Advanced Mathematical Methods For Finance

Advanced Mathematical Methods for Finance PDF
Author: Julia Di Nunno
Publisher: Springer Science & Business Media
ISBN: 9783642184123
Size: 70.97 MB
Format: PDF, Mobi
Category : Mathematics
Languages : en
Pages : 536
View: 7091

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Advanced Mathematical Methods For Finance

by Julia Di Nunno, Advanced Mathematical Methods For Finance Books available in PDF, EPUB, Mobi Format. Download Advanced Mathematical Methods For Finance books, This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.


Advanced Mathematical Methods For Scientists And Engineers I

Advanced Mathematical Methods for Scientists and Engineers I PDF
Author: Carl M. Bender
Publisher: Springer Science & Business Media
ISBN: 1475730691
Size: 33.85 MB
Format: PDF, Kindle
Category : Mathematics
Languages : en
Pages : 593
View: 458

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Advanced Mathematical Methods For Scientists And Engineers I

by Carl M. Bender, Advanced Mathematical Methods For Scientists And Engineers I Books available in PDF, EPUB, Mobi Format. Download Advanced Mathematical Methods For Scientists And Engineers I books, A clear, practical and self-contained presentation of the methods of asymptotics and perturbation theory for obtaining approximate analytical solutions to differential and difference equations. Aimed at teaching the most useful insights in approaching new problems, the text avoids special methods and tricks that only work for particular problems. Intended for graduates and advanced undergraduates, it assumes only a limited familiarity with differential equations and complex variables. The presentation begins with a review of differential and difference equations, then develops local asymptotic methods for such equations, and explains perturbation and summation theory before concluding with an exposition of global asymptotic methods. Emphasizing applications, the discussion stresses care rather than rigor and relies on many well-chosen examples to teach readers how an applied mathematician tackles problems. There are 190 computer-generated plots and tables comparing approximate and exact solutions, over 600 problems of varying levels of difficulty, and an appendix summarizing the properties of special functions.


Mathematical Methods And Quantum Mathematics For Economics And Finance

Mathematical Methods and Quantum Mathematics for Economics and Finance PDF
Author: Belal Ehsan Baaquie
Publisher: Springer Nature
ISBN: 9811566119
Size: 13.88 MB
Format: PDF
Category : Business & Economics
Languages : en
Pages : 432
View: 6490

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Mathematical Methods And Quantum Mathematics For Economics And Finance

by Belal Ehsan Baaquie, Mathematical Methods And Quantum Mathematics For Economics And Finance Books available in PDF, EPUB, Mobi Format. Download Mathematical Methods And Quantum Mathematics For Economics And Finance books, Given the rapid pace of development in economics and finance, a concise and up-to-date introduction to mathematical methods has become a prerequisite for all graduate students, even those not specializing in quantitative finance. This book offers an introductory text on mathematical methods for graduate students of economics and finance–and leading to the more advanced subject of quantum mathematics. The content is divided into five major sections: mathematical methods are covered in the first four sections, and can be taught in one semester. The book begins by focusing on the core subjects of linear algebra and calculus, before moving on to the more advanced topics of probability theory and stochastic calculus. Detailed derivations of the Black-Scholes and Merton equations are provided – in order to clarify the mathematical underpinnings of stochastic calculus. Each chapter of the first four sections includes a problem set, chiefly drawn from economics and finance. In turn, section five addresses quantum mathematics. The mathematical topics covered in the first four sections are sufficient for the study of quantum mathematics; Black-Scholes option theory and Merton’s theory of corporate debt are among topics analyzed using quantum mathematics.


Quantitative Methods For Electricity Trading And Risk Management

Quantitative Methods for Electricity Trading and Risk Management PDF
Author: S. Fiorenzani
Publisher: Springer
ISBN: 023059834X
Size: 65.96 MB
Format: PDF
Category : Business & Economics
Languages : en
Pages : 181
View: 7707

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Quantitative Methods For Electricity Trading And Risk Management

by S. Fiorenzani, Quantitative Methods For Electricity Trading And Risk Management Books available in PDF, EPUB, Mobi Format. Download Quantitative Methods For Electricity Trading And Risk Management books, This book presents practical Risk Management and Trading applications for the Electricity Markets. Various methodologies developed over the last few years are considered and current literature is reviewed. The book emphasizes the relationship between trading, hedging and generation asset management.


Mathematical Methods For Scientists And Engineers

Mathematical Methods for Scientists and Engineers PDF
Author: Donald Allan McQuarrie
Publisher: University Science Books
ISBN: 9781891389245
Size: 19.23 MB
Format: PDF, ePub, Docs
Category : Mathematics
Languages : en
Pages : 1161
View: 2847

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Mathematical Methods For Scientists And Engineers

by Donald Allan McQuarrie, Mathematical Methods For Scientists And Engineers Books available in PDF, EPUB, Mobi Format. Download Mathematical Methods For Scientists And Engineers books, Intended for upper-level undergraduate and graduate courses in chemistry, physics, mathematics and engineering, this text is also suitable as a reference for advanced students in the physical sciences. Detailed problems and worked examples are included.


Quantitative Energy Finance

Quantitative Energy Finance PDF
Author: Fred Espen Benth
Publisher: Springer Science & Business Media
ISBN: 1461472482
Size: 25.47 MB
Format: PDF
Category : Business & Economics
Languages : en
Pages : 308
View: 3248

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Quantitative Energy Finance

by Fred Espen Benth, Quantitative Energy Finance Books available in PDF, EPUB, Mobi Format. Download Quantitative Energy Finance books, Finance and energy markets have been an active scientific field for some time, even though the development and applications of sophisticated quantitative methods in these areas are relatively new—and referred to in a broader context as energy finance. Energy finance is often viewed as a branch of mathematical finance, yet this area continues to provide a rich source of issues that are fuelling new and exciting research developments. Based on a special thematic year at the Wolfgang Pauli Institute (WPI) in Vienna, Austria, this edited collection features cutting-edge research from leading scientists in the fields of energy and commodity finance. Topics discussed include modeling and analysis of energy and commodity markets, derivatives hedging and pricing, and optimal investment strategies and modeling of emerging markets, such as power and emissions. The book also confronts the challenges one faces in energy markets from a quantitative point of view, as well as the recent advances in solving these problems using advanced mathematical, statistical and numerical methods. By addressing the emerging area of quantitative energy finance, this volume will serve as a valuable resource for graduate-level students and researchers studying financial mathematics, risk management, or energy finance.


Mathematical Methods For Physicists International Student Edition

Mathematical Methods For Physicists International Student Edition PDF
Author: George B. Arfken
Publisher: Elsevier
ISBN: 0080470696
Size: 19.18 MB
Format: PDF, Mobi
Category : Science
Languages : en
Pages : 1200
View: 1269

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Mathematical Methods For Physicists International Student Edition

by George B. Arfken, Mathematical Methods For Physicists International Student Edition Books available in PDF, EPUB, Mobi Format. Download Mathematical Methods For Physicists International Student Edition books, This best-selling title provides in one handy volume the essential mathematical tools and techniques used to solve problems in physics. It is a vital addition to the bookshelf of any serious student of physics or research professional in the field. The authors have put considerable effort into revamping this new edition. Updates the leading graduate-level text in mathematical physics Provides comprehensive coverage of the mathematics necessary for advanced study in physics and engineering Focuses on problem-solving skills and offers a vast array of exercises Clearly illustrates and proves mathematical relations New in the Sixth Edition: Updated content throughout, based on users' feedback More advanced sections, including differential forms and the elegant forms of Maxwell's equations A new chapter on probability and statistics More elementary sections have been deleted


Essential Mathematical Methods For Physicists

Essential Mathematical Methods for Physicists PDF
Author: Hans-Jurgen Weber
Publisher: Academic Press
ISBN: 0120598779
Size: 38.26 MB
Format: PDF
Category : Mathematics
Languages : en
Pages : 932
View: 2154

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Essential Mathematical Methods For Physicists

by Hans-Jurgen Weber, Essential Mathematical Methods For Physicists Books available in PDF, EPUB, Mobi Format. Download Essential Mathematical Methods For Physicists books, This adaptation of Arfken and Weber's bestselling 'Mathematical Methods for Physicists' is a comprehensive, accessible reference for using mathematics to solve physics problems. Introductions and review material provide context and extra support for key ideas, with detailed examples.


Mathematical Methods For Physics And Engineering

Mathematical Methods for Physics and Engineering PDF
Author: K. F. Riley
Publisher: Cambridge University Press
ISBN: 1139450999
Size: 22.70 MB
Format: PDF
Category : Science
Languages : en
Pages :
View: 6440

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Mathematical Methods For Physics And Engineering

by K. F. Riley, Mathematical Methods For Physics And Engineering Books available in PDF, EPUB, Mobi Format. Download Mathematical Methods For Physics And Engineering books, The third edition of this highly acclaimed undergraduate textbook is suitable for teaching all the mathematics for an undergraduate course in any of the physical sciences. As well as lucid descriptions of all the topics and many worked examples, it contains over 800 exercises. New stand-alone chapters give a systematic account of the 'special functions' of physical science, cover an extended range of practical applications of complex variables, and give an introduction to quantum operators. Further tabulations, of relevance in statistics and numerical integration, have been added. In this edition, half of the exercises are provided with hints and answers and, in a separate manual available to both students and their teachers, complete worked solutions. The remaining exercises have no hints, answers or worked solutions and can be used for unaided homework; full solutions are available to instructors on a password-protected web site, www.cambridge.org/9780521679718.


Financial Mathematics

Financial Mathematics PDF
Author: Giuseppe Campolieti
Publisher: CRC Press
ISBN: 1315360489
Size: 69.16 MB
Format: PDF
Category : Business & Economics
Languages : en
Pages : 829
View: 3250

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Financial Mathematics

by Giuseppe Campolieti, Financial Mathematics Books available in PDF, EPUB, Mobi Format. Download Financial Mathematics books, Versatile for Several Interrelated Courses at the Undergraduate and Graduate Levels Financial Mathematics: A Comprehensive Treatment provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics. Tested and refined through years of the authors’ teaching experiences, the book encompasses a breadth of topics, from introductory to more advanced ones. Accessible to undergraduate students in mathematics, finance, actuarial science, economics, and related quantitative areas, much of the text covers essential material for core curriculum courses on financial mathematics. Some of the more advanced topics, such as formal derivative pricing theory, stochastic calculus, Monte Carlo simulation, and numerical methods, can be used in courses at the graduate level. Researchers and practitioners in quantitative finance will also benefit from the combination of analytical and numerical methods for solving various derivative pricing problems. With an abundance of examples, problems, and fully worked out solutions, the text introduces the financial theory and relevant mathematical methods in a mathematically rigorous yet engaging way. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives. The book provides complete coverage of both discrete- and continuous-time financial models that form the cornerstones of financial derivative pricing theory. It also presents a self-contained introduction to stochastic calculus and martingale theory, which are key fundamental elements in quantitative finance.