Handbook of Financial Mathematics, Formulas, and Tables
| Author | : Robert P. Vichas |
| Publisher | : Prentice Hall |
| Total Pages | : 888 |
| Release | : 1979 |
| Genre | : Business & Economics |
| ISBN | : |
Theoe Handbook Of Financial Mathematics
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Handbook of Financial Risk Management
| Author | : Thierry Roncalli |
| Publisher | : CRC Press |
| Total Pages | : 1430 |
| Release | : 2020-04-23 |
| Genre | : Business & Economics |
| ISBN | : 1351385224 |
Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the chance to develop a sound understanding of financial products and the mathematical models that drive them, exploring in detail where the risks are and how to manage them. Key Features: Written by an author with both theoretical and applied experience Ideal resource for students pursuing a master’s degree in finance who want to learn risk management Comprehensive coverage of the key topics in financial risk management Contains 114 exercises, with solutions provided online at www.crcpress.com/9781138501874
Mastering Financial Calculations
| Author | : Bob Steiner |
| Publisher | : Pearson UK |
| Total Pages | : 617 |
| Release | : 2012-05-14 |
| Genre | : Business & Economics |
| ISBN | : 0273750593 |
Financial Mathematics, Volatility and Covariance Modelling
| Author | : Julien Chevallier |
| Publisher | : Routledge |
| Total Pages | : 372 |
| Release | : 2019-06-28 |
| Genre | : Business & Economics |
| ISBN | : 1351669087 |
This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics. Financial Mathematics, Volatility and Covariance Modelling: Volume 2 provides a key repository on the current state of knowledge, the latest debates and recent literature on financial mathematics, volatility and covariance modelling. The first section is devoted to mathematical finance, stochastic modelling and control optimization. Chapters explore the recent financial crisis, the increase of uncertainty and volatility, and propose an alternative approach to deal with these issues. The second section covers financial volatility and covariance modelling and explores proposals for dealing with recent developments in financial econometrics This book will be useful to students and researchers in applied econometrics; academics and students seeking convenient access to an unfamiliar area. It will also be of great interest established researchers seeking a single repository on the current state of knowledge, current debates and relevant literature.
Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes)
| Author | : Cheng Few Lee |
| Publisher | : World Scientific |
| Total Pages | : 5053 |
| Release | : 2020-07-30 |
| Genre | : Business & Economics |
| ISBN | : 9811202400 |
This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts.In both theory and methodology, we need to rely upon mathematics, which includes linear algebra, geometry, differential equations, Stochastic differential equation (Ito calculus), optimization, constrained optimization, and others. These forms of mathematics have been used to derive capital market line, security market line (capital asset pricing model), option pricing model, portfolio analysis, and others.In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook.Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience.
Computational Methods in Finance
| Author | : Ali Hirsa |
| Publisher | : CRC Press |
| Total Pages | : 440 |
| Release | : 2016-04-19 |
| Genre | : Business & Economics |
| ISBN | : 1466576049 |
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.
Handbook of Financial Engineering
| Author | : Constantin Zopounidis |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 494 |
| Release | : 2010-07-25 |
| Genre | : Business & Economics |
| ISBN | : 0387766820 |
This comprehensive handbook discusses the most recent advances within the field of financial engineering, focusing not only on the description of the existing areas in financial engineering research, but also on the new methodologies that have been developed for modeling and addressing financial engineering problems. The book is intended for financial engineers, researchers, applied mathematicians, and graduate students interested in real-world applications to financial engineering.
Handbook of the Fundamentals of Financial Decision Making
| Author | : Leonard C. MacLean |
| Publisher | : World Scientific |
| Total Pages | : 941 |
| Release | : 2013 |
| Genre | : Business & Economics |
| ISBN | : 9814417351 |
This handbook in two parts covers key topics of the theory of financial decision making. Some of the papers discuss real applications or case studies as well. There are a number of new papers that have never been published before especially in Part II.Part I is concerned with Decision Making Under Uncertainty. This includes subsections on Arbitrage, Utility Theory, Risk Aversion and Static Portfolio Theory, and Stochastic Dominance. Part II is concerned with Dynamic Modeling that is the transition for static decision making to multiperiod decision making. The analysis starts with Risk Measures and then discusses Dynamic Portfolio Theory, Tactical Asset Allocation and Asset-Liability Management Using Utility and Goal Based Consumption-Investment Decision Models.A comprehensive set of problems both computational and review and mind expanding with many unsolved problems are in an accompanying problems book. The handbook plus the book of problems form a very strong set of materials for PhD and Masters courses both as the main or as supplementary text in finance theory, financial decision making and portfolio theory. For researchers, it is a valuable resource being an up to date treatment of topics in the classic books on these topics by Johnathan Ingersoll in 1988, and William Ziemba and Raymond Vickson in 1975 (updated 2 nd edition published in 2006).
The Mathematics of Financial Derivatives
| Author | : Paul Wilmott |
| Publisher | : Cambridge University Press |
| Total Pages | : 338 |
| Release | : 1995-09-29 |
| Genre | : Business & Economics |
| ISBN | : 9780521497893 |
Basic option theory - Numerical methods - Further option theory - Interest rate derivative products.
Mathematical Finance
| Author | : M. J. Alhabeeb |
| Publisher | : Wiley |
| Total Pages | : 554 |
| Release | : 2012-07-31 |
| Genre | : Mathematics |
| ISBN | : 9780470641842 |
An introduction to the mathematical skills needed to understand finance and make better financial decisions Mathematical Finance enables readers to develop the mathematical skills needed to better understand and solve financial problems that arise in business, from small entrepreneurial operations to large corporations, and to also make better personal financial decisions. Despite the availability of automated tools to perform financial calculations, the author demonstrates that a basic grasp of the underlying mathematical formulas and tables is essential to truly understand finance. The book begins with an introduction to the most fundamental mathematical concepts, including numbers, exponents, and logarithms; mathematical progressions; and statistical measures. Next, the author explores the mathematics of the time value of money through a discussion of simple interest, bank discount, compound interest, and annuities. Subsequent chapters explore the mathematical aspects of various financial scenarios, including: Mortgage debt, leasing, and credit and loans Capital budgeting, depreciation, and depletion Break-even analysis and leverage Investing, with coverage of stocks, bonds, mutual funds, options, cost of capital, and ratio analysis Return and risk, along with a discussion of the Capital Asset Pricing Model (CAPM) Life annuities as well as life, property, and casualty insurance Throughout the book, numerous examples and exercises present realistic financial scenarios that aid readers in applying their newfound mathematical skills to devise solutions. The author does not promote the use of financial calculators and computers, but rather guides readers through problem solving using formulas and tables with little emphasis on derivations and proofs. Extensively class-tested to ensure an easy-to-follow presentation, Mathematical Finance is an excellent book for courses in business, economics, and mathematics of finance at the upper-undergraduate and graduate levels. The book is also appropriate for consumers and entrepreneurs who need to build their mathematical skills in order to better understand financial problems and make better financial choices.
