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An Introduction to Mathematical Finance with Applications: Understanding and Building Financial Intuition (Repost)

Posted By: AvaxGenius
An Introduction to Mathematical Finance with Applications: Understanding and Building Financial Intuition (Repost)

An Introduction to Mathematical Finance with Applications: Understanding and Building Financial Intuition By Arlie O. Petters, Xiaoying Dong
English | EPUB | 2016 | 483 Pages | ISBN : 1493937812 | 6 MB

This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without appropriately deriving them. The balance achieved will give readers a fundamental understanding of key financial ideas and tools that form the basis for building realistic models, including those that may become proprietary.

Mathematical Finance

Posted By: AvaxGenius
Mathematical Finance

Mathematical Finance: Workshop of the Mathematical Finance Research Project, Konstanz, Germany, October 5–7, 2000 by Michael Kohlmann, Shanjian Tang
English | PDF | 2001 | 373 Pages | ISBN : 3764365536 | 48 MB

In the centenary year of the publication of Bachelier's thesis, what today is considered as the foundation of modern finance, we had the opportunity to invite experts in this relatively new field in mathematics to participate in a meeting at the University of Konstanz, Germany. This could be the place to consider the historical development, but as Professor Girlich presented a remarkable lecture on the past of what now is known as mathematical finance, we refer the reader to the article in this volume.

Mathematical Finance: Theory Review and Exercises

Posted By: AvaxGenius
Mathematical Finance: Theory Review and Exercises

Mathematical Finance: Theory Review and Exercises by Emanuela Rosazza Gianin , Carlo Sgarra
English | PDF,EPUB | 2023 | 310 Pages | ISBN : 3031283775 | 21.8 MB

The book is conceived as a guide to solve exercises in Mathematical Finance and a complement to theoretical lectures. The potential audience consists of students in Applied Mathematics, Engineering and Economics, attending courses in Mathematical Finance. The most important subjects covered by this textbook are Pricing and Hedging of different classes of financial derivatives (European, American Exotic options, Fixed Income derivatives) in the most popular modeling frameworks, both in discrete and continuous time setting, like the Binomial and the Black-Scholes models. A Chapter on static portfolio optimization, one on pricing for more advanced models and one on Risk Measures complete the overview on the main issues presented in classical courses on Mathematical Finance. About one hundred exercises are proposed, and a large amount of them provides a detailed solution, while a few are left as an exercise to the reader. Every chapter includes a brief resume of the main theoretical results to apply. This textbook is the result of several years of teaching experience of both the authors.

Mathematical Finance with Applications

Posted By: AvaxGenius
Mathematical Finance with Applications

Mathematical Finance with Applications by Wing-Keung Wong
English | PDF | 2020 | 234 Pages | ISBN : 3039435736 | 8.9 MB

Mathematical finance plays a vital role in many fields within finance and provides the theories and tools that have been widely used in all areas of finance. Knowledge of mathematics, probability, and statistics is essential to develop finance theories and test their validity through the analysis of empirical, real-world data. For example, mathematics, probability, and statistics could help to develop pricing models for financial assets such as equities, bonds, currencies, and derivative securities.

Sustainability of the Theories Developed by Mathematical Finance and Mathematical Economics with Applications

Posted By: AvaxGenius
Sustainability of the Theories Developed by Mathematical Finance and Mathematical Economics with Applications

Sustainability of the Theories Developed by Mathematical Finance and Mathematical Economics with Applications by Wing-Keung Wong
English | PDF | 2020 | 384 Pages | ISBN : 3039365312 | 7.39 MB

The topics studied in this Special Issue include a wide range of areas in finance, economics, tourism, management, marketing, and education. The topics in finance include stock market, volatility and excess returns, REIT, warrant and options, herding behavior and trading strategy, supply finance, and corporate finance. The topics in economics including economic growth, income poverty, and political economics.

The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen

Posted By: AvaxGenius
The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen

The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen by Mark Podolskij
English | PDF | 2016 | 529 Pages | ISBN : 3319258249 | 8.43 MB

Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of wind-blown sand, queueing systems, risk assessment, turbulence and other areas.