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

Download Mathematical Modeling And Computation In Finance: With Exercises And Python And Matlab Computer Codes PDF Online Free

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

DOWNLOAD NOW!


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.

High-Performance Computing in Finance

Download High-Performance Computing in Finance PDF Online Free

Author :
Publisher : CRC Press
ISBN 13 : 1482299674
Total Pages : 637 pages
Book Rating : 4.4/5 (822 download)

DOWNLOAD NOW!


Book Synopsis High-Performance Computing in Finance by : M. A. H. Dempster

Download or read book High-Performance Computing in Finance written by M. A. H. Dempster and published by CRC Press. This book was released on 2018-02-21 with total page 637 pages. Available in PDF, EPUB and Kindle. Book excerpt: High-Performance Computing (HPC) delivers higher computational performance to solve problems in science, engineering and finance. There are various HPC resources available for different needs, ranging from cloud computing– that can be used without much expertise and expense – to more tailored hardware, such as Field-Programmable Gate Arrays (FPGAs) or D-Wave’s quantum computer systems. High-Performance Computing in Finance is the first book that provides a state-of-the-art introduction to HPC for finance, capturing both academically and practically relevant problems.

Risks

Download Risks PDF Online Free

Author :
Publisher : MDPI
ISBN 13 : 3036507124
Total Pages : 170 pages
Book Rating : 4.0/5 (365 download)

DOWNLOAD NOW!


Book Synopsis Risks by : Mogens Steffensen

Download or read book Risks written by Mogens Steffensen and published by MDPI. This book was released on 2021-06-03 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of feature articles published in Risks in 2020. They were all written by experts in their respective fields. In these articles, they all develop and present new aspects and insights that can help us to understand and cope with the different and ever-changing aspects of risks. In some of the feature articles the probabilistic risk modeling is the central focus, whereas impact and innovation, in the context of financial economics and actuarial science, is somewhat retained and left for future research. In other articles it is the other way around. Ideas and perceptions in financial markets are the driving force of the research but they do not necessarily rely on innovation in the underlying risk models. Together, they are state-of-the-art, expert-led, up-to-date contributions, demonstrating what Risks is and what Risks has to offer: articles that focus on the central aspects of insurance and financial risk management, that detail progress and paths of further development in understanding and dealing with...risks. Asking the same type of questions (which risk allocation and mitigation should be provided, and why?) creates value from three different perspectives: the normative perspective of market regulator; the existential perspective of the financial institution; the phenomenological perspective of the individual consumer or policy holder.

Modeling, Stochastic Control, Optimization, and Applications

Download Modeling, Stochastic Control, Optimization, and Applications PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 3030254984
Total Pages : 593 pages
Book Rating : 4.0/5 (32 download)

DOWNLOAD NOW!


Book Synopsis Modeling, Stochastic Control, Optimization, and Applications by : George Yin

Download or read book Modeling, Stochastic Control, Optimization, and Applications written by George Yin and published by Springer. This book was released on 2019-07-16 with total page 593 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for Mathematics and Its Applications, University of Minnesota, during May and June, 2018. There were four week-long workshops during the conference. They are (1) stochastic control, computation methods, and applications, (2) queueing theory and networked systems, (3) ecological and biological applications, and (4) finance and economics applications. For broader impacts, researchers from different fields covering both theoretically oriented and application intensive areas were invited to participate in the conference. It brought together researchers from multi-disciplinary communities in applied mathematics, applied probability, engineering, biology, ecology, and networked science, to review, and substantially update most recent progress. As an archive, this volume presents some of the highlights of the workshops, and collect papers covering a broad range of topics.

Fast Fourier Transform - Algorithms and Applications

Download Fast Fourier Transform - Algorithms and Applications PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 1402066295
Total Pages : 437 pages
Book Rating : 4.4/5 (2 download)

DOWNLOAD NOW!


Book Synopsis Fast Fourier Transform - Algorithms and Applications by : K.R. Rao

Download or read book Fast Fourier Transform - Algorithms and Applications written by K.R. Rao and published by Springer Science & Business Media. This book was released on 2011-02-21 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents an introduction to the principles of the fast Fourier transform. This book covers FFTs, frequency domain filtering, and applications to video and audio signal processing. As fields like communications, speech and image processing, and related areas are rapidly developing, the FFT as one of essential parts in digital signal processing has been widely used. Thus there is a pressing need from instructors and students for a book dealing with the latest FFT topics. This book provides thorough and detailed explanation of important or up-to-date FFTs. It also has adopted modern approaches like MATLAB examples and projects for better understanding of diverse FFTs.

Window Functions and Their Applications in Signal Processing

Download Window Functions and Their Applications in Signal Processing PDF Online Free

Author :
Publisher : CRC Press
ISBN 13 : 1466515848
Total Pages : 404 pages
Book Rating : 4.4/5 (665 download)

DOWNLOAD NOW!


Book Synopsis Window Functions and Their Applications in Signal Processing by : K. M. M. Prabhu

Download or read book Window Functions and Their Applications in Signal Processing written by K. M. M. Prabhu and published by CRC Press. This book was released on 2018-09-03 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: Window functions—otherwise known as weighting functions, tapering functions, or apodization functions—are mathematical functions that are zero-valued outside the chosen interval. They are well established as a vital part of digital signal processing. Window Functions and their Applications in Signal Processing presents an exhaustive and detailed account of window functions and their applications in signal processing, focusing on the areas of digital spectral analysis, design of FIR filters, pulse compression radar, and speech signal processing. Comprehensively reviewing previous research and recent developments, this book: Provides suggestions on how to choose a window function for particular applications Discusses Fourier analysis techniques and pitfalls in the computation of the DFT Introduces window functions in the continuous-time and discrete-time domains Considers two implementation strategies of window functions in the time- and frequency domain Explores well-known applications of window functions in the fields of radar, sonar, biomedical signal analysis, audio processing, and synthetic aperture radar

Chebyshev and Fourier Spectral Methods

Download Chebyshev and Fourier Spectral Methods PDF Online Free

Author :
Publisher : Courier Corporation
ISBN 13 : 0486411834
Total Pages : 690 pages
Book Rating : 4.4/5 (864 download)

DOWNLOAD NOW!


Book Synopsis Chebyshev and Fourier Spectral Methods by : John P. Boyd

Download or read book Chebyshev and Fourier Spectral Methods written by John P. Boyd and published by Courier Corporation. This book was released on 2001-12-03 with total page 690 pages. Available in PDF, EPUB and Kindle. Book excerpt: Completely revised text focuses on use of spectral methods to solve boundary value, eigenvalue, and time-dependent problems, but also covers Hermite, Laguerre, rational Chebyshev, sinc, and spherical harmonic functions, as well as cardinal functions, linear eigenvalue problems, matrix-solving methods, coordinate transformations, methods for unbounded intervals, spherical and cylindrical geometry, and much more. 7 Appendices. Glossary. Bibliography. Index. Over 160 text figures.

The Complete Guide to Option Pricing Formulas

Download The Complete Guide to Option Pricing Formulas PDF Online Free

Author :
Publisher : Professional Finance & Investment
ISBN 13 :
Total Pages : 586 pages
Book Rating : 4.3/5 ( download)

DOWNLOAD NOW!


Book Synopsis The Complete Guide to Option Pricing Formulas by : Espen Gaarder Haug

Download or read book The Complete Guide to Option Pricing Formulas written by Espen Gaarder Haug and published by Professional Finance & Investment. This book was released on 2007-01-08 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt: Accompanying CD-ROM contains ... "all pricing formulas, with VBA code and ready-to-use Excel spreadsheets and 3D charts for Greeks (or Option Sensitivities)."--Jacket.

Algorithms

Download Algorithms PDF Online Free

Author :
Publisher : McGraw-Hill Higher Education
ISBN 13 : 0077388496
Total Pages : 338 pages
Book Rating : 4.0/5 (773 download)

DOWNLOAD NOW!


Book Synopsis Algorithms by : Sanjoy Dasgupta

Download or read book Algorithms written by Sanjoy Dasgupta and published by McGraw-Hill Higher Education. This book was released on 2006 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text, extensively class-tested over a decade at UC Berkeley and UC San Diego, explains the fundamentals of algorithms in a story line that makes the material enjoyable and easy to digest. Emphasis is placed on understanding the crisp mathematical idea behind each algorithm, in a manner that is intuitive and rigorous without being unduly formal. Features include:The use of boxes to strengthen the narrative: pieces that provide historical context, descriptions of how the algorithms are used in practice, and excursions for the mathematically sophisticated. Carefully chosen advanced topics that can be skipped in a standard one-semester course but can be covered in an advanced algorithms course or in a more leisurely two-semester sequence.An accessible treatment of linear programming introduces students to one of the greatest achievements in algorithms. An optional chapter on the quantum algorithm for factoring provides a unique peephole into this exciting topic. In addition to the text DasGupta also offers a Solutions Manual which is available on the Online Learning Center."Algorithms is an outstanding undergraduate text equally informed by the historical roots and contemporary applications of its subject. Like a captivating novel it is a joy to read." Tim Roughgarden Stanford University

Signal Analysis

Download Signal Analysis PDF Online Free

Author :
Publisher : John Wiley & Sons
ISBN 13 : 0471660361
Total Pages : 961 pages
Book Rating : 4.4/5 (716 download)

DOWNLOAD NOW!


Book Synopsis Signal Analysis by : Ronald L. Allen

Download or read book Signal Analysis written by Ronald L. Allen and published by John Wiley & Sons. This book was released on 2004-06-07 with total page 961 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offers a well-rounded, mathematical approach to problems in signal interpretation using the latest time, frequency, and mixed-domain methods Equally useful as a reference, an up-to-date review, a learning tool, and a resource for signal analysis techniques Provides a gradual introduction to the mathematics so that the less mathematically adept reader will not be overwhelmed with instant hard analysis Covers Hilbert spaces, complex analysis, distributions, random signals, analog Fourier transforms, and more

Software-Defined Radio for Engineers

Download Software-Defined Radio for Engineers PDF Online Free

Author :
Publisher : Artech House
ISBN 13 : 1630814598
Total Pages : 375 pages
Book Rating : 4.6/5 (38 download)

DOWNLOAD NOW!


Book Synopsis Software-Defined Radio for Engineers by : Alexander M. Wyglinski

Download or read book Software-Defined Radio for Engineers written by Alexander M. Wyglinski and published by Artech House. This book was released on 2018-04-30 with total page 375 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on the popular Artech House classic, Digital Communication Systems Engineering with Software-Defined Radio, this book provides a practical approach to quickly learning the software-defined radio (SDR) concepts needed for work in the field. This up-to-date volume guides readers on how to quickly prototype wireless designs using SDR for real-world testing and experimentation. This book explores advanced wireless communication techniques such as OFDM, LTE, WLA, and hardware targeting. Readers will gain an understanding of the core concepts behind wireless hardware, such as the radio frequency front-end, analog-to-digital and digital-to-analog converters, as well as various processing technologies. Moreover, this volume includes chapters on timing estimation, matched filtering, frame synchronization message decoding, and source coding. The orthogonal frequency division multiplexing is explained and details about HDL code generation and deployment are provided. The book concludes with coverage of the WLAN toolbox with OFDM beacon reception and the LTE toolbox with downlink reception. Multiple case studies are provided throughout the book. Both MATLAB and Simulink source code are included to assist readers with their projects in the field.

Fundamentals of Wireless Communication

Download Fundamentals of Wireless Communication PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 9780521845274
Total Pages : 598 pages
Book Rating : 4.8/5 (452 download)

DOWNLOAD NOW!


Book Synopsis Fundamentals of Wireless Communication by : David Tse

Download or read book Fundamentals of Wireless Communication written by David Tse and published by Cambridge University Press. This book was released on 2005-05-26 with total page 598 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook takes a unified view of the fundamentals of wireless communication and explains cutting-edge concepts in a simple and intuitive way. An abundant supply of exercises make it ideal for graduate courses in electrical and computer engineering and it will also be of great interest to practising engineers.

Numerical Algorithms

Download Numerical Algorithms PDF Online Free

Author :
Publisher : CRC Press
ISBN 13 : 1482251892
Total Pages : 400 pages
Book Rating : 4.4/5 (822 download)

DOWNLOAD NOW!


Book Synopsis Numerical Algorithms by : Justin Solomon

Download or read book Numerical Algorithms written by Justin Solomon and published by CRC Press. This book was released on 2015-06-24 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical Algorithms: Methods for Computer Vision, Machine Learning, and Graphics presents a new approach to numerical analysis for modern computer scientists. Using examples from a broad base of computational tasks, including data processing, computational photography, and animation, the textbook introduces numerical modeling and algorithmic desig

An Introduction to Financial Option Valuation

Download An Introduction to Financial Option Valuation PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 1139457896
Total Pages : 300 pages
Book Rating : 4.1/5 (394 download)

DOWNLOAD NOW!


Book Synopsis An Introduction to Financial Option Valuation by : Desmond J. Higham

Download or read book An Introduction to Financial Option Valuation written by Desmond J. Higham and published by Cambridge University Press. This book was released on 2004-04-15 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a lively textbook providing a solid introduction to financial option valuation for undergraduate students armed with a working knowledge of a first year calculus. Written in a series of short chapters, its self-contained treatment gives equal weight to applied mathematics, stochastics and computational algorithms. No prior background in probability, statistics or numerical analysis is required. Detailed derivations of both the basic asset price model and the Black–Scholes equation are provided along with a presentation of appropriate computational techniques including binomial, finite differences and in particular, variance reduction techniques for the Monte Carlo method. Each chapter comes complete with accompanying stand-alone MATLAB code listing to illustrate a key idea. Furthermore, the author has made heavy use of figures and examples, and has included computations based on real stock market data.

Non-Gaussian Merton-Black-Scholes Theory

Download Non-Gaussian Merton-Black-Scholes Theory PDF Online Free

Author :
Publisher : World Scientific
ISBN 13 : 9810249446
Total Pages : 421 pages
Book Rating : 4.8/5 (12 download)

DOWNLOAD NOW!


Book Synopsis Non-Gaussian Merton-Black-Scholes Theory by : Svetlana I. Boyarchenko

Download or read book Non-Gaussian Merton-Black-Scholes Theory written by Svetlana I. Boyarchenko and published by World Scientific. This book was released on 2002 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces an analytically tractable and computationally effective class of non-Gaussian models for shocks (regular L‚vy processes of the exponential type) and related analytical methods similar to the initial Merton-Black-Scholes approach, which the authors call the Merton-Black-Scholes theory.The authors have chosen applications interesting for financial engineers and specialists in financial economics, real options, and partial differential equations (especially pseudodifferential operators); specialists in stochastic processes will benefit from the use of the pseudodifferential operators technique in non-Gaussian situations. The authors also consider discrete time analogues of perpetual American options and the problem of the optimal choice of capital, and outline several possible directions in which the methods of the book can be developed further.Taking account of a diverse audience, the book has been written in such a way that it is simple at the beginning and more technical in further chapters, so that it is accessible to graduate students in relevant areas and mathematicians without prior knowledge of finance or economics.

Financial Signal Processing and Machine Learning

Download Financial Signal Processing and Machine Learning PDF Online Free

Author :
Publisher : John Wiley & Sons
ISBN 13 : 1118745639
Total Pages : 312 pages
Book Rating : 4.1/5 (187 download)

DOWNLOAD NOW!


Book Synopsis Financial Signal Processing and Machine Learning by : Ali N. Akansu

Download or read book Financial Signal Processing and Machine Learning written by Ali N. Akansu and published by John Wiley & Sons. This book was released on 2016-04-21 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. Financial Signal Processing and Machine Learning unifies a number of recent advances made in signal processing and machine learning for the design and management of investment portfolios and financial engineering. This book bridges the gap between these disciplines, offering the latest information on key topics including characterizing statistical dependence and correlation in high dimensions, constructing effective and robust risk measures, and their use in portfolio optimization and rebalancing. The book focuses on signal processing approaches to model return, momentum, and mean reversion, addressing theoretical and implementation aspects. It highlights the connections between portfolio theory, sparse learning and compressed sensing, sparse eigen-portfolios, robust optimization, non-Gaussian data-driven risk measures, graphical models, causal analysis through temporal-causal modeling, and large-scale copula-based approaches. Key features: Highlights signal processing and machine learning as key approaches to quantitative finance. Offers advanced mathematical tools for high-dimensional portfolio construction, monitoring, and post-trade analysis problems. Presents portfolio theory, sparse learning and compressed sensing, sparsity methods for investment portfolios. including eigen-portfolios, model return, momentum, mean reversion and non-Gaussian data-driven risk measures with real-world applications of these techniques. Includes contributions from leading researchers and practitioners in both the signal and information processing communities, and the quantitative finance community.

Gauge/Gravity Duality

Download Gauge/Gravity Duality PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 1107010349
Total Pages : 549 pages
Book Rating : 4.1/5 (7 download)

DOWNLOAD NOW!


Book Synopsis Gauge/Gravity Duality by : Martin Ammon

Download or read book Gauge/Gravity Duality written by Martin Ammon and published by Cambridge University Press. This book was released on 2015-04-09 with total page 549 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first textbook on this important topic, for graduate students and researchers in particle and condensed matter physics.