Mathematics of finance

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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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  • 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.

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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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  • 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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  • 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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  • 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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  • 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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  • 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 asset-backed securities and basket credit derivative products and the evaluation of counterparty risk in derivative transactions....

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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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  • Pag-IBIG Overseas Program. Several public and private entities offer transnational loans for a variety of purposes. The Philippine government’s Pag-IBIG Overseas Program, for example, allows overseas Filipino workers to access short-term loans under the Multi-Purpose 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).

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  • 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....

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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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  • 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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  • 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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  • The long-awaited sequel to the "Concepts and Practice of Mathematical Finance" has now arrived. Taking up where the first volume left off, a range of topics is covered in depth. Extensive sections include portfolio credit derivatives, quasi-Monte Carlo, the calibration and implementation of the LIBOR market model, the acceleration of binomial trees, the Fourier transform in option pricing and much more. Throughout Mark Joshi brings his unique blend of theory, lucidity, practicality and experience to bear on issues relevant to the working quantitative analyst....

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