Methods And Finance PDF Download
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| Author | : Emiliano Ippoliti |
| Publisher | : Springer |
| Total Pages | : 194 |
| Release | : 2016-12-23 |
| Genre | : Science |
| ISBN | : 331949872X |
Download Methods and Finance Book in PDF, ePub and Kindle
The book offers an interdisciplinary perspective on finance, with a special focus on stock markets. It presents new methodologies for analyzing stock markets’ behavior and discusses theories and methods of finance from different angles, such as the mathematical, physical and philosophical ones. The book, which aims at philosophers and economists alike, represents a rare yet important attempt to unify the externalist with the internalist conceptions of finance.
| Author | : Peter Jäckel |
| Publisher | : John Wiley & Sons |
| Total Pages | : 245 |
| Release | : 2002-04-03 |
| Genre | : Business & Economics |
| ISBN | : 047149741X |
Download Monte Carlo Methods in Finance Book in PDF, ePub and Kindle
An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guide to Monte Carlo simulation introduces standard and advanced methods to the increasing complexity of derivatives portfolios. Ranging from pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modelling complex market dynamics, simulation is the only method general enough to capture the complexity and Monte Carlo simulation is the best pricing and risk management method available. The book is packed with numerous examples using real world data and is supplied with a CD to aid in the use of the examples.
| Author | : Paul Glasserman |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 603 |
| Release | : 2013-03-09 |
| Genre | : Mathematics |
| ISBN | : 0387216170 |
Download Monte Carlo Methods in Financial Engineering Book in PDF, ePub and Kindle
From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton, Contingency Analysis
| Author | : Ali Hirsa |
| Publisher | : CRC Press |
| Total Pages | : 440 |
| Release | : 2016-04-19 |
| Genre | : Business & Economics |
| ISBN | : 1466576049 |
Download Computational Methods in Finance Book in PDF, ePub and Kindle
Helping readers accurately price a vast array of derivatives, this self-contained text explains how to solve complex functional equations through numerical methods. It addresses key computational methods in finance, including transform techniques, the finite difference method, and Monte Carlo simulation. Developed from his courses at Columbia University and the Courant Institute of New York University, the author also covers model calibration and optimization and describes techniques, such as Kalman and particle filters, for parameter estimation.
| Author | : John Teall |
| Publisher | : John Wiley & Sons |
| Total Pages | : 296 |
| Release | : 2009-02-04 |
| Genre | : Business & Economics |
| ISBN | : 1405141840 |
Download Quantitative Methods for Finance and Investments Book in PDF, ePub and Kindle
Quantitative Methods for Finance and Investments ensures that readers come away from reading it with a reasonable degree of comfort and proficiency in applying elementary mathematics to several types of financial analysis. All of the methodology in this book is geared toward the development, implementation, and analysis of financial models to solve financial problems.
| Author | : Gerard Cornuejols |
| Publisher | : Cambridge University Press |
| Total Pages | : 358 |
| Release | : 2006-12-21 |
| Genre | : Mathematics |
| ISBN | : 9780521861700 |
Download Optimization Methods in Finance Book in PDF, ePub and Kindle
Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses.
| Author | : Pierre Henry-Labordere |
| Publisher | : CRC Press |
| Total Pages | : 403 |
| Release | : 2008-09-22 |
| Genre | : Business & Economics |
| ISBN | : 1420087002 |
Download Analysis, Geometry, and Modeling in Finance Book in PDF, ePub and Kindle
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
| Author | : Gianluca Fusai |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 606 |
| Release | : 2007-12-20 |
| Genre | : Business & Economics |
| ISBN | : 3540499598 |
Download Implementing Models in Quantitative Finance: Methods and Cases Book in PDF, ePub and Kindle
This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. The first part develops a toolkit in numerical methods for finance. The second part proposes twenty self-contained cases covering model simulation, asset pricing and hedging, risk management, statistical estimation and model calibration. Each case develops a detailed solution to a concrete problem arising in applied financial management and guides the user towards a computer implementation. The appendices contain "crash courses" in VBA and Matlab programming languages.
| Author | : Sergio M. Focardi |
| Publisher | : John Wiley & Sons |
| Total Pages | : 325 |
| Release | : 2013-09-23 |
| Genre | : Business & Economics |
| ISBN | : 1118312635 |
Download Mathematical Methods for Finance Book in PDF, ePub and Kindle
The mathematical and statistical tools needed in the rapidly growing quantitative finance field With the rapid growth in quantitative finance, practitioners must achieve a high level of proficiency in math and statistics. Mathematical Methods and Statistical Tools for Finance, part of the Frank J. Fabozzi Series, has been created with this in mind. Designed to provide the tools needed to apply finance theory to real world financial markets, this book offers a wealth of insights and guidance in practical applications. It contains applications that are broader in scope from what is covered in a typical book on mathematical techniques. Most books focus almost exclusively on derivatives pricing, the applications in this book cover not only derivatives and asset pricing but also risk management—including credit risk management—and portfolio management. Includes an overview of the essential math and statistical skills required to succeed in quantitative finance Offers the basic mathematical concepts that apply to the field of quantitative finance, from sets and distances to functions and variables The book also includes information on calculus, matrix algebra, differential equations, stochastic integrals, and much more Written by Sergio Focardi, one of the world's leading authors in high-level finance Drawing on the author's perspectives as a practitioner and academic, each chapter of this book offers a solid foundation in the mathematical tools and techniques need to succeed in today's dynamic world of finance.
| Author | : Ioannis Karatzas |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 427 |
| Release | : 1998-08-13 |
| Genre | : Business & Economics |
| ISBN | : 0387948392 |
Download Methods of Mathematical Finance Book in PDF, ePub and Kindle
This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion- driven asset prices, it develops contingent claim pricing and optimal consumption/investment in both complete and incomplete markets. The latter topic is extended to a study of equilibrium, providing conditions for the existence and uniqueness of market prices which support trading by several heterogeneous agents. Although much of the incomplete-market material is available in research papers, these topics are treated for the first time in a unified manner. The book contains an extensive set of references and notes describing the field, including topics not treated in the text. This monograph should be of interest to researchers wishing to see advanced mathematics applied to finance. The material on optimal consumption and investment, leading to equilibrium, is addressed to the theoretical finance community. The chapters on contingent claim valuation present techniques of practical importance, especially for pricing exotic options. Also available by Ioannis Karatzas and Steven E. Shreve, Brownian Motion and Stochastic Calculus, Second Edition, Springer-Verlag New York, Inc., 1991, 470 pp., ISBN 0-387- 97655-8.
