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Computational Financial Mathematics using MATHEMATICA®: Optimal Trading in Stocks and Options - Brossura
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This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. The book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and indiviual investors who want to solve various problems encountered when investing and trading in stocks and stock options.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Recensione
"Stojanovic offers an excellent, user-friendly presentation of advanced mathematical techniques and Mathematica programming for solving problems in finance and trading. He demonstrates the value of probability, mathematical statistics, calculus of variations, and optimal control of stochastic, ordinary and partial differential equations to the study of market analysis. Solutions are computed symbolically, numerically, or by means of Monte-Carlo simulations.... A very useful and valuable book for researchers, students, professionals, and individual investors." ―Choice
"It is an innovative approach and is very useful for students and practitioners in finance to learn how to use mathematics for investment analysis." ―Mathematical Reviews
"This book is a state-of-the-art introduction to the mathematics of computational finance. The author reviews and extends several recent breakthroughs and also provides new material, which is highly recommended. The novel use of Mathematica enhances the learning experience by letting the reader focus on the essential ideas. I thoroughly recommend this book to both students and practitioners." ―Peter Carr, Courant Institute, New York University
Contenuti
Preface * Cash Account Evolution * Stock Price Evolution * European Style Stock Options * Stock Market Statistics * Implied Volatility for European Options * American Style Stock Options * Optimal Portfolio Rules * Advanced Trading Strategies * Bibliography * Index
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
- EditoreBirkhäuser
- Data di pubblicazione2013
- ISBN 10 146126586X
- ISBN 13 9781461265863
- RilegaturaCopertina flessibile
- LinguaInglese
- Numero di pagine496
- Contatto del produttorenon disponibile
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Computational Financial Mathematics using MATHEMATICA®. Optimal Trading in Stocks and Options.
Editore:
Boston / Basel / Berlin, Birkhäuser,, 2003
ISBN 10: 146126586X
ISBN 13: 9781461265863
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Da: Antiquariat Neue Kritik, Frankfurt am Main, Germania
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ill. OPappband. 24 x 16 cm. Condizione: Sehr gut. XI, 481 Seiten. Leichte äußere Gebrauchsspuren, sonst einwandfrei Sprache: Englisch Gewicht in Gramm: 1950. Codice articolo 18777
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Computational Financial Mathematics using MATHEMATICA®
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combin. Codice articolo 4189232
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Computational Financial Mathematics using MATHEMATICA: Optimal Trading in Stocks and Options
Da: SmarterRat Books, Chagrin Falls, OH, U.S.A.
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Condizione: Very Good. Near Fine. 2003 Springer Science - TELOS. Softcover. Black and white diagrams and illustrations. 481 pages. NOT Remaindered. NOT ex-library. Binding tight. Covers have very light edge and surface wear. Front cover has a light vertical crease near spine. Pages clean and unmarked. Carefully packed, shipped in a box. Codice articolo 13105
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Computational Financial Mathematics using MATHEMATICA®: Optimal Trading in Stocks and Options
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Computational Financial Mathematics using MATHEMATICA®
Editore:
Birkhäuser Boston Mai 2013, 2013
ISBN 10: 146126586X
ISBN 13: 9781461265863
Nuovo
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analytically and numerically in finding practical solutions. This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte-- Carlo. Nowadays, only good personal computers are required to handle the symbolic and numerical methods that are developed in this book. Key features: \* No previous knowledge of Mathematica programming is required \* The symbolic, numeric, data management and graphic capabilities of Mathematica are fully utilized \* Monte--Carlo solutions of scalar and multivariable SDEs are developed and utilized heavily in discussing trading issues such as Black--Scholes hedging \* Black--Scholes and Dupire PDEs are solved symbolically and numerically \* Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided \* Comprehensive study of optimal portfolio diversification, including an original theory of optimal portfolio hedging under non-Log-Normal asset price dynamics is presented The book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and individual investors. 496 pp. Englisch. Codice articolo 9781461265863
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Computational Financial Mathematics using MATHEMATICA : Optimal Trading in Stocks and Options
Da: Chiron Media, Wallingford, Regno Unito
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PF. Condizione: New. Codice articolo 6666-IUK-9781461265863
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Computational Financial Mathematics using MATHEMATICA®
Editore:
Birkhäuser Boston, Birkhäuser Boston Mai 2013, 2013
ISBN 10: 146126586X
ISBN 13: 9781461265863
Nuovo
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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Taschenbuch. Condizione: Neu. Neuware -Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analytically and numerically in finding practical solutions.This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte-- Carlo. Nowadays, only good personal computers are required to handle the symbolic and numerical methods that are developed in this book.Key features: \* No previous knowledge of Mathematica programming is required \* The symbolic, numeric, data management and graphic capabilities of Mathematica are fully utilized \* Monte--Carlo solutions of scalar and multivariable SDEs are developed and utilized heavily in discussing trading issues such as Black--Scholes hedging \* Black--Scholes and Dupire PDEs are solved symbolically and numerically \* Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided \* Comprehensive study of optimal portfolio diversification, including an original theory of optimal portfolio hedging under non-Log-Normal asset price dynamics is presentedThe book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and individual investors.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 496 pp. Englisch. Codice articolo 9781461265863
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Computational Financial Mathematics using MATHEMATICA® : Optimal Trading in Stocks and Options
Da: AHA-BUCH GmbH, Einbeck, Germania
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analytically and numerically in finding practical solutions. This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte-- Carlo. Nowadays, only good personal computers are required to handle the symbolic and numerical methods that are developed in this book. Key features: \* No previous knowledge of Mathematica programming is required \* The symbolic, numeric, data management and graphic capabilities of Mathematica are fully utilized \* Monte--Carlo solutions of scalar and multivariable SDEs are developed and utilized heavily in discussing trading issues such as Black--Scholes hedging \* Black--Scholes and Dupire PDEs are solved symbolically and numerically \* Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided \* Comprehensive study of optimal portfolio diversification, including an original theory of optimal portfolio hedging under non-Log-Normal asset price dynamics is presented The book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and individual investors. Codice articolo 9781461265863
Quantità: 1 disponibili
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Computational Financial Mathematics using MATHEMATICA (R): Optimal Trading in Stocks and Options
Editore:
Springer-Verlag New York Inc., 2013
ISBN 10: 146126586X
ISBN 13: 9781461265863
Nuovo
Paperback / softback
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
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Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 711. Codice articolo C9781461265863
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Computational Financial Mathematics using MATHEMATICA®: Optimal Trading in Stocks and Options
ISBN 10: 146126586X
ISBN 13: 9781461265863
Antico o usato
Paperback
Da: BooksRun, Philadelphia, PA, U.S.A.
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Paperback. Condizione: Very Good. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported Softcover reprint of the original 1st ed. 2003. Codice articolo 146126586X-8-1
Quantità: 1 disponibili