Computational Financial Mathematics using MATHEMATICA®

Released on by Srdjan Stojanovic
preview-18

  • Computational Financial Mathematics using MATHEMATICA® Book Detail

  • Author : Srdjan Stojanovic
  • Release Date : 2012-12-06
  • Publisher : Springer Science & Business Media
  • Genre : Business & Economics
  • Pages : 487
  • ISBN 13 : 1461200431
  • File Size : 44,44 MB
DOWNLOAD BOOK

Computational Financial Mathematics using MATHEMATICA® by Srdjan Stojanovic PDF Summary

Book Description: 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.

Disclaimer: www.yourbookbest.com does not own Computational Financial Mathematics using MATHEMATICA® books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.

Computational Economics and Finance

Computational Economics and Finance

File Size : 3,3 MB
Total View : 8904 Views
DOWNLOAD

This collection of articles is edited by Hal Varian, Dean of the School of Information Management and Systems, University of California, Berkeley. It provides a