Stojanovic srdjan (72 risultati)

Hardcover. Condizione: Fair. Fehlende Beilagen; Leichte Gebrauchsspuren; Leichte Verschmutzung / Farbtonveranderung. With the growing interest in mathematical methods for finance and trading, significant research is being conducted in universities and brokerage firms. This book offers a thorough overview of how mathematics, combined with Mathematica, can address financial problems. It presents sophisticated theories in a user-friendly manner, blending mathematical rigor with practical programming. The solution methods discussed include symbolic, numerical, and Monte Carlo approaches, all manageable with standard personal computers. No prior knowledge of Mathematica is necessary, as the book fully utilizes its symbolic, numeric, data management, and graphic capabilities. It explores Monte Carlo solutions for scalar and multivariable stochastic differential equations (SDEs) in the context of trading issues like Black-Scholes hedging. Additionally, it covers symbolic and numerical solutions for Black-Scholes and Dupire partial differential equations (PDEs) and offers fast numerical solutions to free boundary problems, detailing their implementation in Mathematica. A comprehensive analysis of optimal portfolio diversification is included, featuring an original theory of optimal portfolio hedging under non-Log-Normal asset price dynamics. This resource is tailored for academics and will also serve the practical needs of quantitatively minded professional and individual investors.…

Hardcover. Condizione: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.

hardcover. Condizione: Good. Cover boards are lightly warping and cover shows minimal shelf wear. Pages are clean, text and pictures are intact and unmarred.

Condizione: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.

Condizione: Good. Good condition. With CD! A copy that has been read but remains intact. May contain markings such as bookplates, stamps, limited notes and highlighting, or a few light stains.

Condizione: very_good. Gently read. May have name of previous ownership, or ex-library edition. Binding tight; spine straight and smooth, with no creasing; covers clean and crisp. Minimal signs of handling or shelving. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships USPS Media Mail.…

Hardback. Condizione: Good. Provides an overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. This title includes sophisticated theories that are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming.…

XIV, 263 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Stamped. Sprache: Englisch.

Condizione: Gut. 43 Seiten; Das Heft befindet sich in einem ordentlich erhaltenen Zustand, in ENGLISCH ! Sprache: Englisch Gewicht in Gramm: 200.

25 cm 1 CD-ROM. XI, 481 p. Hardcover. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Sprache: Englisch.

Very Good. UK stocked, available immediately. Hardcover, published by Springer in 2012. A very good copy throughout, with unmarked text. Weight (unpacked) is 562 grams.

Condizione: New.

Condizione: As New. Unread book in perfect condition.

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.…

Condizione: New.

Hardcover. Condizione: New. In shrink wrap. Looks like an interesting title.

Condizione: New. pp. 280.

ill. OPappband. 24 x 16 cm. Condizione: Sehr gut. XI, 481 Seiten. Leichte äußere Gebrauchsspuren, sonst einwandfrei Sprache: Englisch Gewicht in Gramm: 1950.

Condizione: New. In English.

Hardcover. Condizione: Brand New. 247 pages. 9.25x6.25x0.75 inches. In Stock.

Condizione: New.

Dura. Condizione: New. Condizione sovraccoperta: Nuevo. 0. 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: - Entire book, writtenin Mathematica, is contained on a cross platform CD-ROM. - No previos 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 heavility in discussing trading issues such as Black-Scholes hedging. - Black-Scholes and Dupire PDEs are solved sumbolically and numerically. - Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided. - Comprehensive study of optimal portfolio diversification, including Merton?s theory, and including an original theory of optimal portolio hedging undder non-Log Normal asset price dynnamics is presented. The Book is designed for the academic community of intructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and individual investors who want to solve various problems encountered when investing and trading in stocks and stock options. 880 gr. No Aplica (illustratore). Libro.…

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is written for quantitative finance professionals, students, educators, and mathematically inclined individual investors. It is about some of the latest developments in pricing, hedging, and investing in incomplete markets. With regard to pricing, two frameworks are fully elaborated: neutral and indifference pricing. With regard to hedging, the most conservative and relaxed hedging formulas are derived. With regard to investing, the neutral pricing methodology is also considered as a tool for connecting market asset prices with optimal positions in such assets.Srdjan D. Stojanovic is Professor in the Department of Mathematical Sciences at University of Cincinnati (USA) and Professor in the Center for Financial Engineering at Suzhou University (China).…

Paperback. Condizione: Brand New. 277 pages. 9.25x6.10x0.64 inches. In Stock.

Condizione: New. In English.

Condizione: New.

Condizione: New. pp. 498.

Condizione: New.

Condizione: New. In English.

Condizione: Hervorragend. Zustand: Hervorragend | Seiten: 280 | Sprache: Englisch | Produktart: Bücher | This book is written for quantitative finance professionals, students, educators, and mathematically inclined individual investors. It is about some of the latest developments in pricing, hedging, and investing in incomplete markets. With regard to pricing, two frameworks are fully elaborated: neutral and indifference pricing. With regard to hedging, the most conservative and relaxed hedging formulas are derived. With regard to investing, the neutral pricing methodology is also considered as a tool for connecting market asset prices with optimal positions in such assets.Srdjan D. Stojanovic is Professor in the Department of Mathematical Sciences at University of Cincinnati (USA) and Professor in the Center for Financial Engineering at Suzhou University (China). …