Mathematics of finance

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 selfstudy element.
240p crius75 02012013 24 6 Download

Chapter 8  Mathematics of finance: An introduction to basic concepts and calculations. In this chapter, you will learn: Differentiate between simple and compound interest rate calculations, differentiate between nominal and effective interest rate calculations, calculate present and future values of cash flows, calculate the yield of a security, calculate the present value of an annuity.
51p tangtuy10 04052016 8 3 Download

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...
321p bongbong_hong 13122012 107 65 Download

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.
694p kimngan_1 04112012 101 30 Download

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.
294p thuymonguyen88 07052013 24 9 Download

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 "realworld" 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.
338p batrinh 16072009 257 176 Download

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.
225p duypha 15072009 238 108 Download

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 undergraduatesprovided they are adequately prepared in math, probability, and statistics.
399p baobinh1311 25092012 60 33 Download

Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. Examples include pricing of the main exotic derivatives (barrier, basket, rainbow options) as well as risk management issues. Particular focus is given to the pricing of assetbacked securities and basket credit derivative products and the evaluation of counterparty risk in derivative transactions....
308p tieungot 24012013 50 23 Download

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.
220p thuymonguyen88 07052013 34 14 Download

PagIBIG Overseas Program. Several public and private entities offer transnational loans for a variety of purposes. The Philippine government’s PagIBIG Overseas Program, for example, allows overseas Filipino workers to access shortterm loans under the MultiPurpose Loan Program (to help finance members’ immediate medical, educational, or livelihood needs; minor home improvements including the purchase of furniture and appliances; and other related needs) and the Calamity Loan Program (for those in need of financing due a recent calamity).
26p machuavo 19012013 12 2 Download

Chapter 3  The time value of money: An introduction to financial mathematics. In this chapter, you will learn: Understand and solve problems involving simple interest and compound interest, including accumulating, discounting and making comparisons using the effective interest rate; value, as at any date, contracts involving multiple cash flows; distinguish between different types of annuity and calculate their present and future values.
49p tangtuy04 16032016 12 2 Download

Chapter 4  Applying the time value of money to security valuation. Use the tools of financial mathematics to value debt and equity securities, apply the dividend growth model to value ordinary shares, explain the main differences between the valuation of ordinary shares based on dividends and earnings,...
46p tangtuy04 16032016 5 2 Download

Statistics and mathematics underlie the theories of finance. Probability Theory and various distribution types are important to understanding finance. Risk management, for instance, depends on tools such as variance, standard deviation, correlation, and regression analysis. Financial analysis methods such as present values and valuing streams of payments are fundamental to understanding the time value of money and have been in practice for centuries.
18p tangtuy15 30062016 5 2 Download

This book will teach you how to bring together what you know of finance, accounting, and the spreadsheet to give you a new skill—building financial models. The ability to create and unde stand models is one of the most valued skills in business an finance today. It’s an expertise that will stand you in good stea in any arena—Wall Street or Main Street—where numbers ar important. Whether you are a veteran, just starting out on you career, or still in school, having this expertise can give you competitive advantage in what you want to do....
353p batoan 15072009 745 608 Download

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 finalyear 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.
153p real_spamer9x 23052011 164 76 Download

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 selfcontained, 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.
724p thuymonguyen88 07052013 60 36 Download

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 upperlevel mathematical techniques.
709p kennybibo 14072012 66 31 Download

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.
157p possibletb 24092012 45 19 Download

This is an intermediate level postcalculus 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.
389p thienbinh1311 13122012 49 19 Download