Mathematics for finance

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  • A First Course in Discrete Mathematics I. Anderson Analytic Methods for Partial Differential Equations G. Evans, J. Blackledge, P. Yardley Applied Geometry for Computer Graphics and CAD D. Marsh Basic Linear Algebra, Second Edition T.S. Blyth and E.F. Robertson Basic Stochastic Processes Z. Brze´ niak and T. Zastawniak z Elementary Differential Geometry A. Pressley Elementary Number Theory G.A. Jones and J.M. Jones Elements of Abstract Analysis M. Ó Searcóid Elements of Logic via Numbers and Sets D.L. Johnson...

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  • The CBOE normally sets the strike prices for its options so that they are spaced $2.50, $5 or $10 apart. Stocks at lower prices have smaller spaces between strike prices. When options with a new expiration date are introduced, the CBOE usually introduces two or three options with strikes nearest to the current stock price. If the price moves outside this range, new strikes may be introduced. For example, if new October options are offered on a stock currently priced at $84, then options striking at $80, $85 and $90 might be created.

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  • This book is intended primarily for students on economics, business studies and management courses. It assumes very little prerequisite knowledge, so it can be read by students who have not undertaken a mathematics course for some time. The style is informal and the book contains a large number of worked examples. Students are encouraged to tackle problems for themselves as they read through each section. Detailed solutions are provided so that all answers can be checked.

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  • Chapter 2 - Mathematical and statistical foundations. This chapter presents the following content: Straight lines, plot of hours studied against mark obtained, quadratic functions, the roots of quadratic functions, calculating the roots of quadratics, manipulating powers and their indices, logarithms, how do logs work?,...and other contents.

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  • The aim of this book is to bring students of economics and finance who have only an introductory background in mathematics up to a quite advanced level in the subject, thus preparing them for the core mathematical demands of econometrics, economic theory, quantitative finance and mathematical economics, which they are likely to encounter in their final-year courses and beyond. The level of the book will also be useful for those embarking on the first year of their graduate studies in Business, Economics or Finance.

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  • This text is aimed at students of economics and the closely related disciplines of accountancy and business, and provides examples and problems relevant to those subjects, using real data where possible. The book is at an elementary level and requires no prior knowledge of statistics, nor advanced mathematics. For those with a weak mathematical background and in need of some revision, some recommended texts are given at the end of this preface.

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  • Our primary objective herein is not to determine how approximate calculations introduce errors into situations with accurate hypotheses, but instead to study how rigorous calculations transmit errors due to inaccurate parameters or hypotheses. Unlike quantities represented by entire numbers, the continuous quantities generated from physics, economics or engineering sciences, as represented by one or several real numbers, are compromised by errors.

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  • This book is an extension of “Probability for Finance” to multi-period financial models, either in the discrete or continuous-time framework. It describes the most important stochastic processes used in finance in a pedagogical way, especially Markov chains, Brownian motion and martingales. It also shows how mathematical tools like filtrations, Itô’s lemma or Girsanov theorem should be understood in the framework of financial models. It also provides many illustrations coming from the financial literature....

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  • This book is a final year undergraduate text on stochastic processes, a tool used widely by statisticians and researchers working, for example, in the mathematics of finance. The book will give a detailed treatment of conditional expectation and probability, a topic which is essential as a tool for stochastic processes. Although the book is a final year text, the authors have chosen to use exercises as the main means of explanation for the various topics, hence the course has a strong self-study element.

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  • Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods. Indeed, the area is an expanding source for novel and relevant "real-world" mathematics. In this book, the authors describe the modeling of financial derivative products from an applied mathematician's viewpoint, from modeling to analysis to elementary computation.

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  • Solve Two of the Toughest Problems When Preparing for the Stockbroker’s Exam Those wishing to become licensed as stockbrokers must pass the series 7 examination. This exam, known officially as the General Securities Registered Representative Examination, is very rigorous. Traditionally, students without a financial background have a difficult time with the mathematical calculations peculiar to the world of stocks, bonds, and options. Many are also relatively unfa- miliar with proper use of the calculator and thus are dou- bly hampered in their efforts to become registered.

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  • In this book I present classical quantitative finance. The book is suitable for students on advanced undergraduate finance and derivatives courses, MBA courses, and graduate courses that are mainly taught, as opposed to ones that are based on research. The text is quite self-contained, with, I hope, helpful sidebars (‘Time Out’) covering the more mathematical aspects of the subject for those who feel a little bit uncomfortable. Little prior knowledge is assumed, other than basic calculus, even stochastic calculus is explained here in a simple, accessible way.

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  • This work gives an overview of core topics in the “investment” side of finance, stressing the quantitative aspects of the subject. The presentation is at a moderately sophisticated level that would be appropriate for masters or early doctoral students in economics, engineering, finance, and mathematics. It would also be suitable for advanced and well motivated undergraduates-provided they are adequately prepared in math, probability, and statistics.

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  • Clearly and elegantly presented, Mathematical Methods in Science and Engineering provides a coherent treatment of mathematical methods, bringing advanced mathematical tools to a multidisciplinary audience. The growing interest in interdisciplinary studies has brought scientists from many disciplines such as physics, mathematics, chemistry, biology, economics, and finance together, which has increased the demand for courses in upper-level mathematical techniques.

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  • English for Careers Finance 1 gives you the language, information, and skills you need to start your career or work towards the ICFE (International Certificate in Financial English exams. Learn the English you need to do the job, practise language in real work situations, and learn specialist vocabulary on every page.

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  • This is an intermediate level post-calculus text on mathematical and statistical methods, directed toward the needs of chemists. It has developed out of a course that I teach at the University of Massachusetts Dartmouth for thirdyear undergraduate chemistry majors and, with additional assignments, for chemistry graduate students.

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  • This book reports initial efforts in providing some useful extensions in financial modeling; further work is necessary to complete the research agenda. The demonstrated extensions in this book in the computation and modeling of optimal control in finance have shown the need and potential for further areas of study in financial modeling. Potentials are in both the mathematical structure and computational aspects of dynamic optimization. There are needs for more organized and coordinated computational approaches.

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  • It is a pleasure to edit the second volume of papers presented at the Mathematical Finance Seminar of New York University. These articles, written by some of the leading experts in financial modeling cover a variety of topics in this field. The volume is divided into three parts: (I) Estimation and Data-Driven Models, (II) Model Calibration and Option Volatility and (III) Pricing and Hedging. The papers in the section on "Estimation and Data-Driven Models" develop new econometric techniques for finance and, in some cases, apply them to derivatives.

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  • This is the third volume of the Paris-Princeton Lectures in Mathematical Finance. The goal of this series is to publish cutting edge research in self-contained articles prepared by well known leaders in the field or promising young researchers invited by the editors. Particular attention is paid to the quality of the exposition, and the aim is at articles that can serve as an introductory reference for research in the field. The series is a result of frequent exchanges between researchers in finance and financial mathematics in Paris and Princeton.

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  • This book is designed for students and researchers who want to develop professional skill in modern quantitative applications in nance. The Center for Applied Statistics and Economics (CASE) course at Humboldt-Universitat zu Berlin that forms the basis for this book is o ered to interested students who have had some experience with probability, statistics and software applications but have not had advanced courses in mathematical nance.

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