Computational Financial Mathematics using MATHEMATICA®. Optimal Trading in Stocks and Options.

Stojanovic, Srdjan:

ISBN 10: 146126586X / ISBN 13: 9781461265863

Editore: Boston / Basel / Berlin, Birkhäuser,, 2003

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XI, 481 Seiten. Leichte äußere Gebrauchsspuren, sonst einwandfrei Sprache: Englisch Gewicht in Gramm: 1950. Codice articolo 18777

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Titolo: Computational Financial Mathematics using ...

Casa editrice: Boston / Basel / Berlin, Birkhäuser,

Data di pubblicazione: 2003

Legatura: ill. OPappband. 24 x 16 cm.

Condizione: Sehr gut

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Riassunto:

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.

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