Computational Financial Mathematics Using Mathematica

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Computational Financial Mathematics using MATHEMATICA®

Author : Srdjan Stojanovic
Publisher : Springer Science & Business Media
ISBN 13 : 1461200431
Total Pages : 487 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Computational Financial Mathematics using MATHEMATICA® by : Srdjan Stojanovic

Download or read book Computational Financial Mathematics using MATHEMATICA® written by Srdjan Stojanovic and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 487 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

A Workout in Computational Finance, with Website

Author : Andreas Binder
Publisher : John Wiley & Sons
ISBN 13 : 1119971918
Total Pages : 341 pages
Book Rating : 4.1/5 (199 download)

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Book Synopsis A Workout in Computational Finance, with Website by : Andreas Binder

Download or read book A Workout in Computational Finance, with Website written by Andreas Binder and published by John Wiley & Sons. This book was released on 2013-09-23 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive introduction to various numerical methods used in computational finance today Quantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers. A thorough grounding in numerical methods is necessary, as is the ability to assess their quality, advantages, and limitations. This book offers a thorough introduction to each method, revealing the numerical traps that practitioners frequently fall into. Each method is referenced with practical, real-world examples in the areas of valuation, risk analysis, and calibration of specific financial instruments and models. It features a strong emphasis on robust schemes for the numerical treatment of problems within computational finance. Methods covered include PDE/PIDE using finite differences or finite elements, fast and stable solvers for sparse grid systems, stabilization and regularization techniques for inverse problems resulting from the calibration of financial models to market data, Monte Carlo and Quasi Monte Carlo techniques for simulating high dimensional systems, and local and global optimization tools to solve the minimization problem.

Computational Financial Mathematics using MATHEMATICA®

Author : Srdjan Stojanovic
Publisher : Springer
ISBN 13 : 9780387570679
Total Pages : 300 pages
Book Rating : 4.5/5 (76 download)

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Book Synopsis Computational Financial Mathematics using MATHEMATICA® by : Srdjan Stojanovic

Download or read book Computational Financial Mathematics using MATHEMATICA® written by Srdjan Stojanovic and published by Springer. This book was released on 2019-05-09 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Mathematical Modeling And Computation In Finance: With Exercises And Python And Matlab Computer Codes

Author : Cornelis W Oosterlee
Publisher : World Scientific
ISBN 13 : 1786347962
Total Pages : 1310 pages
Book Rating : 4.7/5 (863 download)

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Book Synopsis Mathematical Modeling And Computation In Finance: With Exercises And Python And Matlab Computer Codes by : Cornelis W Oosterlee

Download or read book Mathematical Modeling And Computation In Finance: With Exercises And Python And Matlab Computer Codes written by Cornelis W Oosterlee and published by World Scientific. This book was released on 2019-10-29 with total page 1310 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models, numerical valuation techniques, computational aspects, financial products, and risk management applications presented will enable readers to progress in the challenging field of computational finance.When the behavior of financial market participants changes, the corresponding stochastic mathematical models describing the prices may also change. Financial regulation may play a role in such changes too. The book thus presents several models for stock prices, interest rates as well as foreign-exchange rates, with increasing complexity across the chapters. As is said in the industry, 'do not fall in love with your favorite model.' The book covers equity models before moving to short-rate and other interest rate models. We cast these models for interest rate into the Heath-Jarrow-Morton framework, show relations between the different models, and explain a few interest rate products and their pricing.The chapters are accompanied by exercises. Students can access solutions to selected exercises, while complete solutions are made available to instructors. The MATLAB and Python computer codes used for most tables and figures in the book are made available for both print and e-book users. This book will be useful for people working in the financial industry, for those aiming to work there one day, and for anyone interested in quantitative finance. The topics that are discussed are relevant for MSc and PhD students, academic researchers, and for quants in the financial industry.

Mathematics and Computation

Author : Avi Wigderson
Publisher : Princeton University Press
ISBN 13 : 0691189137
Total Pages : 434 pages
Book Rating : 4.6/5 (911 download)

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Book Synopsis Mathematics and Computation by : Avi Wigderson

Download or read book Mathematics and Computation written by Avi Wigderson and published by Princeton University Press. This book was released on 2019-10-29 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the winner of the Turing Award and the Abel Prize, an introduction to computational complexity theory, its connections and interactions with mathematics, and its central role in the natural and social sciences, technology, and philosophy Mathematics and Computation provides a broad, conceptual overview of computational complexity theory—the mathematical study of efficient computation. With important practical applications to computer science and industry, computational complexity theory has evolved into a highly interdisciplinary field, with strong links to most mathematical areas and to a growing number of scientific endeavors. Avi Wigderson takes a sweeping survey of complexity theory, emphasizing the field’s insights and challenges. He explains the ideas and motivations leading to key models, notions, and results. In particular, he looks at algorithms and complexity, computations and proofs, randomness and interaction, quantum and arithmetic computation, and cryptography and learning, all as parts of a cohesive whole with numerous cross-influences. Wigderson illustrates the immense breadth of the field, its beauty and richness, and its diverse and growing interactions with other areas of mathematics. He ends with a comprehensive look at the theory of computation, its methodology and aspirations, and the unique and fundamental ways in which it has shaped and will further shape science, technology, and society. For further reading, an extensive bibliography is provided for all topics covered. Mathematics and Computation is useful for undergraduate and graduate students in mathematics, computer science, and related fields, as well as researchers and teachers in these fields. Many parts require little background, and serve as an invitation to newcomers seeking an introduction to the theory of computation. Comprehensive coverage of computational complexity theory, and beyond High-level, intuitive exposition, which brings conceptual clarity to this central and dynamic scientific discipline Historical accounts of the evolution and motivations of central concepts and models A broad view of the theory of computation's influence on science, technology, and society Extensive bibliography

Computational Mathematics with SageMath

Author : P. Zimmermann
Publisher : SIAM
ISBN 13 : 161197545X
Total Pages : 459 pages
Book Rating : 4.6/5 (119 download)

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Book Synopsis Computational Mathematics with SageMath by : P. Zimmermann

Download or read book Computational Mathematics with SageMath written by P. Zimmermann and published by SIAM. This book was released on 2018-12-10 with total page 459 pages. Available in PDF, EPUB and Kindle. Book excerpt: This fantastic and deep book about how to use Sage for learning and doing mathematics at all levels perfectly complements the existing Sage documentation. It is filled with many carefully thought through examples and exercises, and great care has been taken to put computational functionality into proper mathematical context. Flip to almost any random page in this amazing book, and you will learn how to play with and visualize some beautiful part of mathematics. --- William A. Stein, CEO, SageMath, and professor of mathematics, University of Washington SageMath, or Sage for short, is an open-source mathematical software system based on the Python language and developed by an international community comprising hundreds of teachers and researchers, whose aim is to provide an alternative to the commercial products Magma, Maple, Mathematica, and MATLAB. To achieve this, Sage relies on many open-source programs, including GAP, Maxima, PARI, and various scientific libraries for Python, to which thousands of new functions have been added. Sage is freely available and is supported by all modern operating systems. Sage provides a wonderful scientific and graphical calculator for high school students, and it efficiently supports undergraduates in their computations in analysis, linear algebra, calculus, etc. For graduate students, researchers, and engineers in various mathematical specialties, Sage provides the most recent algorithms and tools, which is why several universities around the world already use Sage at the undergraduate level.

Introduction to Quantitative Methods for Financial Markets

Author : Hansjoerg Albrecher
Publisher : Springer Science & Business Media
ISBN 13 : 3034805195
Total Pages : 190 pages
Book Rating : 4.0/5 (348 download)

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Book Synopsis Introduction to Quantitative Methods for Financial Markets by : Hansjoerg Albrecher

Download or read book Introduction to Quantitative Methods for Financial Markets written by Hansjoerg Albrecher and published by Springer Science & Business Media. This book was released on 2013-06-28 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: Swaps, futures, options, structured instruments - a wide range of derivative products is traded in today's financial markets. Analyzing, pricing and managing such products often requires fairly sophisticated quantitative tools and methods. This book serves as an introduction to financial mathematics with special emphasis on aspects relevant in practice. In addition to numerous illustrative examples, algorithmic implementations are demonstrated using "Mathematica" and the software package "UnRisk" (available for both students and teachers). The content is organized in 15 chapters that can be treated as independent modules. In particular, the exposition is tailored for classroom use in a Bachelor or Master program course, as well as for practitioners who wish to further strengthen their quantitative background.

Analysis, Geometry, and Modeling in Finance

Author : Pierre Henry-Labordere
Publisher : CRC Press
ISBN 13 : 1420087002
Total Pages : 403 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Analysis, Geometry, and Modeling in Finance by : Pierre Henry-Labordere

Download or read book Analysis, Geometry, and Modeling in Finance written by Pierre Henry-Labordere and published by CRC Press. This book was released on 2008-09-22 with total page 403 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical methods used in physics and mathematics to the financial field. It even obtains new results when only approximate and partial solutions were previously available.Through the problem of option pricing, th

Tools for Computational Finance

Author : Rüdiger U. Seydel
Publisher : Springer
ISBN 13 : 1447173384
Total Pages : 498 pages
Book Rating : 4.4/5 (471 download)

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Book Synopsis Tools for Computational Finance by : Rüdiger U. Seydel

Download or read book Tools for Computational Finance written by Rüdiger U. Seydel and published by Springer. This book was released on 2017-08-17 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering. By concentrating on the field of option pricing, a core task of financial engineering and risk analysis, this book explores a wide range of computational tools in a coherent and focused manner and will be of use to anyone working in computational finance. Starting with an introductory chapter that presents the financial and stochastic background, the book goes on to detail computational methods using both stochastic and deterministic approaches. Now in its sixth edition, Tools for Computational Finance has been significantly revised and contains: Several new parts such as a section on extended applications of tree methods, including multidimensional trees, trinomial trees, and the handling of dividends; Additional material in the field of generating normal variates with acceptance-rejection methods, and on Monte Carlo methods; 115 exercises, and more than 100 figures, many in color. Written from the perspective of an applied mathematician, all methods are introduced for immediate and straightforward application. A ‘learning by calculating’ approach is adopted throughout this book, enabling readers to explore several areas of the financial world. Interdisciplinary in nature, this book will appeal to advanced undergraduate and graduate students in mathematics, engineering, and other scientific disciplines as well as professionals in financial engineering.

Elements of Numerical Analysis with Mathematica

Author : John Loustau
Publisher : World Scientific Publishing Company
ISBN 13 : 9789813222717
Total Pages : 151 pages
Book Rating : 4.2/5 (227 download)

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Book Synopsis Elements of Numerical Analysis with Mathematica by : John Loustau

Download or read book Elements of Numerical Analysis with Mathematica written by John Loustau and published by World Scientific Publishing Company. This book was released on 2017-08-24 with total page 151 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here we present numerical analysis to advanced undergraduate and master degree level grad students. This is to be done in one semester. The programming language is Mathematica. The mathematical foundation and technique is included. The emphasis is geared toward the two major developing areas of applied mathematics, mathematical finance and mathematical biology.

Foundations of Mathematical and Computational Economics

Author : Kamran Dadkhah
Publisher : Springer Science & Business Media
ISBN 13 : 3642137482
Total Pages : 547 pages
Book Rating : 4.6/5 (421 download)

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Book Synopsis Foundations of Mathematical and Computational Economics by : Kamran Dadkhah

Download or read book Foundations of Mathematical and Computational Economics written by Kamran Dadkhah and published by Springer Science & Business Media. This book was released on 2011-01-11 with total page 547 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a book on the basics of mathematics and computation and their uses in economics for modern day students and practitioners. The reader is introduced to the basics of numerical analysis as well as the use of computer programs such as Matlab and Excel in carrying out involved computations. Sections are devoted to the use of Maple in mathematical analysis. Examples drawn from recent contributions to economic theory and econometrics as well as a variety of end of chapter exercises help to illustrate and apply the presented concepts.

Hypermodels in Mathematical Finance

Author : Siu-Ah Ng
Publisher : World Scientific
ISBN 13 : 9812564527
Total Pages : 313 pages
Book Rating : 4.8/5 (125 download)

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Book Synopsis Hypermodels in Mathematical Finance by : Siu-Ah Ng

Download or read book Hypermodels in Mathematical Finance written by Siu-Ah Ng and published by World Scientific. This book was released on 2003 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt: At the beginning of the new millennium, two unstoppable processes aretaking place in the world: (1) globalization of the economy; (2)information revolution. As a consequence, there is greaterparticipation of the world population in capital market investment, such as bonds and stocks and their derivatives

Mathematica Cookbook

Author : Sal Mangano
Publisher : "O'Reilly Media, Inc."
ISBN 13 : 1449390765
Total Pages : 830 pages
Book Rating : 4.4/5 (493 download)

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Book Synopsis Mathematica Cookbook by : Sal Mangano

Download or read book Mathematica Cookbook written by Sal Mangano and published by "O'Reilly Media, Inc.". This book was released on 2010-04-02 with total page 830 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematica Cookbook helps you master the application's core principles by walking you through real-world problems. Ideal for browsing, this book includes recipes for working with numerics, data structures, algebraic equations, calculus, and statistics. You'll also venture into exotic territory with recipes for data visualization using 2D and 3D graphic tools, image processing, and music. Although Mathematica 7 is a highly advanced computational platform, the recipes in this book make it accessible to everyone -- whether you're working on high school algebra, simple graphs, PhD-level computation, financial analysis, or advanced engineering models. Learn how to use Mathematica at a higher level with functional programming and pattern matching Delve into the rich library of functions for string and structured text manipulation Learn how to apply the tools to physics and engineering problems Draw on Mathematica's access to physics, chemistry, and biology data Get techniques for solving equations in computational finance Learn how to use Mathematica for sophisticated image processing Process music and audio as musical notes, analog waveforms, or digital sound samples

Computational Financial Mathematics Using Mathematica

Author : Srdjan Stojanovic
Publisher : Birkhauser
ISBN 13 :
Total Pages : 504 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Computational Financial Mathematics Using Mathematica by : Srdjan Stojanovic

Download or read book Computational Financial Mathematics Using Mathematica written by Srdjan Stojanovic and published by Birkhauser. This book was released on 2003 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: CD-ROM contains: Electronic version of text, with executabile code and color pictures.

Mathematica

Author : Stephen Wolfram
Publisher :
ISBN 13 : 9780201515022
Total Pages : 996 pages
Book Rating : 4.5/5 (15 download)

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Book Synopsis Mathematica by : Stephen Wolfram

Download or read book Mathematica written by Stephen Wolfram and published by . This book was released on 1991 with total page 996 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Applied Computational Economics and Finance

Author : Mario J. Miranda
Publisher : MIT Press
ISBN 13 : 9780262633093
Total Pages : 532 pages
Book Rating : 4.6/5 (33 download)

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Book Synopsis Applied Computational Economics and Finance by : Mario J. Miranda

Download or read book Applied Computational Economics and Finance written by Mario J. Miranda and published by MIT Press. This book was released on 2002 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the use of computational methods to solve problems in economics and finance.

Mathematica DeMYSTiFied

Author : Jim Hoste
Publisher : McGraw Hill Professional
ISBN 13 : 0071591451
Total Pages : 406 pages
Book Rating : 4.0/5 (715 download)

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Book Synopsis Mathematica DeMYSTiFied by : Jim Hoste

Download or read book Mathematica DeMYSTiFied written by Jim Hoste and published by McGraw Hill Professional. This book was released on 2008-12-01 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: Need to learn MATHEMATICA? Problem SOLVED! Take full advantage of all the powerful capabilities of Mathematica with help from this hands-on guide. Filled with examples and step-by-step explanations, Mathematica Demystified takes you from your very first calculation all the way to plotting complex fractals. Using an intuitive format, this book explains the fundamentals of Mathematica up front. Learn how to define functions, create 2-D graphs of functions, write basic programs, and use modules. You'll move on to 3-D graphics, calculus, polynomial, linear, and differential equations, dynamical systems, and fractals. Hundreds of examples with concise explanations make it easy to understand the material, and end-of-chapter quizzes and a final exam help reinforce learning. This self-teaching guide offers: A quick way to get up and running on Mathematica Coverage of Mathematica 6 and 7 Tips for avoiding and correcting syntax errors Details on creating slideshow presentations of your work No unnecessary technical jargon A time-saving approach to performing better on an exam or at work! Simple enough for a beginner, but challenging enough for an advanced user, Mathematica Demystified is your shortcut to mastering this fully integrated technical computing software.