Mathematical methods for finance

Continued part 1, part 2 of ebook "Mathematical methods for finance: Tools for asset and risk management" provides readers with contents including: chapter 7 - optimization; chapter 8 - difference equations; chapter 9 - differential equations; chapter 10 - stochastic integrals; chapter 11 - stochastic differential equations;...

156p hanlinhchi 29-08-2023 9 4   Download

Part 1 of ebook "Mathematical methods for finance: Tools for asset and risk management" provides readers with contents including: chapter 1 - basic concepts, sets, functions, and variables; chapter 2 - differential calculus; chapter 3 - integral calculus; chapter 4 - matrix algebra; chapter 5 - probability basic concepts; chapter 6 - probability random variables and expectations;...

166p hanlinhchi 29-08-2023 4 3   Download

This paper uses literature from the fields of organisational sustainability and human capital, which have demonstrated a link between sustainable human capital and the financial performance of the firm, to argue that securities analysts need to be able to systematically analyse human capital in order to provide transparent and well-informed investment recommendations. It is the function of securities analysts to attempt to predict the future financial performance of firms within an industry sector.

10p quenchua1 04-11-2019 18 2   Download

Basic principles underlying the transactions of financial markets are tied to probability and statistics. Accordingly it is natural that books devoted to mathematical finance are dominated by stochastic methods. Only in recent years, spurred by the enormous economical success of financial derivatives, a need for sophisticated computational technology has developed. For example, to price an American put, quantitative analysts have asked for the numerical solution of a free-boundary partial differential equation.

313p thuymonguyen88 07-05-2013 67 24   Download

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.

244p thuymonguyen88 07-05-2013 59 9   Download

This book is written for those physicists who want to work on Wall Street but have not bothered to read anything about Finance. This is a crash course that the author, a physicist himself, needed when he landed a financial data analyst job and became fascinated with the huge data sets at his disposal. More broadly, this book addresses the reader with some background in science or engineering (college-level math helps) who is willing to learn the basic concepts and quantitative methods used in modern finance.

179p thuymonguyen88 07-05-2013 66 12   Download

A considerable part of the vast development in Mathematical Finance over the last two decades was determined by the application of stochastic methods. These were therefore chosen as the focus of the 2003 School on “Stochastic Methods in Finance”. The growing interest of the mathematical community in this field was also reflected by the extraordinarily high number of applications for the CIME-EMS School. It was attended by 115 scientists and researchers, selected from among over 200 applicants. The attendees came from all continents: 85 were Europeans, among them 35 Italians.

316p haiduong_1 03-04-2013 65 13   Download

In deciding the course for reform, however, the innovations and experiences of markets in the region are also important. Developing markets often mimic more advanced European and North American markets. But complex structures designed for diverse developed markets are sometimes ill-suited to less-developed economies. Instead, looking to neighboring, emerging markets at similar stages of development can be more useful.

36p enter1cai 16-01-2013 46 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 13-12-2012 199 71   Download

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.

389p thienbinh1311 13-12-2012 107 25   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 upper-level mathematical techniques.

709p kennybibo 14-07-2012 134 40   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 "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.

338p batrinh 16-07-2009 324 183   Download