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Author : Alberto Ohashi
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.3/5 (91 download)
Download or read book HJM Interest Rate Models with Fractional Brownian Motions written by Alberto Ohashi and published by . This book was released on 2007 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alberto Ohashi
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.3/5 (91 download)
Download or read book Invariant Manifolds for Stochastic PDE with Fractional Brownian Motion written by Alberto Ohashi and published by . This book was released on 2007 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alberto Ohashi
Publisher :
ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.3/5 (91 download)
Download or read book Fractional Term Structure Models written by Alberto Ohashi and published by . This book was released on 2008 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Steven E. Shreve
Publisher : Springer Science & Business Media
ISBN 13 : 9780387401010
Total Pages : 586 pages
Book Rating : 4.4/5 (1 download)
Download or read book Stochastic Calculus for Finance II written by Steven E. Shreve and published by Springer Science & Business Media. This book was released on 2004-06-03 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt: "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach....It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." --SIAM
Author : R. Figueiredo Camargo
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.3/5 (91 download)
Download or read book Differentiation to Fractional Orders and the Fractional Telegraph Equation written by R. Figueiredo Camargo and published by . This book was released on 2007 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yaser Abu-mostafa
Publisher : World Scientific
ISBN 13 : 9814546216
Total Pages : 442 pages
Book Rating : 4.8/5 (145 download)
Download or read book Decision Technologies For Financial Engineering - Proceedings Of The Fourth International Conference On Neural Networks In The Capital Markets (Nncm '96) written by Yaser Abu-mostafa and published by World Scientific. This book was released on 1998-01-02 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume selects the best contributions from the Fourth International Conference on Neural Networks in the Capital Markets (NNCM). The conference brought together academics from several disciplines with strategists and decision makers from the financial industries.The various chapters present and compare new techniques from many areas including data mining, information systems, machine learning, and statistical artificial intelligence. The volume focuses on evaluating their usefulness for problems in computational finance and financial engineering.Applications — risk management; asset allocation; dynamic trading and hedging; forecasting; trading cost control. Markets — equity; foreign exchange; bond; commodity; derivatives; Approaches — data mining; statistical AI; machine learning; Monte Carlo simulation; bootstrapping; genetic algorithms; nonparametric methods; fuzzy logic.The chapters emphasizes in-depth and comparative evaluation with established approaches.
Author : Gerardo Botelho
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.3/5 (91 download)
Download or read book Lineability of Summing Sets of Homogenous Polynomials written by Gerardo Botelho and published by . This book was released on 2007 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : R. Figueiredo Camargo
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.3/5 (91 download)
Download or read book Addition Theorems Associated with the Generalized Mittag-Leffler Function written by R. Figueiredo Camargo and published by . This book was released on 2007 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : H. Germano Pavão
Publisher :
ISBN 13 :
Total Pages : 16 pages
Book Rating : 4.3/5 (91 download)
Download or read book On a General Class of Trigonometric Functions and Fourier Series written by H. Germano Pavão and published by . This book was released on 2007 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Fábio A. Dorini
Publisher :
ISBN 13 :
Total Pages : 18 pages
Book Rating : 4.3/5 (91 download)
Download or read book A Note on the Averaging Approach for the Random Linear Transport Equation written by Fábio A. Dorini and published by . This book was released on 2007 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : J. E. Strapasson
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.3/5 (91 download)
Download or read book On Genus of Circulant Graphs written by J. E. Strapasson and published by . This book was released on 2007 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mariana Rodrigues-Motta
Publisher :
ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.3/5 (91 download)
Download or read book A Zero-inflated Poisson Model with Correlated Parameters and Application to Animal Breeding written by Mariana Rodrigues-Motta and published by . This book was released on 2007 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alain Ruttiens
Publisher : John Wiley & Sons
ISBN 13 : 1118513452
Total Pages : 354 pages
Book Rating : 4.1/5 (185 download)
Download or read book Mathematics of the Financial Markets written by Alain Ruttiens and published by John Wiley & Sons. This book was released on 2013-08-05 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematics of the Financial Markets Financial Instruments and Derivatives Modeling, Valuation and Risk Issues "Alain Ruttiens has the ability to turn extremely complex concepts and theories into very easy to understand notions. I wish I had read his book when I started my career!" Marco Dion, Global Head of Equity Quant Strategy, J.P. Morgan "The financial industry is built on a vast collection of financial securities that can be valued and risk profiled using a set of miscellaneous mathematical models. The comprehension of these models is fundamental to the modern portfolio and risk manager in order to achieve a deep understanding of the capabilities and limitations of these methods in the approximation of the market. In his book, Alain Ruttiens exposes these models for a wide range of financial instruments by using a detailed and user friendly approach backed up with real-life data examples. The result is an excellent entry-level and reference book that will help any student and current practitioner up their mathematical modeling skills in the increasingly demanding domain of asset and risk management." Virgile Rostand, Consultant, Toronto ON "Alain Ruttiens not only presents the reader with a synthesis between mathematics and practical market dealing, but, more importantly a synthesis of his thinking and of his life." René Chopard, CEO, Centro di Studi Bancari Lugano, Vezia / Professor, Università dell'Insubria, Varese "Alain Ruttiens has written a book on quantitative finance that covers a wide range of financial instruments, examples and models. Starting from first principles, the book should be accessible to anyone who is comfortable with trading strategies, numbers and formulas." Dr Yuh-Dauh Lyuu, Professor of Finance & Professor of Computer Science & Information Engineering, National Taiwan University
Author : Clécio da Silva Ferreira
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.3/5 (91 download)
Download or read book Skew Scale Mixture of Normal Distributions written by Clécio da Silva Ferreira and published by . This book was released on 2007 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robert A Jarrow
Publisher : World Scientific
ISBN 13 : 9811291691
Total Pages : 763 pages
Book Rating : 4.8/5 (112 download)
Download or read book Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Third Edition) written by Robert A Jarrow and published by World Scientific. This book was released on 2024-05-03 with total page 763 pages. Available in PDF, EPUB and Kindle. Book excerpt: The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since the publication of the 2nd edition. One such change is with respect to the over-the-counter interest rate derivatives markets and the abolishment of LIBOR as a reference rate. Second, it updates the theory to reflect new research related to asset price bubbles and the valuation of options. Asset price bubbles are a reality in financial markets and their impact on derivative pricing is essential to understand. This is the only introductory textbook that contains these insights on asset price bubbles and options.
Author : Ali Hirsa
Publisher : CRC Press
ISBN 13 : 1439829578
Total Pages : 446 pages
Book Rating : 4.4/5 (398 download)
Download or read book Computational Methods in Finance written by Ali Hirsa and published by CRC Press. This book was released on 2012-09-05 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: As today’s financial products have become more complex, quantitative analysts, financial engineers, and others in the financial industry now require robust techniques for numerical analysis. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods. The first part of the book describes pricing methods for numerous derivatives under a variety of models. The book reviews common processes for modeling assets in different markets. It then examines many computational approaches for pricing derivatives. These include transform techniques, such as the fast Fourier transform, the fractional fast Fourier transform, the Fourier-cosine method, and saddlepoint method; the finite difference method for solving PDEs in the diffusion framework and PIDEs in the pure jump framework; and Monte Carlo simulation. The next part focuses on essential steps in real-world derivative pricing. The author discusses how to calibrate model parameters so that model prices are compatible with market prices. He also covers various filtering techniques and their implementations and gives examples of filtering and parameter estimation. Developed from the author’s courses at Columbia University and the Courant Institute of New York University, this self-contained text is designed for graduate students in financial engineering and mathematical finance as well as practitioners in the financial industry. It will help readers accurately price a vast array of derivatives.
Author :
Publisher :
ISBN 13 :
Total Pages : 656 pages
Book Rating : 4.3/5 (91 download)
Download or read book Proceedings written by and published by . This book was released on 2004 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt:
