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Business mathematics --- Mathématiques financières. --- 330.105 --- Wiskundige economie. Wiskundige methoden in de economie --- Mathématiques financières.

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This book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods. Topics covered are stochastic calculus, option pricing, optimal portfolio investment, and interest rate models. Also included are simulations of stochastic phenomena, numerical solutions of the Black–Scholes–Merton equation, Monte Carlo methods, and time series. Basic measure theory is used as a tool to describe probabilistic phenomena. The level of familiarity with computer programming is kept to a minimum. To make the book accessible to a wider audience, some background mathematical facts are included in the first part of the book and also in the appendices. This work attempts to bridge the gap between mathematics and finance by using diagrams, graphs and simulations in addition to rigorous theoretical exposition. Simulations are not only used as the computational method in quantitative finance, but they can also facilitate an intuitive and deeper understanding of theoretical concepts. Stochastic Analysis for Finance with Simulations is designed for readers who want to have a deeper understanding of the delicate theory of quantitative finance by doing computer simulations in addition to theoretical study. It will particularly appeal to advanced undergraduate and graduate students in mathematics and business, but not excluding practitioners in finance industry. .

Mathematics. --- Economics, Mathematical. --- Mathematics, general. --- Quantitative Finance. --- Economics --- Mathematical economics --- Math --- Mathematics --- Finance. --- Science --- Funding --- Funds --- Currency question --- Analyse stochastique. --- Mathématiques financières. --- Economics, Mathematical . --- Econometrics --- Methodology

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Business mathematics --- Mathématiques financières --- Problems, exercices, etc --- Problèmes et exercices --- AA / International- internationaal --- 657.02 --- Handelsrekenen. Financiële algebra. Actuariële wiskunde. Aflossingstabellen. --- Mathématiques financières --- Problèmes et exercices --- Mathématiques --- Mathematics --- Finances --- Business mathematics. --- Mathématiques --- Mathematics. --- Mathematiques --- Exercices resolus

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Economics, Mathematical. --- Business mathematics. --- Mathématiques économiques --- Mathématiques financières --- Business mathematics --- Economics, Mathematical --- Economics --- Mathematical economics --- Econometrics --- Mathematics --- Arithmetic, Commercial --- Business --- Business arithmetic --- Business math --- Commercial arithmetic --- Finance --- Methodology

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The Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Hyuên Pham.

Business mathematics --- Mathématiques financières --- Congresses. --- Congrès --- Business mathematics -- Congresses. --- Mathématiques financières -- Congrès. --- Economic Theory --- Accounting --- Commerce --- Business & Economics --- -332.0151 --- Arithmetic, Commercial --- Business --- Business arithmetic --- Business math --- Commercial arithmetic --- Finance --- Mathematics --- Mathématiques financières --- Mathematics. --- Game theory. --- Economics, Mathematical. --- Probabilities. --- Quantitative Finance. --- Game Theory, Economics, Social and Behav. Sciences. --- Probability Theory and Stochastic Processes. --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Economics --- Mathematical economics --- Econometrics --- Games, Theory of --- Theory of games --- Mathematical models --- Math --- Science --- Methodology --- Finance. --- Distribution (Probability theory. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Funding --- Funds --- Currency question --- Economics, Mathematical .