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Math Finance Law 12
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Book Synopsis Probability Theory in Finance by : Seán Dineen
Download or read book Probability Theory in Finance written by Seán Dineen and published by American Mathematical Soc.. This book was released on 2013-05-22 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: The use of the Black-Scholes model and formula is pervasive in financial markets. There are very few undergraduate textbooks available on the subject and, until now, almost none written by mathematicians. Based on a course given by the author, the goal of
Book Synopsis Stochastic Processes and Financial Mathematics by : Ludger Rüschendorf
Download or read book Stochastic Processes and Financial Mathematics written by Ludger Rüschendorf and published by Springer Nature. This book was released on 2023-04-04 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides an introduction to advanced topics in stochastic processes and related stochastic analysis, and combines them with a sound presentation of the fundamentals of financial mathematics. It is wide-ranging in content, while at the same time placing much emphasis on good readability, motivation, and explanation of the issues covered. Financial mathematical topics are first introduced in the context of discrete time processes and then transferred to continuous-time models. The basic construction of the stochastic integral and the associated martingale theory provide fundamental methods of the theory of stochastic processes for the construction of suitable stochastic models of financial mathematics, e.g. using stochastic differential equations. Central results of stochastic analysis such as the Itô formula, Girsanov's theorem and martingale representation theorems are of fundamental importance in financial mathematics, e.g. for the risk-neutral valuation formula (Black-Scholes formula) or the question of the hedgeability of options and the completeness of market models. Chapters on the valuation of options in complete and incomplete markets and on the determination of optimal hedging strategies conclude the range of topics. Advanced knowledge of probability theory is assumed, in particular of discrete-time processes (martingales, Markov chains) and continuous-time processes (Brownian motion, Lévy processes, processes with independent increments, Markov processes). The book is thus suitable for advanced students as a companion reading and for instructors as a basis for their own courses. This book is a translation of the original German 1st edition Stochastische Prozesse und Finanzmathematik by Ludger Rüschendorf, published by Springer-Verlag GmbH Germany, part of Springer Nature in 2020. The translation was done with the help of artificial intelligence (machine translation by the service DeepL.com) and in a subsequent editing, improved by the author. Springer Nature works continuously to further the development of tools for the production of books and on the related technologies to support the authors.
Download or read book Bond Math written by Donald J. Smith and published by John Wiley & Sons. This book was released on 2011-07-05 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: A guide to the theory behind bond math formulas Bond Math explores the ideas and assumptions behind commonly used statistics on risk and return for individual bonds and on fixed income portfolios. But this book is much more than a series of formulas and calculations; the emphasis is on how to think about and use bond math. Author Donald J. Smith, a professor at Boston University and an experienced executive trainer, covers in detail money market rates, periodicity conversions, bond yields to maturity and horizon yields, the implied probability of default, after-tax rates of return, implied forward and spot rates, and duration and convexity. These calculations are used on traditional fixed-rate and zero-coupon bonds, as well as floating-rate notes, inflation-indexed securities, and interest rate swaps. Puts bond math in perspective through discussions of bond portfolios and investment strategies. Critiques the Bloomberg Yield Analysis (YA) page, indicating which numbers provide reliable information for making decisions about bonds, which are meaningless data, and which can be very misleading to investors Filled with thought-provoking insights and practical advice, this book puts the intricacies of bond math into a clear and logical order.
Book Synopsis Industrial Mathematics by : Glenn Fulford
Download or read book Industrial Mathematics written by Glenn Fulford and published by Cambridge University Press. This book was released on 2002 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: An undergraduate text focussing on mathematical modelling stimulated by contemporary industrial problems.
Book Synopsis The Mathematics of Financial Modeling and Investment Management by : Sergio M. Focardi
Download or read book The Mathematics of Financial Modeling and Investment Management written by Sergio M. Focardi and published by John Wiley & Sons. This book was released on 2004-04-12 with total page 802 pages. Available in PDF, EPUB and Kindle. Book excerpt: the mathematics of financial modeling & investment management The Mathematics of Financial Modeling & Investment Management covers a wide range of technical topics in mathematics and finance-enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations. This comprehensive resource will introduce you to key mathematical techniques-matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis, optimization-as well as show you how these techniques are successfully implemented in the world of modern finance. Special emphasis is placed on the new mathematical tools that allow a deeper understanding of financial econometrics and financial economics. Recent advances in financial econometrics, such as tools for estimating and representing the tails of the distributions, the analysis of correlation phenomena, and dimensionality reduction through factor analysis and cointegration are discussed in depth. Using a wealth of real-world examples, Focardi and Fabozzi simultaneously show both the mathematical techniques and the areas in finance where these techniques are applied. They also cover a variety of useful financial applications, such as: * Arbitrage pricing * Interest rate modeling * Derivative pricing * Credit risk modeling * Equity and bond portfolio management * Risk management * And much more Filled with in-depth insight and expert advice, The Mathematics of Financial Modeling & Investment Management clearly ties together financial theory and mathematical techniques.
Book Synopsis Introductory Course On Financial Mathematics by : Michael Tretyakov
Download or read book Introductory Course On Financial Mathematics written by Michael Tretyakov and published by World Scientific Publishing Company. This book was released on 2013-07-23 with total page 277 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an elementary introduction to the basic concepts of financial mathematics with a central focus on discrete models and an aim to demonstrate simple, but widely used, financial derivatives for managing market risks. Only a basic knowledge of probability, real analysis, ordinary differential equations, linear algebra and some common sense are required to understand the concepts considered in this book.Financial mathematics is an application of advanced mathematical and statistical methods to financial management and markets, with a main objective of quantifying and hedging risks. Since the book aims to present the basics of financial mathematics to the reader, only essential elements of probability and stochastic analysis are given to explain ideas concerning derivative pricing and hedging. To keep the reader intrigued and motivated, the book has a ‘sandwich’ structure: probability and stochastics are given in situ where mathematics can be readily illustrated by application to finance.The first part of the book introduces one of the main principles in finance — ‘no arbitrage pricing’. It also introduces main financial instruments such as forward and futures contracts, bonds and swaps, and options. The second part deals with pricing and hedging of European- and American-type options in the discrete-time setting. In addition, the concept of complete and incomplete markets is discussed. Elementary probability is briefly revised and discrete-time discrete-space stochastic processes used in financial modelling are considered. The third part introduces the Wiener process, Ito integrals and stochastic differential equations, but its main focus is the famous Black-Scholes formula for pricing European options. Some guidance for further study within this exciting and rapidly changing field is given in the concluding chapter. There are approximately 100 exercises interspersed throughout the book, and solutions for most problems are provided in the appendices.
Book Synopsis Catalogue and Circular (1878/79, 1884/85 "Circular") of the Illinois Industrial University (later "of the University of Illinois") by : University of Illinois (Urbana-Champaign campus)
Download or read book Catalogue and Circular (1878/79, 1884/85 "Circular") of the Illinois Industrial University (later "of the University of Illinois") written by University of Illinois (Urbana-Champaign campus) and published by . This book was released on 1918 with total page 554 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book VTAC eGuide 2016 written by VTAC and published by VTAC. This book was released on 2015-07-15 with total page 882 pages. Available in PDF, EPUB and Kindle. Book excerpt: The VTAC eGuide is the Victorian Tertiary Admissions Centre’s annual guide to application for tertiary study, scholarships and special consideration in Victoria, Australia. The eGuide contains course listings and selection criteria for over 1,700 courses at 62 institutions including universities, TAFE institutes and independent tertiary colleges.
Book Synopsis An Introduction to Financial Mathematics by : Hugo D. Junghenn
Download or read book An Introduction to Financial Mathematics written by Hugo D. Junghenn and published by CRC Press. This book was released on 2019-03-14 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to Financial Mathematics: Option Valuation, Second Edition is a well-rounded primer to the mathematics and models used in the valuation of financial derivatives. The book consists of fifteen chapters, the first ten of which develop option valuation techniques in discrete time, the last five describing the theory in continuous time. The first half of the textbook develops basic finance and probability. The author then treats the binomial model as the primary example of discrete-time option valuation. The final part of the textbook examines the Black-Scholes model. The book is written to provide a straightforward account of the principles of option pricing and examines these principles in detail using standard discrete and stochastic calculus models. Additionally, the second edition has new exercises and examples, and includes many tables and graphs generated by over 30 MS Excel VBA modules available on the author’s webpage https://home.gwu.edu/~hdj/.
Book Synopsis Stochastic Calculus for Finance I by : Steven Shreve
Download or read book Stochastic Calculus for Finance I written by Steven Shreve and published by Springer Science & Business Media. This book was released on 2005-06-28 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance
Book Synopsis Martingales and Financial Mathematics in Discrete Time by : Benoîte de Saporta
Download or read book Martingales and Financial Mathematics in Discrete Time written by Benoîte de Saporta and published by John Wiley & Sons. This book was released on 2022-01-26 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical tools required for the evaluation of options in financial markets. Both theoretical and practical aspects are explored through multiple examples and exercises, for which complete solutions are provided. Particular attention is paid to the Cox, Ross and Rubinstein model in discrete time. The book offers a combination of mathematical teaching and numerous exercises for wide appeal. It is a useful reference for students at the master’s or doctoral level who are specializing in applied mathematics or finance as well as teachers, researchers in the field of economics or actuarial science, or professionals working in the various financial sectors. Martingales and Financial Mathematics in Discrete Time is also for anyone who may be interested in a rigorous and accessible mathematical construction of the tools and concepts used in financial mathematics, or in the application of the martingale theory in finance
Book Synopsis Mathematical Risk Analysis by : Ludger Rüschendorf
Download or read book Mathematical Risk Analysis written by Ludger Rüschendorf and published by Springer Science & Business Media. This book was released on 2013-03-12 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: The author's particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties. The present volume gives an introduction of basic concepts and methods in mathematical risk analysis, in particular of those parts of risk theory that are of special relevance to finance and insurance. Describing the influence of dependence in multivariate stochastic models on risk vectors is the main focus of the text that presents main ideas and methods as well as their relevance to practical applications. The first part introduces basic probabilistic tools and methods of distributional analysis, and describes their use to the modeling of dependence and to the derivation of risk bounds in these models. In the second, part risk measures with a particular focus on those in the financial and insurance context are presented. The final parts are then devoted to applications relevant to optimal risk allocation, optimal portfolio problems as well as to the optimization of insurance contracts. Good knowledge of basic probability and statistics as well as of basic general mathematics is a prerequisite for comfortably reading and working with the present volume, which is intended for graduate students, practitioners and researchers and can serve as a reference resource for the main concepts and techniques.
Book Synopsis Advances in Mathematical Economics Volume 15 by : Shigeo Kusuoka
Download or read book Advances in Mathematical Economics Volume 15 written by Shigeo Kusuoka and published by Springer Science & Business Media. This book was released on 2011-03-16 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research.
Book Synopsis Bulletin by : St. Louis University. School of Commerce and Finance
Download or read book Bulletin written by St. Louis University. School of Commerce and Finance and published by . This book was released on 1925 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Advances in Mathematical Modeling and Scientific Computing by : Firuz Kamalov
Download or read book Advances in Mathematical Modeling and Scientific Computing written by Firuz Kamalov and published by Springer Nature. This book was released on 2023 with total page 933 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume collects the proceedings of the International Conference on Recent Developments in Mathematics (ICRDM), held at Canadian University Dubai, UAE, in August 2022. This is the second of two volumes, with this volume focusing on more applied topics, particularly mathematical modeling and scientific computing, and the first covering recent advances in algebra and analysis. Each chapter identifies existing research problems, the techniques needed to solve them, and a thorough analysis of the obtained results. Advances in Mathematical Modeling and Scientific Computing will appeal to a range of postgraduate students, researchers, and industry professionals interested in exploring recent advancements in applied mathematics.
Book Synopsis Principles of Corporate Finance Law by : Eilis Ferran
Download or read book Principles of Corporate Finance Law written by Eilis Ferran and published by Oxford University Press, USA. This book was released on 2014-03 with total page 531 pages. Available in PDF, EPUB and Kindle. Book excerpt: With the additional contribution of Look Chan Ho, an expert in the field of corporate finance, this thoroughly revised and updated second edition of Ferran's 'Principles of Corporate Finance Law' explores the relationship between law and finance.
Book Synopsis A Celebration of Mathematical Modeling by : Dan Czamanski
Download or read book A Celebration of Mathematical Modeling written by Dan Czamanski and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 279 pages. Available in PDF, EPUB and Kindle. Book excerpt: ThisvolumecelebratestheeightiethbirthdayofJosephB. Keller. The authors who contributed to this volume belong to what can be called the “Keller school of applied mathematics. ” They are former students, postdoctoral fellows and visiting scientists who have collaborated with Joe (some of them still do) during his long career. They all look at Joe as their ultimate (role) model. JoeKeller’sdistinguishedcareerhasbeendividedbetweentheCourant Institute of Mathematical Sciences at New York University, where he received all his degrees (his PhD adviser being the great R. Courant himself) and served as a professor for 30 years, and Stanford University, where he has been since 1978. The appended photos highlight some scenes from the old days. Those who know Joe Keller’s work have been always amazed by its diversity and breadth. It is considered a well-known truth that there is not a single important area in applied mathematics or physics which Keller did not contribute to. This can be appreciated, for example, by glancing through his list of publication included in this volume. App- priately, the papers in this book, written with Joe’s inspiration, cover a variety of application areas; together they span the broad subject of mathematical modeling. The models discussed in the book describe the behavior of various systems such as those related to ?nance, waves, - croorganisms, shocks, DNA, ?ames, contact, optics, ?uids, bubbles and jets. Joe’s activity includes many more areas, which unfortunately are not represented here.
