019-05-09
Computational Financial Mathematics Using Mathematica written by Srdjan Stojanovic and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-05-09 with Mathematics categories.
This second edition presents an applied approach to financial mathematics and provides an overview of existing and original material. Sophisticated theories are presented systematically in a user-friendly style which promotes a powerful combination of mathematical rigor and Mathematica programming. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte--Carlo. This new comprehensive study guide presents several additional financial problems that can be directly applied in the field, i.e., Integral-PDE Dupire equations, inverse problems, 3-D numerical pricing equations, obstacle problems, optimal portfolio problem for momentum markets. The book is intended for instructors and graduate students interested in financial mathematics as well as mathematically inclined investors and traders who rely on cash, stocks, and stock options on a regular basis.
Computational Financial Mathematics Using Mathematica
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Author : Srdjan Stojanovic
language : en
Publisher: Birkhauser
Release Date : 2003
Computational Financial Mathematics Using Mathematica written by Srdjan Stojanovic and has been published by Birkhauser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Business & Economics categories.
CD-ROM contains: Electronic version of text, with executabile code and color pictures.
Brownian Motion Calculus
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Author : Ubbo F. Wiersema
language : en
Publisher: John Wiley & Sons
Release Date : 2008-08-06
Brownian Motion Calculus written by Ubbo F. Wiersema 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 2008-08-06 with Business & Economics categories.
Brownian Motion Calculus presents the basics of Stochastic Calculus with a focus on the valuation of financial derivatives. It is intended as an accessible introduction to the technical literature. A clear distinction has been made between the mathematics that is convenient for a first introduction, and the more rigorous underpinnings which are best studied from the selected technical references. The inclusion of fully worked out exercises makes the book attractive for self study. Standard probability theory and ordinary calculus are the prerequisites. Summary slides for revision and teaching can be found on the book website.
The Journal Of Computational Finance
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Author :
language : en
Publisher:
Release Date : 2006
The Journal Of Computational Finance written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Finance categories.
Advances In Applied Mathematics And Global Optimization
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Author : David Y. Gao
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-04-09
Advances In Applied Mathematics And Global Optimization written by David Y. Gao 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 2009-04-09 with Mathematics categories.
The articles that comprise this distinguished annual volume for the Advances in Mechanics and Mathematics series have been written in honor of Gilbert Strang, a world renowned mathematician and exceptional person. Written by leading experts in complementarity, duality, global optimization, and quantum computations, this collection reveals the beauty of these mathematical disciplines and investigates recent developments in global optimization, nonconvex and nonsmooth analysis, nonlinear programming, theoretical and engineering mechanics, large scale computation, quantum algorithms and computation, and information theory.
Computational Financial Mathematics Using Mathematica
DOWNLOAD
Author : Srdjan Stojanovic
language : en
Publisher: Birkhäuser
Release Date : 2002-10-04
Computational Financial Mathematics Using Mathematica written by Srdjan Stojanovic and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-10-04 with Business & Economics categories.
Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analytically and numerically in finding practical solutions. This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte-- Carlo. Nowadays, only good personal computers are required to handle the symbolic and numerical methods that are developed in this book. Key features: * No previous knowledge of Mathematica programming is required * The symbolic, numeric, data management and graphic capabilities of Mathematica are fully utilized * Monte--Carlo solutions of scalar and multivariable SDEs are developed and utilized heavily in discussing trading issues such as Black--Scholes hedging * Black--Scholes and Dupire PDEs are solved symbolically and numerically * Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided * Comprehensive study of optimal portfolio diversification, including an original theory of optimal portfolio hedging under non-Log-Normal asset price dynamics is presented The book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and individual investors.
Lectures On Global Optimization
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Author : Thomas Frederick Coleman
language : en
Publisher: American Mathematical Soc.
Release Date : 2009
Lectures On Global Optimization written by Thomas Frederick Coleman and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Mathematics categories.
A large number of mathematical models in many diverse areas of science and engineering have lead to the formulation of optimization problems where the best solution (globally optimal) is needed. This book covers a small subset of important topics in global optimization with emphasis on theoretical developments and scientific applications.
Neutral And Indifference Portfolio Pricing Hedging And Investing
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Author : Srdjan Stojanovic
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-08-30
Neutral And Indifference Portfolio Pricing Hedging And Investing written by Srdjan Stojanovic 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 2011-08-30 with Mathematics categories.
This book is written for quantitative finance professionals, students, educators, and mathematically inclined individual investors. It is about some of the latest developments in pricing, hedging, and investing in incomplete markets. With regard to pricing, two frameworks are fully elaborated: neutral and indifference pricing. With regard to hedging, the most conservative and relaxed hedging formulas are derived. With regard to investing, the neutral pricing methodology is also considered as a tool for connecting market asset prices with optimal positions in such assets. Srdjan D. Stojanovic is Professor in the Department of Mathematical Sciences at University of Cincinnati (USA) and Professor in the Center for Financial Engineering at Suzhou University (China).