Analysis, Geometry, and Modeling in Finance

Analysis, Geometry, and Modeling in Finance
Author: Pierre Henry-Labordere
Publisher: CRC Press
Total Pages: 403
Release: 2008-09-22
Genre: Business & Economics
ISBN: 1420087002

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

Elementary Calculus of Financial Mathematics

Elementary Calculus of Financial Mathematics
Author: A. J. Roberts
Publisher: SIAM
Total Pages: 143
Release: 2009-01-01
Genre: Mathematics
ISBN: 0898718228

Financial mathematics and its calculus introduced in an accessible manner for undergraduate students. Topics covered include financial indices as stochastic processes, Ito's stochastic calculus, the Fokker-Planck Equation and extra MATLAB/SCILAB code.

Statistics and Data Analysis for Financial Engineering

Statistics and Data Analysis for Financial Engineering
Author: David Ruppert
Publisher: Springer
Total Pages: 736
Release: 2015-04-21
Genre: Business & Economics
ISBN: 1493926144

The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering. In doing so, it illustrates concepts using financial markets and economic data, R Labs with real-data exercises, and graphical and analytic methods for modeling and diagnosing modeling errors. These methods are critical because financial engineers now have access to enormous quantities of data. To make use of this data, the powerful methods in this book for working with quantitative information, particularly about volatility and risks, are essential. Strengths of this fully-revised edition include major additions to the R code and the advanced topics covered. Individual chapters cover, among other topics, multivariate distributions, copulas, Bayesian computations, risk management, and cointegration. Suggested prerequisites are basic knowledge of statistics and probability, matrices and linear algebra, and calculus. There is an appendix on probability, statistics and linear algebra. Practicing financial engineers will also find this book of interest.

Fractals and Scaling in Finance

Fractals and Scaling in Finance
Author: Benoit B. Mandelbrot
Publisher: Springer Science & Business Media
Total Pages: 558
Release: 2013-03-09
Genre: Mathematics
ISBN: 1475727631

Mandelbrot is world famous for his creation of the new mathematics of fractal geometry. Yet few people know that his original field of applied research was in econometrics and financial models, applying ideas of scaling and self-similarity to arrays of data generated by financial analyses. This book brings together his original papers as well as many original chapters specifically written for this book.

Financial Modeling

Financial Modeling
Author: Simon Benninga
Publisher: MIT Press
Total Pages: 648
Release: 2000
Genre: Business & Economics
ISBN: 9780262024822

Too often, finance courses stop short of making a connection between textbook finance and the problems of real-world business. "Financial Modeling" bridges this gap between theory and practice by providing a nuts-and-bolts guide to solving common financial problems with spreadsheets. The CD-ROM contains Excel* worksheets and solutions to end-of-chapter exercises. 634 illustrations.

Monte Carlo Methods and Models in Finance and Insurance

Monte Carlo Methods and Models in Finance and Insurance
Author: Ralf Korn
Publisher: CRC Press
Total Pages: 485
Release: 2010-02-26
Genre: Business & Economics
ISBN: 1420076191

Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Rom

Risk Analysis in Finance and Insurance

Risk Analysis in Finance and Insurance
Author: Alexander Melnikov
Publisher: CRC Press
Total Pages: 324
Release: 2011-04-25
Genre: Business & Economics
ISBN: 1420070533

Risk Analysis in Finance and Insurance, Second Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science. Taking into account the interdisciplinary nature of risk analysis, the author discusses many important ideas from mathematics, finance, and actuaria

Stochastic Financial Models

Stochastic Financial Models
Author: Douglas Kennedy
Publisher: CRC Press
Total Pages: 264
Release: 2016-04-19
Genre: Business & Economics
ISBN: 1439882711

Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration and probabilistic ideas, Stochastic Financial Models provides a sound introduction to mathematical finance. The author takes a classical applied mathematical approach, focusing on calculations

Monte Carlo Simulation with Applications to Finance

Monte Carlo Simulation with Applications to Finance
Author: Hui Wang
Publisher: CRC Press
Total Pages: 291
Release: 2012-05-22
Genre: Business & Economics
ISBN: 1466566906

Developed from the author's course on Monte Carlo simulation at Brown University, this text provides a self-contained introduction to Monte Carlo methods in financial engineering. It covers common variance reduction techniques, the cross-entropy method, and the simulation of diffusion process models. Requiring minimal background in mathematics and finance, the book includes numerous examples of option pricing, risk analysis, and sensitivity analysis as well as many hand-and-paper and MATLAB coding exercises at the end of every chapter.

Economic and Financial Modeling with Mathematica®

Economic and Financial Modeling with Mathematica®
Author: Hal R. Varian
Publisher: Springer
Total Pages: 480
Release: 2013-11-21
Genre: Business & Economics
ISBN: 1475722818

Mathematica is a computer program (software) for doing symbolic, numeric and graphical analysis of mathematical problems. In the hands of economists, financial analysts and other professionals in econometrics and the quantitative sector of economic and financial modeling, it can be an invaluable tool for modeling and simulation on a large number of issues and problems, besides easily grinding out numbers, doing statistical estimations and rendering graphical plots and visuals. Mathematica enables these individuals to do all of this in a unified environment. This book's main use is that of an applications handbook. Modeling in Economics and Finance with Mathematica is a compilation of contributed papers prepared by experienced, "hands on" users of the Mathematica program. They come from